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Wing Fung Chong

1 paper here

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author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.RM1
ORCID 0000-0002-4052-6571

identity via Semantic Scholar / OpenAlex

most citedPareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures

3 citations · 3 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.RM2024★ 3 cited

Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures

Mario Ghossoub, Michael B. Zhu, Wing Fung Chong

We study Pareto optimality in a decentralized peer-to-peer risk-sharing market where agents' preferences are represented by robust distortion risk measures that are not necessarily…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.