Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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