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Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun; Ken Seng Tan; Wang, Chou-Wen - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
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Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC) : theory and empirical tests
Zhu, Wenjun; Wang, Chou-Wen; Ken Seng Tan - In: Journal of banking & finance 69 (2016), pp. 20-36
Persistent link: https://www.econbiz.de/10011635001
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Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun; Ken Seng Tan; Porth, Lysa; Wang, Chou-Wen - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
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Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen; Liu, Kai; Li, Bin; Ken Seng Tan - In: International review of economics & finance : IREF 80 (2022), pp. 49-66
Persistent link: https://www.econbiz.de/10013341737