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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: 30 Publications since 2001
Co-Authors: 22 Co-Authors with 27 Joint Publications
252 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

23 Publications have been cited 222 times in 169 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
42
2013
On optimal periodic dividend strategies in the dual model with diffusion. Zbl 1296.91143
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
32
2014
Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard
30
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.
15
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
11
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
7
2017
Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard
7
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
6
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
Optimal dividends under Erlang(2) inter-dividend decision times. Zbl 1401.91094
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard
5
2018
A benchmarking approach to optimal asset allocation for insurers and pension funds. Zbl 1231.91408
Lim, Andrew E. B.; Wong, Bernard
4
2010
SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard
2
2021
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 periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard
2
2020
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
1
2018
Common shock models for claim arrays. Zbl 1416.91150
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
1
2018
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
1
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
1
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
On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications. Zbl 1176.62103
Wong, Bernard
1
2009
SynthETIC: an individual insurance claim simulator with feature control. Zbl 1471.91445
Avanzi, Benjamin; Taylor, Greg; Wang, Melantha; Wong, Bernard
2
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
1
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
1
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
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 periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. Zbl 1447.91126
Avanzi, Benjamin; Lau, Hayden; 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
1
2018
Common shock models for claim arrays. Zbl 1416.91150
Avanzi, Benjamin; Taylor, Greg; Wong, Bernard
1
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
7
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
6
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
32
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
42
2013
On a mean reverting dividend strategy with Brownian motion. Zbl 1284.91200
Avanzi, Benjamin; Wong, Bernard
11
2012
Optimal dividends and capital injections in the dual model with diffusion. Zbl 1242.91089
Avanzi, Benjamin; Shen, Jonathan; Wong, Bernard
30
2011
Modelling dependence in insurance claims process with Lévy copulas. Zbl 1242.91088
Avanzi, Benjamin; Cassar, Luke C.; Wong, Bernard
7
2011
A benchmarking approach to optimal asset allocation for insurers and pension funds. Zbl 1231.91408
Lim, Andrew E. B.; Wong, Bernard
4
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.
15
2006
On the martingale property of stochastic exponentials. Zbl 1066.60064
Wong, Bernard; Heyde, C. C.
26
2004
all top 5

Cited by 259 Authors

18 Wong, Bernard
15 Yamazaki, Kazutoshi
14 Avanzi, Benjamin
14 Pérez Garmendia, Jose Luis
9 Zhang, Zhimin
8 Cheung, Eric C. K.
6 Chen, Ping
6 Taylor, Greg
6 Yin, Chuancun
5 Zhao, Yongxia
4 Ahlip, Rehez
4 Albrecher, Hansjörg
4 Chen, Peimin
4 Wang, Rongming
3 Antonelli, Fabio
3 Antonio, Katrien
3 Chen, Shumin
3 Crevecoeur, Jonas
3 Dong, Hua
3 Lau, Hayden
3 Rutkowski, Marek
3 Scarlatti, Sergio
3 Tan, Jiyang
3 Tu, Vincent
3 Wang, Wenyuan
3 Wen, Yuzhen
3 Yang, Hailiang
3 Yao, Dingjun
3 Zeng, Yan
3 Zhou, Xiaowen
2 Badescu, Andrei L.
2 Bäuerle, Nicole
2 Cheang, Gerald H. L.
2 Frostig, Esther
2 Li, Ziqiang
2 Lin, X. Sheldon
2 Liu, Chaolin
2 Luo, Xiankang
2 Mijatović, Aleksandar
2 Mishura, Yuliya Stepanivna
2 Muhle-Karbe, Johannes
2 Noba, Kei
2 Ramponi, Alessandro
2 Tang, Dameng
2 Torricelli, Lorenzo
2 Urusov, Mikhail A.
2 Verbelen, Roel
2 Vu, Phuong Anh
2 Wang, Fang
2 Xie, Jiayi
2 Xu, Lin
2 Yang, Chen
2 Yang, Jingping
2 Yang, Xiangqun
2 Yano, Kouji
2 Yoshioka, Hidekazu
1 Adekpedjou, Akim
1 Al-Mudafer, Muhammed Taher
1 Andersen, Leif B. G.
1 Ankirchner, Stefan
1 Araiza Iturria, Carlos Andrés
1 Araujo-Acuna, José Carlos
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
1 Boxma, Onno Johan
1 Cani, Arian
1 Carrizosa, Emilio
1 Chen, Mi
1 Chen, Tianle
1 Cheng, Yangjin
1 Cheridito, Patrick
1 Chiarella, Carl
1 Choi, Michael C. H.
1 Claeskens, Gerda
1 Czarna, Irmina
1 Dai, Hongshuai
1 Deng, Yinglu
1 Desmettre, Sascha
1 Du, Kai
1 Ekström, Erik
1 Eling, Martin
1 Engelbert, Hans-Jürgen
1 Esparza, Luz Judith R.
1 Ewald, Christian-Oliver
1 Fernholz, Daniel
1 Filipović, Damir
1 Fontana, Claudio
1 Frees, Edward W.
1 Fung, Man Chung
...and 159 more Authors
all top 5

Cited in 60 Serials

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

Citations by Year