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Estimating multifactor portfolio credit risk : a variance reduction approach
Hsieh, Ming-Hua; Lee, Yi-Hsi; Shyu, So-De; Chiu, Yu-Fen - In: Pacific-Basin finance journal 57 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012170623
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Using reverse mortgages to hedge longevity and financial risks for life insurers : a generalised immunisation approach
Wang, Jennifer L.; Hsieh, Ming-hua; Chiu, Yu-fen - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 697-717
Persistent link: https://www.econbiz.de/10009503479
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Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits : a variance reduction approach
Hsieh, Ming-hua; Wang, Jennifer L.; Chiu, Yu-Fen; Chen, … - In: Insurance / Mathematics & economics 78 (2018), pp. 246-254
Persistent link: https://www.econbiz.de/10011825282
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An efficient algorithm for basket default swap valuation
Chiang, Mi-hsiu; Yueh, Meng-lan; Hsieh, Ming-hua - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 8-19
Persistent link: https://www.econbiz.de/10003673297
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Mortality risk management under the factor copula framework : with applications to insurance policy pools
Hsieh, Ming-Hua; Tsai, Chenghsien Jason; Wang, Jennifer L. - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S119-S131
Persistent link: https://www.econbiz.de/10012440428
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Explaining the risk premiums of life settlements
Kung, Ko-Lun; Hsieh, Ming-Hua; Peng, Jin Lung; Tsai, … - In: Pacific-Basin finance journal 68 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013332817