Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework

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

The valuation of reset options with multiple strike resets and reset dates

von Liao, Szu-Lang
Veröffentlicht in The journal of futures markets (2003)

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)

Pricing and securitization of multi-country longevity risk with mortality dependence

von Yang, Sharon S.
Veröffentlicht in Insurance / Mathematics & economics (2013)

The valuation of hedging strategy of high yield notes

von Liao, Szu-Lang
Veröffentlicht in Jingji-lunwen (2003)

Pricing futures options with basis risk : evidence from S&P 500 futures options

von Wang, Chou-wen
Veröffentlicht in Applied financial economics (2008)

Pricing arithmetic average reset options with control variates

von Liao, Szu-Lang
Veröffentlicht in The journal of derivatives (2002)

Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach

von Zhu, Wenjun
Veröffentlicht in The journal of risk and insurance (2017)

Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC) : theory and empirical tests

von Zhu, Wenjun
Veröffentlicht in Journal of banking & finance (2016)

Modeling and pricing longevity derivatives using Skellam distribution

von Kung, Ko-Lun
Veröffentlicht in Insurance / Mathematics & economics (2021)

The impact of climatic disaster on corporate investment policy

von Feng, Zhi-Yuan
Veröffentlicht in Journal of multinational financial management (2022)

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)

Pricing generalized capped exchange options

von Wang, Chou-Wen
Veröffentlicht in Applied financial economics (2008)

Portfolio Performance Evaluation with Leptokurtic Asset Returns

von Wu, Chin-Wen
Veröffentlicht in HCIBGO (10. : 2023 : Kopenhagen) HCI in business, government and organizations ; Part 2 (2023)

Securitisation of crossover risk in reverse mortgages

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

Option Pricing Using Machine Learning with Intraday Data of TAIEX Option

von Wang, Chou-Wen
Veröffentlicht in HCIBGO (10. : 2023 : Kopenhagen) HCI in business, government and organizations ; Part 2 (2023)

Implementing option pricing models when asset returns follow an autoregressive moving average process

von Wang, Chou-wen
Veröffentlicht in International review of economics & finance (2012)

On the valuation of reverse mortgages with regular tenure payments

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