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Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions

Wu, Yang-Che - In: Insurance / Mathematics & economics 95 (2020), pp. 116-128

Persistent link: https://www.econbiz.de/10012419257

Closed-form valuations of basket options using a multivariate normal inverse Gaussian model

Wu, Yang-Che; Liao, Szu-Lang; Shyu, So-De - In: Insurance: Mathematics and Economics 44 (2009) 1, pp. 95-102

This paper uses a multivariate normal inverse Gaussian model to develop closed-form pricing formulas for both geometric and arithmetic basket options. For geometric basket options, an exact analytical solution is possible; for arithmetic basket options, the formula is an approximation. The model...

Persistent link: https://www.econbiz.de/10004973706

Capital structure choices and stock market volatility : evidence from Chinese listed firms

Thi Huong Giang Vuong; Wu, Yang-Che; Weng, Tzu-Ching; … - In: The Chinese economy : translations and studies 56 (2023) 1, pp. 25-49

Persistent link: https://www.econbiz.de/10013549022

Capital forbearance, ex ante life insurance guaranty schemes, and interest rate uncertainty

Hwang, Ya-Wen; Chang, Shih-Chieh; Wu, Yang-Che - In: North American actuarial journal 19 (2015) 2, pp. 94-115

Persistent link: https://www.econbiz.de/10011420789

Discussion on "capital forebearance, ex ante life insurance guaranty schemes, and interest rate uncertainty," by Ya-Wen Hwang, Shih-Chieh Chang, and Yang-Che Wu, volume 19(2)

Wang, Xiao - In: North American actuarial journal 20 (2016) 1, pp. 88-93

Persistent link: https://www.econbiz.de/10011734024

Response to Xiao Wang on his comments on our paper entitled, "capital forbearance, ex ante life insurance guaranty schemes, and interest rate uncertainty"

Hwang, Ya-Wen; Chang, Shih-Chieh; Wu, Yang-Che - In: North American actuarial journal 20 (2016) 1, pp. 94

Persistent link: https://www.econbiz.de/10011734029

Feasibility of long-term interest balance among stakeholders in the natural catastrophe insurance market

Zhang, Ning; Wu, Yang-Che; Yang, Wan-Shiou - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 2, pp. 163-185

Persistent link: https://www.econbiz.de/10012549749

Fair valuation of mortgage insurance under stochastic default and interest rates

Wu, Yang-Che; Huang, Yi-Ting; Lin, Shih-kuei; Chuang, … - In: The North American journal of economics and finance : a … 42 (2017), pp. 433-447

Persistent link: https://www.econbiz.de/10011938144

Can direct government intervention save the stock market?

Nguyen, Tien-Trung; Wu, Yang-Che; Ke, Mei-chu; Liao, … - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 271-284

Persistent link: https://www.econbiz.de/10013334876

A simple iteration algorithm to price perpetual Bermudan options under the lognormal jump-diffusion-ruin process

Chung, San-Lin; Wang, Jr-Yan - In: Journal of Futures Markets 38 (2018) 8, pp. 898-924

Persistent link: https://www.econbiz.de/10012082107