Chi Seng Pun

Economics and Econometrics · 2015–2016

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 18 citations into it
• Finance — 15 citations into it
• Demography — 14 citations into it
• Management Science and Operations Research — 13 citations into it

Whom Chi Seng Pun trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Pascal J. Maenhout
2. Xin Zhang
3. Evan W. Anderson
4. Tak Kuen Siu
5. Lihua Bai
6. Lars Peter Hansen
7. Thomas J. Sargent
8. David Promislow
9. Yuping Liu
10. Peter M. DeMarzo

Who trusts Chi Seng Pun overall

1. Yan Zeng

Papers from Chi Seng Pun's perspective

Ordered by how strongly the researchers Chi Seng Pun trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimal investment and reinsurance of an insurer with model uncertainty
2. On reinsurance and investment for large insurance portfolios
3. Robustness, Detection and the Price of Risk
4. Relative Wealth Concerns and Financial Bubbles
5. A Reexamination of the Corporate Demand for Reinsurance
6. Brownian Motion and Stochastic Calculus
7. The Equity Premium Puzzle
8. An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks
9. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
10. Optimal investment for insurers

Their papers

• Robust investment–reinsurance optimization with multiscale stochastic volatility (2015) — 66 citations
• Robust non-zero-sum stochastic differential reinsurance game (2016) — 51 citations