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Mortality modeling with non-Gaussian innovations and applications to the valuation of longevity swaps
Wang, Chou-wen; Huang, Hong-chih; Liu, I-chien - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 775-797
Persistent link: https://www.econbiz.de/10010127204
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Modeling and pricing longevity derivatives using Skellam distribution
Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen - In: Insurance / Mathematics & economics 99 (2021), pp. 341-354
Persistent link: https://www.econbiz.de/10012649236
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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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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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Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework
Wang, Chou-wen; Yang, Sharon S. - In: The journal of risk and insurance : the journal of the … 80 (2013) 4, pp. 1027-1056
Persistent link: https://www.econbiz.de/10010235570
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Age-specific copula-AR-GARCH mortality models
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang - In: Insurance / Mathematics & economics 61 (2015), pp. 110-124
Persistent link: https://www.econbiz.de/10010515911
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Neighbouring prediction for mortality
Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 689-718
Persistent link: https://www.econbiz.de/10012656717
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Machine learning in long-term mortality forecasting
Qiao, Yang; Wang, Chou-Wen; Zhu, Wenjun - In: The Geneva papers on risk and insurance - issues and … 49 (2024) 2, pp. 340-362
Persistent link: https://www.econbiz.de/10014583165