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Bernard Wong

University of Waterloo (per OpenAlex) · OpenAlex

8 papers in scope · 8 published · 1 on the econ.EM arXiv · 101 citations · h-index 4 (over the papers listed here)

Papers

(1 of 8)

Dynamic Financial Analysis (DFA) of general insurers under climate change
published2026 · Astin Bulletin
with Benjamin Avanzi, Yanfeng Li, Greg Taylor
Astin Bulletin
Ensemble distributional forecasting for insurance loss reserving
published2024 · Scandinavian Actuarial Journal · 3 citations · first circulated 2022
with Benjamin Avanzi, Yan-Feng Li, Alan Xian, Yanfeng Li
Scandinavian Actuarial Journal
Machine Learning with High-Cardinality Categorical Features in Actuarial Applications
published2024 · Astin Bulletin · 17 citations · first circulated 2023
with Benjamin Avanzi, Greg Taylor, Melantha Wang, G. B. Taylor
Paper profile Astin Bulletin arXiv:2301.12710
On the impact of outliers in loss reserving
published2023 · European Actuarial Journal · 2 citations · first circulated 2022
with Benjamin Avanzi, Mark Lavender, G. B. Taylor
European Actuarial Journal
Detection and treatment of outliers for multivariate robust loss reserving
published2023 · Annals of Actuarial Science · 4 citations · first circulated 2022
with Benjamin Avanzi, Mark Lavender, G. B. Taylor
Annals of Actuarial Science
On the surplus management of funds with assets and liabilities in presence of solvency requirements
published2022 · Scandinavian Actuarial Journal
with Benjamin Avanzi, Ping Chen, Lars Henriksen
Scandinavian Actuarial Journal
On optimal periodic dividend strategies in the dual model with diffusion
published2014 · Insurance Mathematics and Economics · 56 citations · first circulated 2013
with Benjamin Avanzi, Vincent Tu
Insurance Mathematics and Economics
A benchmarking approach to optimal asset allocation for insurers and pension funds
published2009 · Insurance Mathematics and Economics · 19 citations
with Andrew E. B. Lim, Andrew Lim
Insurance Mathematics and Economics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.