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Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin; Wong, Hoi Ying - In: Insurance / Mathematics & economics 90 (2020), pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
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Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying - In: Insurance / Mathematics & economics 96 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
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Time-consistent longevity hedging with long-range dependence
Wang, Ling; Wong, Hoi Ying - In: Insurance / Mathematics & economics 99 (2021), pp. 25-41
Persistent link: https://www.econbiz.de/10012649205
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Demand for longevity securities under relative performance concerns : stochastic differential games with cointegration
Kwok, Kai Yin; Chiu, Mei Choi; Wong, Hoi Ying - In: Insurance / Mathematics & economics 71 (2016), pp. 353-366
Persistent link: https://www.econbiz.de/10011630877
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Robust retirement and life insurance with inflation risk and model ambiguity
Park, Kyunghyun; Wong, Hoi Ying; Yan, Tingjin - In: Insurance / Mathematics & economics 110 (2023), pp. 1-30
Persistent link: https://www.econbiz.de/10014282473