Search Results - subject:"Wang transform"

Institutionalization and prudence attitude in an imperfect competitive market

Wang, Yanjie; Wang, Yanyi; Zhang, Shunming; Huang, Hui - In: The European journal of finance 30 (2024) 13, pp. 1520-1547

Persistent link: https://www.econbiz.de/10014636578

Asset pricing for the lottery-like security under probability weighting : based on generalized Wang transform

Huang, Hui; Sun, Jianchun; Zhang, Shunming - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-35

Persistent link: https://www.econbiz.de/10014492049

Government support for SMEs in response to COVID-19 : theoretical model using Wang transform

Wang, Shaun Shuxun; Goh, Jing Rong; Sornette, Didier; … - 2020

closures. Wang Transform is applied to (i) calculating the appropriate level of interest rate subsidy payable to incentivize …

Persistent link: https://www.econbiz.de/10012271152

Heterogeneity of probability weighting in investment decisions

Sun, Yuzhe; Zhang, Shunming - In: Economics letters 228 (2023), pp. 1-5

Persistent link: https://www.econbiz.de/10014451264

Changes of relation in multi-population mortality dependence : an application of threshold VECM

Zhou, Rui; Xing, Guangyu; Ji, Min - In: Risks : open access journal 7 (2019) 1/14, pp. 1-18

. We further apply the TVECM to forecast future mortalities and price an illustrative longevity bond with multivariate Wang … transform. Our numerical results show that TVECM predicted much faster mortality improvement for EW and Canada than single …

Persistent link: https://www.econbiz.de/10012016036

Changes of relation in multi-population mortality dependence: An application of threshold VECM

Zhou, Rui; Xing, Guangyu; Ji, Min - In: Risks 7 (2019) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10013200432

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

Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Insurance 106 (2022), pp. 341-363

Persistent link: https://www.econbiz.de/10013380614

Prudence attitude and limited participation

Huang, Hui; Wang, Yanjie; Zhang, Shunming - In: Economic modelling 101 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012796556

Conic CVA and DVA for option portfolios

Bakel, Sjoerd van; Borovkova, Svetlana; Michielon, Matteo - In: International journal of theoretical and applied finance 23 (2020) 5, pp. 1-30

Persistent link: https://www.econbiz.de/10012496518

A general class of distortion operators for pricing contingent claims with applications to CAT bonds

Godin, Frédéric; Lai, Van Son; Trottier, Denis-Alexandre - In: Scandinavian actuarial journal 2019 (2019) 7, pp. 558-584

Persistent link: https://www.econbiz.de/10012194976