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Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Dai, Tian-Shyr; Liu, Liang-Chih; Yang, Sharon S. - In: Quantitative finance 23 (2023) 9, pp. 1325-1339
Persistent link: https://www.econbiz.de/10014339929
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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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An optimal product mix for hedging longevity risk in life insurance companies : the immunization theory approach
Wang, Jennifer L.; Huang, H. C.; Yang, Sharon S.; Tsai, … - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 473-497
Persistent link: https://www.econbiz.de/10003981547
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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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The determinants of life insurer's growth for a developing insurance market : domestic vs foreign insurance firms
Tien, Joseph J.; Yang, Sharon S. - In: The Geneva papers on risk and insurance - issues and … 39 (2014) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10010337114
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Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework
Wang, Chou-wen; Yang, Sharon S. - In: The journal of risk and insurance : the journal of the … 80 (2013) 4, pp. 1027-1056
Persistent link: https://www.econbiz.de/10010235570
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A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
Yang, Sharon S.; Dai, Tian-shyr - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 231-242
Persistent link: https://www.econbiz.de/10009736111
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Pricing and securitization of multi-country longevity risk with mortality dependence
Yang, Sharon S.; Wang, Chou-wen - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 157-169
Persistent link: https://www.econbiz.de/10009736119
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Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih - In: Insurance / Mathematics & economics 64 (2015), pp. 364-379
Persistent link: https://www.econbiz.de/10011398106
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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