Tony Siu Tung Wong

Finance · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #6,069 of 10,518 by trust here, #8,598 by citations
• Demography — 9 citations into it

Whom Tony Siu Tung Wong trusts overall

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

1. Daniel Dufresne
2. Hangsuck Lee
3. Jan Dhaene
4. John A. Nelder

Who trusts Tony Siu Tung Wong overall

1. Fabio Mercurio

Papers from Tony Siu Tung Wong's perspective

Ordered by how strongly the researchers Tony Siu Tung Wong trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Concept of Comonotonicity in Actuarial Science and Finance: Applications
2. The log-normal approximation in financial and other computations (Advances in Applied Probability)
3. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)
4. Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk* (ASTIN Bulletin: The Journal of the International Actuarial Association)
5. Smoothing and forecasting mortality rates
6. Non Mean Reverting Affine Processes for Stochastic Mortality
7. Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
8. Interest Rate Models
9. A Simplex Method for Function Minimization
10. Pricing equity-indexed annuities with path-dependent options

Their papers

• A multi-quality model of interest rates (2009) — 90 citations
• Pricing of Ratchet Equity-Indexed Annuities under Stochastic Interest Rates ? (2007) — 67 citations