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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

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

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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

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Quantitative easing and default probability of corporate social responsibility in US

Hsu, Feng-Jui; Liu, I-Chien - In: Applied economics letters 24 (2017) 10/12, pp. 681-685

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Profitability and risk profile of reverse mortgages : a cross-system and cross-plan comparison

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Pricing Cyber Risk: The Copula-Based Approach

Su, Karen C.; Lee, Chung-Bow; Lin, Shu-Hui; Liu, I-Chien; … - In: Advances in Pacific Basin business, economics and finance, (pp. 161-174). 2021

Cyber risk refers to risk affecting information and technology assets of a corporation or government institution. As cyber risk management become important, insurance is one possible solution. However, lack of data and severe information asymmetries increase the difficulties in pricing-related...

Persistent link: https://www.econbiz.de/10015085511

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

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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

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

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