Bernard Wong

On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency

Benjamin Avanzi, Eric C.K. Cheung, Bernard Wong et al. · Insurance Mathematics and Economics · 2012 · 86 citations · Full text

Business, Economics, Finance +7

On the martingale property of stochastic exponentials

Bernard Wong, C. C. Heyde · Journal of Applied Probability · 2004 · 66 citations

Engineering, Finance, Mathematics +14

On changes of measure in stochastic volatility models

Bernard Wong, C. C. Heyde · International Journal of Stochastic Analysis · 2006 · 56 citations · Full text

Business, Finance, Mathematics +13

On optimal periodic dividend strategies in the dual model with diffusion

Benjamin Avanzi, Vincent Tu, Bernard Wong · Insurance Mathematics and Economics · 2014 · 56 citations · Full text

Social Sciences, Economics, Finance +8

Optimal Dividends and Capital Injections in the Dual Model with Diffusion

Benjamin Avanzi, Jonathan Shen, Bernard Wong · SSRN Electronic Journal · 2010 · 41 citations · Full text

Social Sciences, Economics, Finance +7