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Bernard Wong
University of New South Wales - Sydney / Australia
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 119320
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Bernard Wong's MOST POPULAR ARTICLES
1-)
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvencyB Avanzi, ECK Cheung, B Wong, JK WooInsurance: Mathematics and Economics 52 (1), 98-113, 2013882013
2-)
Optimal dividends and capital injections in the dual model with diffusionB Avanzi, J Shen, B WongASTIN Bulletin: The Journal of the IAA 41 (2), 611-644, 2011752011
3-)
On changes of measure in stochastic volatility modelsB Wong, CC HeydeInternational Journal of Stochastic Analysis 2006, 2006712006
4-)
On the martingale property of stochastic exponentialsB Wong, CC HeydeJournal of Applied Probability 41 (3), 654-664, 2004712004
5-)
On optimal periodic dividend strategies in the dual model with diffusionB Avanzi, V Tu, B WongInsurance: Mathematics and Economics 55, 210-224, 2014642014
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