Publications

Peer-Reviewed Articles

1. 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, Volume 173, 112028 (2025).

   Journal  |  arXiv

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2. 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, Volume 170, 105003 (2025).

   Journal

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3. 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).

   Journal  |  arXiv

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Preprints

1. Capital-Allocation-Induced Risk-Sharing

   Chong, W.F., Feng, R. and Ng, K.T.H.

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2. Pareto and Bowley Reinsurance Games in Peer-to-Peer Insurance

   Boonen, T., Ng, K.T.H., Ng, T.W. and Nguyen, T. arXiv preprint (2026).

   arXiv

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3. Forward Performance Processes under Multiple Default Risks

   Chong, W.F., Liang, G., Dumitrescu, R. and Ng, K.T.H. arXiv preprint (2026).

   arXiv

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4. Mean Field Analysis of Mutual Insurance Market

   Li, B., Li. W., Ng, K.T.H., Yam, S.C.P. arXiv preprint (2025).

   arXiv

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Working Papers

1. Buying Low/Selling High at a Good Chance

   Ng, K.T.H., Wong, T.K. and Yam, S.C.P.

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