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Robust Time-Inconsistent Stochastic Linear-Quadratic Control with Drift Disturbance 期刊论文
Applied Mathematics and Optimization,2022, 卷号: 86, 期号: 1
作者:  Han, Bingyan;  Pun, Chi-Seng;  Wong, Hoi-Ying
收藏  |  浏览/下载:15/0  |  提交时间:2022/09/05
COVID-19 and credit risk: A long memory perspective 期刊论文
Insurance: Mathematics and Economics,2022, 卷号: 104, 页码: 15-34
作者:  Yin, Jie;  Han, Bingyan;  Wong, Hoi-Ying
收藏  |  浏览/下载:10/0  |  提交时间:2022/02/23
Robust control in a rough environment 期刊论文
Quantitative Finance,2022, 卷号: 22, 期号: 3, 页码: 481-500
作者:  Han, Bingyan;  Wong, Hoi Ying
收藏  |  浏览/下载:10/0  |  提交时间:2021/10/19
Robust state-dependent mean–variance portfolio selection: a closed-loop approach 期刊论文
Finance and Stochastics,2021, 卷号: 25, 期号: 3, 页码: 529-561
作者:  Han, Bingyan;  Pun, Chi Seng;  Wong, Hoi Ying
收藏  |  浏览/下载:10/0  |  提交时间:2021/10/19
Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated 期刊论文
Journal of Risk and Insurance,2017, 卷号: 84, 期号: 3, 页码: 987-1023
作者:  Wong, Tat Wing;  Chiu, Mei Choi;  Wong, Hoi Ying
收藏  |  浏览/下载:12/0  |  提交时间:2021/10/19