Optimal multiperiod asset allocation : matching assets to liabilities in a discrete model

von Huang, Hong-chih
Veröffentlicht in The journal of risk and insurance (2010)

Optimal asset allocation for a general portfolio of life insurance policies

von Huang, Hong-chih
Veröffentlicht in Insurance / Mathematics & economics (2010)

Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models

von Wang, Chou-Wen
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2017)

A study of the differences among representative investment strategies

von Huang, Hong Chih
Veröffentlicht in International review of economics & finance (2020)

The impact of longevity risk on the optimal contribution rate and asset allocation for defined contribution pension plans

von Yang, Sharon S.
Veröffentlicht in The Geneva papers on risk and insurance - issues and practice (2009)

A study of incidence experience for Taiwan life insurance

von Yue, Ching-syang Jack
Veröffentlicht in The Geneva papers on risk and insurance - issues and practice (2011)

On the valuation of reverse mortgages with regular tenure payments

von Lee, Yun-tsung
Veröffentlicht in Insurance / Mathematics & economics (2012)

A feasible natural hedging strategy for insurance companies

von Wang, Chou-wen
Veröffentlicht in Insurance / Mathematics & economics (2013)

Modeling longevity risks using a principal component approach : a comparison with existing stochastic mortality models

von Yang, Sharon S.
Veröffentlicht in Insurance / Mathematics & economics (2010)

Modeling multi-country mortality dependence and its application in pricing survivor index swaps : a dynamic copula approach

von Wang, Chou-Wen
Veröffentlicht in Insurance / Mathematics & economics (2015)

The valuation of lifetime health insurance policies with limited coverage

von Yang, Shang-Yin
Veröffentlicht in The journal of risk and insurance (2016)

Mortality modeling with non-Gaussian innovations and applications to the valuation of longevity swaps

von Wang, Chou-wen
Veröffentlicht in The journal of risk and insurance (2013)

Securitisation of crossover risk in reverse mortgages

von Huang, Hong-chih
Veröffentlicht in The Geneva papers on risk and insurance - issues and practice (2011)

Modeling pandemic mortality risk and its application to mortality-linked security pricing

von Chen, Fen-Ying
Veröffentlicht in Insurance / Mathematics & economics (2022)

A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations

von Wang, Chou-wen
Veröffentlicht in The Geneva papers on risk and insurance - issues and practice (2011)

xi nan he ping fa hui te kan

von wang hong chi
Veröffentlicht 20089

xi nan he ping fa hui te kan

von wang hong chi
Veröffentlicht 20089

xi nan he ping fa hui te kan

von wang hong chi
Veröffentlicht 20089