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~subject:"Lebensversicherung"
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FEATURE ARTICLES - Surplus Man...
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Wang, Jennifer L.
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ECONIS (ZBW)
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On the optimal product mix in life insurance companies using conditional value at risk
Tsai, Jeffrey T.
;
Wang, Jennifer L.
;
Tzeng, Larry Y.
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 235-241
Persistent link: https://www.econbiz.de/10003953364
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2
An optimal product mix for hedging longevity risk in life insurance companies : the immunization theory approach
Wang, Jennifer L.
;
Huang, H. C.
;
Yang, Sharon S.
;
Tsai, …
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 473-497
Persistent link: https://www.econbiz.de/10003981547
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3
Using reverse mortgages to hedge longevity and financial risks for life insurers : a generalised immunisation approach
Wang, Jennifer L.
;
Hsieh, Ming-hua
;
Chiu, Yu-fen
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 697-717
Persistent link: https://www.econbiz.de/10009503479
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4
Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a variance reduction approach
Hsieh, Ming-hua
;
Wang, Jennifer L.
;
Chiu, Yu-Fen
;
Chen, …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 246-254
Persistent link: https://www.econbiz.de/10011825282
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5
Mortality risk management under the factor copula framework : with applications to insurance policy pools
Hsieh, Ming-Hua
;
Tsai, Chenghsien Jason
;
Wang, Jennifer L.
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S119-S131
Persistent link: https://www.econbiz.de/10012440428
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6
Explaining the risk premiums of life settlements
Kung, Ko-Lun
;
Hsieh, Ming-Hua
;
Peng, Jin Lung
;
Tsai, …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013332817
Saved in:
7
An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation
Lin, Tzuling
;
Tzeng, Larry Y.
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 423-435
Persistent link: https://www.econbiz.de/10003966607
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