Publications
Peer-Reviewed Articles
Optimal Investment-Withdrawal Strategies for Variable Annuities under a Performance Fee Structure
Feng, R., Jing, X. and Ng, K.T.H. Journal of Economic Dynamics and Control (2024).
Mean-Field Analysis of Two-Party Governance: Cooperation versus Competition among Leaders
Chu, D., Ng, K.T.H., Yam, S.C.P. and Zheng, H. Automatica (2024).
Optimal Asset Allocations of DC Pension Plan under Forward Utility Preferences
Ng, K.T.H. and Chong, W.F. Insurance: Mathematics and Economics, Volume 114, 192-211 (2024).
Working Papers
Exponential Forward Utility on Defaultable Markets
Chong, W.F., Liang, G. and Ng, K.T.H.
Mean-Field Analysis of Mutual Insurance
Li, B., Li. W., Ng, K.T.H., Yam, S.C.P.
Buying Low/Selling High at a Good Chance
Ng, K.T.H., Wong, T.K. and Yam, S.C.P.
You can also find my articles on my Google Scholar profile.