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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 & economics 44 (2009) 1, pp. 95-102

Persistent link: https://www.econbiz.de/10009517655

Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk

Wu, Yang-Che - In: Insurance / Mathematics & economics 64 (2015), pp. 54-66

Persistent link: https://www.econbiz.de/10011397936

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

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

Fair Valuation of Mortgage Insurance with Current Loan-to-Value and Debt Service Ratios

Wu, Yang-Che - 2012

This study advances the mortgage insurance pricing literature by providing theory and methods for incorporating both equity and ability to-pay theories (Jackson and Kasserman, 1980). We develop a new option-based model by adding the current loan-to-value and debt service ratios to the pricing...

Persistent link: https://www.econbiz.de/10013100790

Catastrophe risk management with counterparty risk using alternative instruments

Wu, Yang-che; Chung, San-lin - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 234-245

Persistent link: https://www.econbiz.de/10008654241

Fair valuation of mortgage insurance with current loan-to-value and debt service ratios

Wu, Yang-che; Lin, Chin-yuan - In: The IUP journal of risk & insurance 9 (2012) 1, pp. 48-61

Persistent link: https://www.econbiz.de/10009521068

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