Valuation and analysis on complex equity indexed annuities

von Chiu, Yu-Fen
Veröffentlicht in Pacific-Basin finance journal (2019)

A fast Monte Carlo algorithm for estimating value at risk and expected shortfall

von Hsieh, Ming-Hua
Veröffentlicht in The journal of derivatives (2014)

An efficient algorithm for basket default swap valuation

von Chiang, Mi-hsiu
Veröffentlicht in The journal of derivatives (2007)

Fuzzy-Based Factor Evaluation System for Momentum Overweight Trading Strategy

von Chao, Chi-Fang
Veröffentlicht in Asian Conference on Intelligent Information and Database Systems (15. : 2023 : Phuket) Intelligent information and database systems ; Part 1 (2023)

Using reverse mortgages to hedge longevity and financial risks for life insurers : a generalised immunisation approach

von Wang, Jennifer L.
Veröffentlicht in The Geneva papers on risk and insurance - issues and practice (2011)

An effective hybrid variance reduction method for pricing the Asian options and its variants

von Lu, King-Jeng
Veröffentlicht in The North American journal of economics and finance (2020)

Estimating multifactor portfolio credit risk : a variance reduction approach

von Hsieh, Ming-Hua
Veröffentlicht in Pacific-Basin finance journal (2019)

Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a variance reduction approach

von Hsieh, Ming-hua
Veröffentlicht in Insurance / Mathematics & economics (2018)

Explaining the risk premiums of life settlements

von Kung, Ko-Lun
Veröffentlicht in Pacific-Basin finance journal (2021)