Edit Profile (opens in new tab) Wong, Bernard Co-Author Distance Author ID: 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 all top 5 Co-Authors 3 single-authored 23 Avanzi, Benjamin 8 Taylor, Greg 3 Heyde, Christopher Charles 3 Lau, Hayden 3 Tu, Vincent 2 Henriksen, Lars Frederik Brandt 2 Vu, Phuong Anh 2 Yang, Xinda 1 Al-Mudafer, Muhammed Taher 1 Boglioni Beaulieu, Guillaume 1 Cassar, Luke C. 1 Chen, Ping 1 Cheung, Eric C. K. 1 Jeffery, Ross 1 Lafaye de Micheaux, Pierre 1 Lim, Andrew E. B. 1 Ouimet, Frédéric 1 Pérez Garmendia, Jose Luis 1 Shen, Jonathan 1 Wang, Melantha 1 Woo, Jae-Kyung 1 Xian, Alan 1 Yamazaki, Kazutoshi all top 5 Serials 13 Insurance Mathematics & Economics 6 ASTIN Bulletin 2 Journal of Applied Mathematics and Stochastic Analysis 2 European Journal of Operational Research 2 Scandinavian Actuarial Journal 2 Stochastics 1 Journal of Mathematical Analysis and Applications 1 Journal of Applied Probability 1 Statistics & Probability Letters all top 5 Fields 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Probability theory and stochastic processes (60-XX) 10 Statistics (62-XX) 4 Systems theory; control (93-XX) 2 Partial differential equations (35-XX) 2 Computer science (68-XX) 2 Mathematics education (97-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 17 Fields 173 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 115 Probability theory and stochastic processes (60-XX) 55 Systems theory; control (93-XX) 49 Statistics (62-XX) 15 Calculus of variations and optimal control; optimization (49-XX) 7 Operations research, mathematical programming (90-XX) 5 Partial differential equations (35-XX) 5 Numerical analysis (65-XX) 4 Integral equations (45-XX) 2 Integral transforms, operational calculus (44-XX) 2 Computer science (68-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Biology and other natural sciences (92-XX) 1 History and biography (01-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Fluid mechanics (76-XX) 1 Mathematics education (97-XX) Citations by Year