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Showing items 1-10 of 54 (6 Page(s) Totally)
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| 國立政治大學 |
2017-05 |
Risk management of financial crises: An optimal investment strategy with multivariate jump-diffusion models
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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
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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
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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
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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
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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
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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
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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
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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
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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 |
Showing items 1-10 of 54 (6 Page(s) Totally)
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