Richard Wong, Ph.D.

 Analytics, Economics & Strategy Leader

Builder of Advanced Analytical teams, transitioning businesses from Descriptive/Reporting to Predictive & Prescriptive organizations where Insights equal Actions

Academic Publications

Work in Progress

Papers

Books

Ph.D. Dissertation

Essays in Stochastic Modeling with Applications to Economics, Finance, and Insurance.

Dissertation Advisor: Stanley Pliska

Description: This dissertation includes three essays. All three essays extensively use the theory of marked point processes. The first essays developed a reduced-form credit risk model of a serial defaulting obligor. The price of a bond with the potential for multiple defaults and rating migration was developed, levering the doubly-stochastic marked point process theory. The paper added to the literature by providing a comprehensive valuation framework under the spot hazard rate instead of the forward hazard rate. The second essay determined the optimal capital stock investment under catastrophic risk. The paper extends the simple Solow growth model to include stochastic capital with jumps. The paper solves the Hamilton-Jacobi-Bellman (HJB) for optimal capital investment. The solution indicates that catastrophes cut short the useful life of physical capital, resulting in under-investment. The third essay models an individual's consumption, investment, and insurance decisions when the value of financial and insurable assets are subject to the same catastrophic risks. The paper finds that consumption, financial, and insurance decisions are not separable under a joint risk exposure.