An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. - Wing Fung Chong; Ying Hu; Gechun Liang; Thaleia Zariphopoulou (Finance Stochastics, 2019)

Risk sharing with multiple indemnity environments. - Alexandru V. Asimit; Tim J. Boonen; Yichun Chi; Wing Fung Chong (Eur. J. Oper. Res., 2021)

Cyber Risk Assessment for Capital Management. - Wing Fung Chong; Runhuan Feng; Hins Hu; Linfeng Zhang 004 (CoRR, 2022)

Holistic principle for risk aggregation and capital allocation. - Wing Fung Chong; Runhuan Feng; Longhao Jin (Ann. Oper. Res., 2023)