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~subject:"Mortality"
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Mortality
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Yang, Sharon S.
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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2
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ECONIS (ZBW)
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1
Securitisation and tranching longevity and house price risk for reverse mortgage products
Yang, Sharon S.
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 648-674
Persistent link: https://www.econbiz.de/10009503501
Saved in:
2
Asset liability management of longevity and interest rate risks : using survival-mortality bonds
Lin, Tzuling
;
Tsai, Cary Chi-Liang
;
Cheng, Hung-Wen
- In:
North American actuarial journal : NAAJ ; leading the …
27
(
2023
)
1
,
pp. 74-95
Persistent link: https://www.econbiz.de/10014286516
Saved in:
3
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Dai, Tian-Shyr
;
Liu, Liang-Chih
;
Yang, Sharon S.
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1325-1339
Persistent link: https://www.econbiz.de/10014339929
Saved in:
4
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
Saved in:
5
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
Saved in:
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
Saved in:
7
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:
8
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
Saved in:
9
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr
;
Yang, Sharon S.
;
Liu, Liang-Chih
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
Saved in:
10
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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