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~subject:"Mortality"
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Mortality
Sterblichkeit
15
Theorie
15
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15
Forecasting model
8
Option pricing theory
8
Optionspreistheorie
8
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8
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Taiwan
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Derivat
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Derivative
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Optionsgeschäft
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Schätzung
4
CAPM
3
Forecast
3
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Mortality dependence
3
Mortgage
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Option pricing
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English
15
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Wang, Chou-Wen
7
Huang, Hong-chih
6
Yang, Sharon S.
5
Wang, Chou-wen
4
Zhu, Wenjun
3
Kung, Ko-Lun
2
Hsiao, Hung-Tsung
1
Huang, Hong-Chih
1
Ken Seng Tan
1
Lin, Tzuling
1
Liu, I-Chien
1
Liu, I-chien
1
Liu, I.-Chien
1
Miao, Yuan-chi
1
Qiao, Yang
1
Tsai, Cary Chi-Liang
1
Yawen Hwang
1
Yue, Ching-syang Jack
1
Yue, Jack C.
1
Zhang, Jinggong
1
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Insurance / Mathematics & economics
5
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
The Geneva papers on risk and insurance - issues and practice
2
ASTIN bulletin : the journal of the International Actuarial Association
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Asia-Pacific journal of risk and insurance : APJRI
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ECONIS (ZBW)
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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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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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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6
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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7
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
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8
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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9
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
Saved in:
10
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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