| 國立政治大學 |
2017-05 |
Risk management of financial crises: An optimal investment strategy with multivariate jump-diffusion models
|
Wang, Chou-Wen;Huang, Hong-Chih; 王昭文;黃泓智 |
| 國立交通大學 |
2017-04-21T06:56:29Z |
Systematic risk and volatility skew
|
Tzang, Shyh-Weir; Wang, Chou-Wen; Yu, Min-Teh |
| 國立政治大學 |
2017-04 |
Modeling Multicountry Longevity Risk with Mortality Dependence: A Levy Subordinated Hierarchical Archimedean Copulas Approach
|
王昭文; Zhu, Wenjun; Tan, Ken Seng; Wang, Chou-Wen |
| 國立政治大學 |
2017 |
Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance
|
Wang, Chou-Wen;Yang, Sharon S.;Huang, Jr-Wei; 王昭文;楊曉文 |
| 國立政治大學 |
2016-08 |
Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests
|
陳建成; Zhu, Wenjun; Wang, Chou Wen; Tan, Ken Seng |
| 國立政治大學 |
2016-05 |
On the valuation of reverse mortgage insurance
|
Wang, Chou-Wen;Huang, Hong-Chih;Lee, Yung-Tsung; 王昭文;黃泓智 |
| 亞洲大學 |
2016-03 |
Systematic risk and volatility skew
|
臧仕維;TZANG, SHYH-WEIR;Wan, Chou-Wen;Wang, Chou-Wen;Yu, Min-Teh;Yu, Min-Teh |
| 國立高雄第一科技大學 |
2015.07 |
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 |
| 國立高雄第一科技大學 |
2015.03 |
Age-specific copula-AR-GARCH mortality models
|
Lin, Tzuling;Wang, Chou-Wen;Tsai, Cary Chi-Liang; 王昭文 |
| 國立政治大學 |
2015-07 |
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; 王昭文;楊曉文;黃泓智 |
| 國立高雄第一科技大學 |
2014.12 |
On the valuation of reverse mortgage insurance
|
Wang, Chou-Wen;Huang, Hong-Chih;Lee, Yung-Tsung; 王昭文 |
| 國立高雄第一科技大學 |
2014.07 |
The Valuation of Lifetime Health Insurance Policies with Limited Coverage
|
Yang, Shang-Yin;Wang, Chou-Wen;Huang, Hong-Chih; 王昭文 |
| 國立政治大學 |
2014-07 |
The Valuation of Lifetime Health Insurance Policies with Limited Coverage
|
黃泓智; Yang, Shang-Yin;Wang, Chou-Wen;Huang, Hong-Chih |
| 國立高雄第一科技大學 |
2013.12 |
Pricing Survivor Derivatives With Cohort Mortality Dependence Under The Lee-Carter Framework
|
Wang, Chou-Wen;Yang, Sharon S.; 王昭文 |
| 國立高雄第一科技大學 |
2013.09 |
Mortality Modeling With Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps
|
Wang, Chou-Wen;Huang, Hong-Chih;Liu, I-Chien; 王昭文 |
| 國立高雄第一科技大學 |
2013.03 |
Pricing and securitization of multi-country longevity risk with mortality dependence
|
Yang, Sharon S;Wang, Chou-Wen; 王昭文 |
| 國立政治大學 |
2013-12 |
PRICING SURVIVOR DERIVATIVES WITH COHORT MORTALITY DEPENDENCE UNDER THE LEE-CARTER FRAMEWORK
|
Wang, Chou-Wen;Yang, Sharon S.; 楊曉文 |
| 國立政治大學 |
2013-05 |
A Feasible Natural Hedging Strategy for Insurance Companies
|
黃泓智; Wang, Chou-Wen ; Huang, Hong-Chih ; Hong, De-Chuan |
| 國立政治大學 |
2013-03 |
Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps
|
黃泓智; Wang, Chou-Wen ; Huang, Hong-Chih ; Liu,I-Chien |
| 國立高雄第一科技大學 |
2013 |
A feasible natural hedging strategy for insurance companies
|
Wang, Chou-Wen;Huang, Hong-Chih;Hong, De-Chuan |
| 亞洲大學 |
2013 |
The Valuation of Lifetime Health Insurance Policies with Limited Coverage
|
Yang, Shang-Yin;Wang, Chou-Wen;Huang, Hong-Chih |
| 國立政治大學 |
2012.12 |
有給付上限之終身健康保險之評價：模擬法
|
黃泓智;王昭文;劉議謙(I-Chien Liu); Huang, Hong-Chih;Wang, Chou-Wen;Liu, I-Chien |
| 國立高雄第一科技大學 |
2012.10 |
Implementing option pricing models when asset returns follow an autoregressive moving average process
|
Wang, Chou-Wen;Wu, Chin-Wen;Tzang, Shyh-Weir; 王昭文 |
| 國立高雄第一科技大學 |
2012.09 |
On the valuation of reverse mortgages with regular tenure payments
|
Lee, Yung-Tsung;Wang, Chou-Wen;Huang, Hong-Chih; 王昭文;廖四郎;Liao, Szu-Lang |
| 國立高雄第一科技大學 |
2012.09 |
The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts
|
Chang, Chia-Chien;Wang, Chou-Wen;Yang, Chih-Yuan; 王昭文 |
