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Robust Time-Inconsistent Stochastic Linear-Quadratic Control with Drift Disturbance Journal article
Applied Mathematics and Optimization,2022, volume: 86, issue: 1
Authors:  Han, Bingyan;  Pun, Chi-Seng;  Wong, Hoi-Ying
Favorite  |  View/Download:4/0  |  Submit date:2022/09/05
COVID-19 and credit risk: A long memory perspective Journal article
Insurance: Mathematics and Economics,2022, volume: 104, pages: 15-34
Authors:  Yin, Jie;  Han, Bingyan;  Wong, Hoi-Ying
Favorite  |  View/Download:5/0  |  Submit date:2022/02/23
Robust control in a rough environment Journal article
Quantitative Finance,2022, volume: 22, issue: 3, pages: 481-500
Authors:  Han, Bingyan;  Wong, Hoi Ying
Favorite  |  View/Download:2/0  |  Submit date:2021/10/19
Robust state-dependent mean–variance portfolio selection: a closed-loop approach Journal article
Finance and Stochastics,2021, volume: 25, issue: 3, pages: 529-561
Authors:  Han, Bingyan;  Pun, Chi Seng;  Wong, Hoi Ying
Favorite  |  View/Download:4/0  |  Submit date:2021/10/19
Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated Journal article
Journal of Risk and Insurance,2017, volume: 84, issue: 3, pages: 987-1023
Authors:  Wong, Tat Wing;  Chiu, Mei Choi;  Wong, Hoi Ying
Favorite  |  View/Download:4/0  |  Submit date:2021/10/19