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Showing items 1-10 of 54  (6 Page(s) Totally)
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Institution Date Title Author
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

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