×
Author ID: wong.bernard Recent zbMATH articles by "Wong, Bernard"
Published as: Wong, Bernard
Homepage: https://www.business.unsw.edu.au/our-people/bernardwong
Documents Indexed: 31 Publications since 2001
Co-Authors: 23 Co-Authors with 28 Joint Publications
310 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

25 Publications have been cited 267 times in 202 Documents Cited by Year
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088
Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung
52
2013
On optimal periodic dividend strategies in the dual model with diffusion. Zbl 1296.91143
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
36
2014
Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard
35
2011
On the martingale property of stochastic exponentials. Zbl 1066.60064
Wong, Bernard; Heyde, C. C.
26
2004
On changes of measure in stochastic volatility models. Zbl 1147.60321
Wong, Bernard; Heyde, C. C.
18
2006
A micro-level claim count model with overdispersion and reporting delays. Zbl 1371.91077
Avanzi, Benjamin; Wong, Bernard; Yang, Xinda
14
2016
On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200
Avanzi, Benjamin; Wong, Bernard
13
2012
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. Zbl 1394.91185
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi
10
2017
Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard
8
2011
On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs. Zbl 1390.91159
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
7
2016
A benchmarking approach to optimal asset allocation for insurers and pension funds. Zbl 1231.91408
Lim, Andrew E. B.; Wong, Bernard
6
2010
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
6
2016
Optimal dividends under Erlang(2) inter-dividend decision times. Zbl 1401.91094
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
5
2018
Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations. Zbl 1390.62202
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
5
2016
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
5
2020
On the optimality of joint periodic and extraordinary dividend strategies. Zbl 1490.91247
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
3
2021
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs. Zbl 1476.91119
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
3
2021
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. Zbl 1487.62133
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan
3
2021
On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements. Zbl 1390.91158
Avanzi, Benjamin; Brandt Henriksen, Lars Frederik; Wong, Bernard
2
2018
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
2
2020
SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard
2
2021
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. Zbl 1467.91128
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda
2
2021
Common shock models for claim arrays. Zbl 1416.91150
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
2
2018
On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. Zbl 1176.62103
Wong, Bernard
1
2009
A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables. Zbl 1477.60045
Avanzi, Benjamin; Boglioni Beaulieu, Guillaume; Lafaye de Micheaux, Pierre; Ouimet, Frédéric; Wong, Bernard
1
2021
On the optimality of joint periodic and extraordinary dividend strategies. Zbl 1490.91247
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
3
2021
Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs. Zbl 1476.91119
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
3
2021
Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework. Zbl 1487.62133
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Xian, Alan
3
2021
SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard
2
2021
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities. Zbl 1467.91128
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard; Yang, Xinda
2
2021
A counterexample to the existence of a general central limit theorem for pairwise independent identically distributed random variables. Zbl 1477.60045
Avanzi, Benjamin; Boglioni Beaulieu, Guillaume; Lafaye de Micheaux, Pierre; Ouimet, Frédéric; Wong, Bernard
1
2021
Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
5
2020
A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving. Zbl 1446.91055
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
2
2020
Optimal dividends under Erlang(2) inter-dividend decision times. Zbl 1401.91094
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
5
2018
On the distribution of the excedents of funds with assets and liabilities in presence of solvency and recovery requirements. Zbl 1390.91158
Avanzi, Benjamin; Brandt Henriksen, Lars Frederik; Wong, Bernard
2
2018
Common shock models for claim arrays. Zbl 1416.91150
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
2
2018
On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models. Zbl 1394.91185
Avanzi, Benjamin; Pérez, José-Luis; Wong, Bernard; Yamazaki, Kazutoshi
10
2017
A micro-level claim count model with overdispersion and reporting delays. Zbl 1371.91077
Avanzi, Benjamin; Wong, Bernard; Yang, Xinda
14
2016
On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs. Zbl 1390.91159
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
7
2016
Stochastic loss reserving with dependence: a flexible multivariate Tweedie approach. Zbl 1371.91076
Avanzi, Benjamin; Taylor, Greg; Vu, Phuong Anh; Wong, Bernard
6
2016
Correlations between insurance lines of business: an illusion or a real phenomenon? Some methodological considerations. Zbl 1390.62202
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
5
2016
On optimal periodic dividend strategies in the dual model with diffusion. Zbl 1296.91143
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
36
2014
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency. Zbl 1291.91088
Avanzi, Benjamin; Cheung, Eric C. K.; Wong, Bernard; Woo, Jae-Kyung
52
2013
On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200
Avanzi, Benjamin; Wong, Bernard
13
2012
Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard
35
2011
Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard
8
2011
A benchmarking approach to optimal asset allocation for insurers and pension funds. Zbl 1231.91408
Lim, Andrew E. B.; Wong, Bernard
6
2010
On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. Zbl 1176.62103
Wong, Bernard
1
2009
On changes of measure in stochastic volatility models. Zbl 1147.60321
Wong, Bernard; Heyde, C. C.
18
2006
On the martingale property of stochastic exponentials. Zbl 1066.60064
Wong, Bernard; Heyde, C. C.
26
2004
all top 5

