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~subject:"Mortality"
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Wang, Chou-Wen
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5
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3
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3
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2
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Insurance / Mathematics & economics
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ASTIN bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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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
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2
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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3
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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4
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
Saved in:
5
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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6
Pricing and securitization of multi-country longevity risk with mortality dependence
Yang, Sharon S.
;
Wang, Chou-wen
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 157-169
Persistent link: https://www.econbiz.de/10009736119
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7
Modeling multi-country mortality dependence and its application in pricing survivor index swaps : a dynamic copula approach
Wang, Chou-Wen
;
Yang, Sharon S.
;
Huang, Hong-Chih
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 30-39
Persistent link: https://www.econbiz.de/10011349859
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8
Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun
;
Ken Seng Tan
;
Wang, Chou-Wen
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
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9
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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10
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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