22 citations · 27 across the 7 of their papers we have counts for
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q-fin.RM2021
Optimal Expansion of Business Opportunity
Ling Wang, Kexin Chen, Mei Choi Chiu +1
Any firm whose business strategy has an exposure constraint that limits its potential gain naturally considers expansion, as this can increase its exposure. We model business expan…
q-fin.RM2021
Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate
Ling Wang, Mei Choi Chiu, Hoi Ying Wong
This paper investigates the time-consistent mean-variance reinsurance-investment (RI) problem faced by life insurers. Inspired by recent findings that mortality rates exhibit long-…