Cited by 305 Authors

19 Wong, Bernard
16 Avanzi, Benjamin
16 Pérez Garmendia, Jose Luis
16 Yamazaki, Kazutoshi
15 Zhang, Zhimin
8 Chen, Ping
7 Wang, Wenyuan
7 Yin, Chuancun
6 Taylor, Greg
6 Zhao, Yongxia
5 Cheung, Eric C. K.
5 Wang, Rongming
5 Zhou, Xiaowen
4 Ahlip, Rehez
4 Albrecher, Hansjörg
4 Chen, Peimin
4 Yoshioka, Hidekazu
3 Antonelli, Fabio
3 Antonio, Katrien
3 Chen, Shumin
3 Crevecoeur, Jonas
3 Dong, Hua
3 Frostig, Esther
3 Lau, Hayden
3 Noba, Kei
3 Palmowski, Zbigniew
3 Rutkowski, Marek
3 Scarlatti, Sergio
3 Tan, Jiyang
3 Tsujimura, Motoh
3 Tu, Vincent
3 Wen, Yuzhen
3 Xie, Jiayi
3 Xu, Lin
3 Yang, Hailiang
3 Yao, Dingjun
3 Zeng, Yan
2 Badescu, Andrei L.
2 Bäuerle, Nicole
2 Boxma, Onno Johan
2 Cheang, Gerald H. L.
2 Chen, Mi
2 Cheng, Gongpin
2 Desmettre, Sascha
2 Forsyth, Peter A.
2 Henriksen, Lars Frederik Brandt
2 Hu, Kang
2 Hu, Yijun
2 Landriault, David
2 Li, Yuying
2 Li, Zhong
2 Li, Ziqiang
2 Lin, X. Sheldon
2 Liu, Chaolin
2 Liu, Zhang
2 Luo, Xiankang
2 Mijatović, Aleksandar
2 Mishura, Yuliya Stepanivna
2 Moreno-Franco, Harold A.
2 Muhle-Karbe, Johannes
2 Ou, Hui
2 Ramponi, Alessandro
2 Sun, Fuyun
2 Surya, Budhi Arta
2 Tang, Dameng
2 Teng, Ye
2 Torricelli, Lorenzo
2 Urusov, Mikhail A.
2 Verbelen, Roel
2 Vu, Phuong Anh
2 Wang, Fang
2 Yang, Chen
2 Yang, Jingping
2 Yang, Xiangqun
2 Yano, Kouji
2 Yu, Wenguang
2 Zhao, Xianghua
2 Zhou, Jieming
2 Zhu, Lingjiong
1 Adekpedjou, Akim
1 Al-Mudafer, Muhammed Taher
1 Alòs, Elisa
1 Andersen, Leif B. G.
1 Ankirchner, Stefan
1 Araiza Iturria, Carlos Andrés
1 Araujo-Acuna, José Carlos
1 Assa, Hirbod
1 Avram, Florin
1 Baldeaux, Jan
1 Baltazar-Larios, Fernando
1 Basu, Ranojoy
1 Bayraktar, Erhan
1 Beirlant, Jan
1 Bensoussan, Alain
1 Biagini, Francesca
1 Bichuch, Maxim
1 Bischofberger, Stephan M.
1 Bladt, Martin
1 Blei, Stefan
1 Boglioni Beaulieu, Guillaume
...and 205 more Authors
all top 5

Cited in 67 Serials

31 Insurance Mathematics & Economics
13 ASTIN Bulletin
10 Scandinavian Actuarial Journal
9 Journal of Industrial and Management Optimization
7 Applied Mathematics and Computation
7 European Journal of Operational Research
6 Journal of Applied Probability
6 Finance and Stochastics
6 Quantitative Finance
5 Journal of Computational and Applied Mathematics
5 Statistics & Probability Letters
5 Stochastic Processes and their Applications
4 Applied Mathematical Finance
4 Methodology and Computing in Applied Probability
3 Advances in Applied Probability
3 Journal of Optimization Theory and Applications
3 Optimization
3 Communications in Statistics. Theory and Methods
3 International Journal of Theoretical and Applied Finance
3 Stochastic Models
3 SIAM Journal on Financial Mathematics
3 European Actuarial Journal
2 International Journal of Control
2 Applied Mathematics and Optimization
2 SIAM Journal on Control and Optimization
2 Journal of Economic Dynamics & Control
2 Journal of Applied Mathematics and Stochastic Analysis
2 The Annals of Applied Probability
2 Communications in Statistics. Simulation and Computation
2 Applied Mathematics. Series B (English Edition)
2 Probability in the Engineering and Informational Sciences
2 Advances in Difference Equations
1 Computers & Mathematics with Applications
1 Physica A
1 Mathematics and Computers in Simulation
1 Mathematics of Operations Research
1 Mathematical Social Sciences
1 Probability Theory and Related Fields
1 Statistical Science
1 Asia-Pacific Journal of Operational Research
1 Theory of Probability and Mathematical Statistics
1 Monte Carlo Methods and Applications
1 Bernoulli
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 Mathematical Finance
1 Mathematical Methods of Operations Research
1 Discrete Dynamics in Nature and Society
1 Acta Mathematica Sinica. English Series
1 Optimization and Engineering
1 Acta Mathematica Scientia. Series B. (English Edition)
1 North American Actuarial Journal
1 Review of Derivatives Research
1 Frontiers of Mathematics in China
1 Nonlinear Analysis. Hybrid Systems
1 Science China. Mathematics
1 International Journal of Stochastic Analysis
1 Dynamic Games and Applications
1 Annals of Finance
1 Mathematical Control and Related Fields
1 Statistics & Risk Modeling
1 Dependence Modeling
1 Journal of Function Spaces
1 Modern Stochastics. Theory and Applications
1 Cogent Mathematics
1 AIMS Mathematics
1 Mathematical Foundations of Computing

Citations by Year