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Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk

Wu, Yang-Che - In: Insurance / Mathematics & economics 64 (2015), pp. 54-66

Persistent link: https://www.econbiz.de/10011397936

Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions

Wu, Yang-Che - In: Insurance / Mathematics & economics 95 (2020), pp. 116-128

Persistent link: https://www.econbiz.de/10012419257

Fair Valuation of Mortgage Insurance with Current Loan-to-Value and Debt Service Ratios

Wu, Yang-Che - 2012

This study advances the mortgage insurance pricing literature by providing theory and methods for incorporating both equity and ability to-pay theories (Jackson and Kasserman, 1980). We develop a new option-based model by adding the current loan-to-value and debt service ratios to the pricing...

Persistent link: https://www.econbiz.de/10013100790

Catastrophe risk management with counterparty risk using alternative instruments

Wu, Yang-che; Chung, San-lin - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 234-245

Persistent link: https://www.econbiz.de/10008654241

Fair valuation of mortgage insurance with current loan-to-value and debt service ratios

Wu, Yang-che; Lin, Chin-yuan - In: The IUP journal of risk & insurance 9 (2012) 1, pp. 48-61

Persistent link: https://www.econbiz.de/10009521068

Capital forbearance, ex ante life insurance guaranty schemes, and interest rate uncertainty

Hwang, Ya-Wen; Chang, Shih-Chieh; Wu, Yang-Che - In: North American actuarial journal 19 (2015) 2, pp. 94-115

Persistent link: https://www.econbiz.de/10011420789

Response to Xiao Wang on his comments on our paper entitled, "capital forbearance, ex ante life insurance guaranty schemes, and interest rate uncertainty"

Hwang, Ya-Wen; Chang, Shih-Chieh; Wu, Yang-Che - In: North American actuarial journal 20 (2016) 1, pp. 94

Persistent link: https://www.econbiz.de/10011734029

Feasibility of long-term interest balance among stakeholders in the natural catastrophe insurance market

Zhang, Ning; Wu, Yang-Che; Yang, Wan-Shiou - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 2, pp. 163-185

Persistent link: https://www.econbiz.de/10012549749

Can direct government intervention save the stock market?

Nguyen, Tien-Trung; Wu, Yang-Che; Ke, Mei-chu; Liao, … - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 271-284

Persistent link: https://www.econbiz.de/10013334876

Pairs trading : the performance of a stochastic spread model with regime switching-evidence from the S&P 500

Yang, Jen-Wei; Tsai, Shu-Yu; Shyu, So-De; Chang, Chia-Chien - In: International review of economics & finance : IREF 43 (2016), pp. 139-150

Persistent link: https://www.econbiz.de/10011625559