WONG, Tat Wing 王達榮

Position Lecturer
Email tw.wong [at] cuhk.edu.hk
ORCiD 0000-0003-0136-0676
Phone Number 3943 7927
Fax Number 2603 5188
Address LSB 112
Homepage https://www.sta.cuhk.edu.hk/twwong/

Academic Background

BSc in Risk Management Science (CUHK)
MPhil in Risk Management Science (CUHK)
PhD in Statistics (CUHK)

Research Interest

Representative Publications

  • J. Lou, T.W. Wong, K.W.T. Fung, and J.J.N. Shaende, Stock and Bond Joint Pricing, Consumption Surplus and Inflation News. Research in International Business and Finance, 58, 101426, 2021.
  • T.W. Wong, Game Theoretic Valuation of Deposit Insurance under Jump Risk: From Too Small to Survive to Too Big to Fail. Mathematics and Financial Economics, 14, 67-95, 2020.
  • T.W. Wong, K.W.T. Fung, and K.S. Leung, Strategic Bank Closure and Deposit Insurance Valuation. European Journal of Operational Research, 285(1), 96-105, 2020.
  • T.W. Wong, M.C. Chiu, and H.Y. Wong, Managing Mortality Risk with Longevity Bonds When Mortality Rates Are Cointegrated. Journal of Risk and Insurance, 84(3), 987-1023, 2017.
  • T.W. Wong, M.C. Chiu, and H.Y. Wong, A Time-consistent Hedging Strategy of Insurance Mortality Risk under Mortality Cointegration. Insurance: Mathematics and Economics, 56, 56-67, 2014.
  • T.W. Wong, and H.Y. Wong. Valuation of Stock Loans using Exponential Phase-type Lévy Models. Applied Mathematics and Computation, 222, 275-289, 2013.
  • T.W. Wong, and H.Y. Wong. Stochastic Volatility Asymptotics of Stock Loan: Valuation and Optimal Stopping. Journal of Mathematical Analysis and Applications, 394(1), 337-346, 2012.


Grant: Funding Scheme for Virtual Teaching and Learning (CUHK)
Title: Student Assessment with Individualized Datasets
Role: Co-supervisor
Period: 2021-2023

Professional Activities

Associate of the Society of Actuaries, Society of Actuaries
Certified Financial Risk Manager, Global Association of Risk Professionals
Certified Instructor and University Ambassador, NVIDIA Deep Learning Institute

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