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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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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
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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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A feasible natural hedging strategy for insurance companies
Wang, Chou-wen; Huang, Hong-chih; Hong, De-chuan - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 532-541
Persistent link: https://www.econbiz.de/10009763592
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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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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