Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Machine learning in long-term mortality forecasting
Qiao, Yang; Wang, Chou-Wen; Zhu, Wenjun - In: The Geneva papers on risk and insurance - issues and … 49 (2024) 2, pp. 340-362
Persistent link: https://www.econbiz.de/10014583165