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Dr. NG, Tak Wa 吳德華

Postdoctoral Fellow

BSc. in Mathematical Science (Hong Kong Baptist University)
MSs in Finance (Ulm University)
PhD in Actuarial Science (Laval University)

Rm 207, Run Run Shaw Building

Research interests

Actuarial Science

Financial Mathematics

Stochastic Control

Game Theory

Risk Sharing

Publications

Selected Publications
  1. Ng, Tak Wa, and Thai Nguyen. "Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion." ASTIN Bulletin: The Journal of the IAA 53, no. 1 (2023): 149-183.
  2. Ng, Tak Wa, and Thai Nguyen. "Pareto efficiency and financial fairness under limited expected loss constraint." Journal of Mathematical Economics 117 (2025): 103096.
  3. Ng, Tak Wa, and Thai Nguyen. "Individual survivor fund account: The impact of bequest motives on tontine participation." Insurance: Mathematics and Economics 125 (2025): 103161.
  1. Ng, Tak Wa, Tim J. Boonen, and Thai Nguyen. "Contractibility, Peer-to-Peer Insurance, and Moral Hazard." Available at SSRN 6320070 (2026).
  2. Tim J. Boonen, Kenneth Tsz Hin Ng, Ng, Tak Wa, and Thai Nguyen. "Pareto and Bowley Reinsurance Games in Peer-to-Peer Insurance." Available at arXiv:2602.14223 (2026).