Narrow search
Showing 1 - 5 of 5
Cover Image
Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models
Wang, Chou-Wen; Huang, Hong-Chih - In: Astin bulletin : the journal of the International … 47 (2017) 2, pp. 501-525
Persistent link: https://www.econbiz.de/10011729607
Cover Image
Optimal multiperiod asset allocation : matching assets to liabilities in a discrete model
Huang, Hong-chih - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 451-472
Persistent link: https://www.econbiz.de/10003981539
Cover Image
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
Cover Image
Optimal asset allocation for a general portfolio of life insurance policies
Huang, Hong-chih; Lee, Yung-tsung - In: Insurance / Mathematics & economics 46 (2010) 2, pp. 271-280
Persistent link: https://www.econbiz.de/10003966559
Cover Image
Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen; Liu, Kai; Li, Bin; Ken Seng Tan - In: International review of economics & finance : IREF 80 (2022), pp. 49-66
Persistent link: https://www.econbiz.de/10013341737