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Does reinsurance purchasing enhance insurers' competitiveness? : evidence from the US property-liability insurance industry
Chang, Vincent Y. - In: The Geneva papers on risk and insurance - issues and … 44 (2019) 4, pp. 595-623
Persistent link: https://www.econbiz.de/10012294263
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Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen; Chang, Li-Han; Lo, Chien-Ling; Tsai, … - In: Journal of empirical finance 72 (2023), pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
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Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao; Lo, Chien-Ling - In: Pacific-Basin finance journal 83 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
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Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Chuang, Ming-Che; Tsai, Jeffrey Tzuhao - In: Pacific-Basin finance journal 84 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014534554
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Demutualization and demand for reinsurance
Wang, Jennifer L.; Chang, Vincent Y.; Lai, Gene C.; … - In: The Geneva papers on risk and insurance - issues and … 33 (2008) 3, pp. 566-584
Persistent link: https://www.econbiz.de/10003752524
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Price bounds of mortality-linked security in incomplete insurance market
Huang, Yu-lieh; Tsai, Jeffrey Tzuhao; Yang, Sharon S.; … - In: Insurance / Mathematics & economics 55 (2014), pp. 30-39
Persistent link: https://www.econbiz.de/10010366219
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Model specification of conditional jump intensity : Evidence from S&P 500 returns and option prices
Cheng, Hung-Wen; Lo, Chien-Ling; Tsai, Jeffrey Tzuhao - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012667167