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Optimal Multiperiod Asset Allo...
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Optimal multiperiod asset allocation : matching assets to liabilities in a discrete model
Huang, Hong-chih
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 451-472
Persistent link: https://www.econbiz.de/10003981539
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2
The impact of longevity risk on the optimal contribution rate and asset allocation for defined contribution pension plans
Yang, Sharon S.
;
Huang, Hong-chih
- In:
The Geneva papers on risk and insurance - issues and …
34
(
2009
)
4
,
pp. 660-681
Persistent link: https://www.econbiz.de/10003904768
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3
Optimal asset allocation for a general portfolio of life insurance policies
Huang, Hong-chih
;
Lee, Yung-tsung
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 271-280
Persistent link: https://www.econbiz.de/10003966559
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4
Modeling longevity risks using a principal component approach : a comparison with existing stochastic mortality models
Yang, Sharon S.
;
Yue, Jack C.
;
Huang, Hong-chih
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 254-270
Persistent link: https://www.econbiz.de/10003953374
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5
A study of incidence experience for Taiwan life insurance
Yue, Ching-syang Jack
;
Huang, Hong-chih
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 718-733
Persistent link: https://www.econbiz.de/10009503478
Saved in:
6
A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Wang, Chou-wen
;
Huang, Hong-chih
;
Liu, I-chien
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 675-696
Persistent link: https://www.econbiz.de/10009503485
Saved in:
7
Securitisation of crossover risk in reverse mortgages
Huang, Hong-chih
;
Wang, Chou-wen
;
Miao, Yuan-chi
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 622-647
Persistent link: https://www.econbiz.de/10009503504
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8
A feasible natural hedging strategy for insurance companies
Wang, Chou-wen
;
Huang, Hong-chih
;
Hong, De-chuan
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 532-541
Persistent link: https://www.econbiz.de/10009763592
Saved in:
9
On the valuation of reverse mortgages with regular tenure payments
Lee, Yun-tsung
;
Wang, Chou-wen
;
Huang, Hong-chih
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 430-441
Persistent link: https://www.econbiz.de/10009672173
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10
Modified logistic model for mortality forecasting and the application of mortality-linked securities
Yawen Hwang
;
Huang, Hong-chih
- In:
Asia-Pacific journal of risk and insurance : APJRI
6
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010126012
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