| 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 |
| 國立政治大學 |
2012.09 |
On the valuation of reverse mortgages with regular tenure payments
|
Lee, Yung-Tsung ; Wang, Chou-Wen ; Huang, Hong-Chih; 黃泓智 |
| 國立高雄第一科技大學 |
2012.01 |
Using Stochastic Mortality Models to Measure Longevity Risk in Developed Countries
|
Wang, Chou-Wen;Wu, Chin-Wen;Liou, Yu-Ling |
| 南華大學 |
2012-10 |
Implementing option pricing models when asset returns follow an autoregressive moving average process
|
吳錦文;Wu, Chin-Wen;Wang, Chou-Wen;Tzang, Shyh-Weir |
| 國立高雄應用科技大學 |
2012 |
The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts
|
Chang, Chia-Chien; Wang, Chou-Wen; Yang, Chih-Yuan |
| 南華大學 |
2012 |
Using Stochastic Mortality Models to Measure Longevity Risk in Developed Countries
|
吳錦文;Wu, Chin-Wen;Wang, Chou-Wen;Liou, Yu-Ling |
| 國立高雄第一科技大學 |
2011.10 |
Securitisation of Crossover Risk in Reverse Mortgages
|
Huang, Hong-Chih;Wang, Chou-Wen;Miao, Yuan-Chi; 王昭文 |
| 國立政治大學 |
2011.1 |
Securitisation of Crossover Risk in Reverse Mortgages
|
黃泓智;王昭文;苗莞琦; Huang, Hong-Chih ; Wang, Chou-Wen ; Miao, Yuan-Chi |
| 國立高雄第一科技大學 |
2011.04 |
Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan
|
Tzang, Shyh-Weir;Hung, Chih-Hsing;Wang, Chou-Wen;Shyu, David So-De; 王昭文 |
| 國立高雄第一科技大學 |
2011.03 |
Futures and futures options with basis risk: theoretical and empirical perspectives
|
Wang, Chou-Wen;Wu, Ting-Yi.; 王昭文 |
| 國立政治大學 |
2011.01 |
A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations
|
王昭文;黃泓智;劉議謙; Wang, Chou-Wen ; Huang, Hong-Chih ; Liu, I-Chien |
| 國立政治大學 |
2011-10 |
Securitisation of Crossover Risk in Reverse Mortgages
|
Huang,Hong-Chih ;Wang,Chou-Wen ;Miao,Yuan-Chi; 黃泓智;王昭文;苗莞琦 |
| 國立政治大學 |
2011-10 |
A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations
|
Wang,Chou-Wen ;Huang,Hong-Chih ;Liu,I-Chien; 王昭文;黃泓智;劉議謙 |
| 國立高雄第一科技大學 |
2010.03 |
Comparisons of Mortality Modelling and Forecasting —Empirical Evidence from Taiwan
|
Wang, Chou-Wen;Liu, Yu-Ling; 王昭文 |
| 國立高雄第一科技大學 |
2009.02 |
The valuation of special purpose vehicles by issuing structured credit-linked notes
|
Chang, Chia-Chien;Wang, Chou-Wen;Liaoc , Szu-Lang; 王昭文 |
| 國立政治大學 |
2009-02 |
The Valuation of Special Purpose Vehicles by Issuing Structured Credit Linked Notes
|
Chang, Chia-Chien ; Wang, Chou-Wen ; Liao,Szu-Lang; 張嘉倩;王昭文;廖四郎 |
| 亞洲大學 |
200812 |
Systematic Risk in GARCH Option Pricing: A Theoretical and Empirical Perspective
|
臧仕維;Tzang, Shyh-Weir;王昭文;Wang, Chou-Wen |
| 亞洲大學 |
2008.12 |
Systematic Risk in GARCH Option Pricing: A Theoretical and Empirical Perspective
|
王昭文;Wang, Chou-Wen;臧仕維;Tzang, Shyh-Weir;洪志興;Hung, Chih-Hsing;吳錦文;Wu, Jin-Wen |
| 國立高雄第一科技大學 |
2008.10 |
Pricing futures options with basis risk: evidence from S&P 500 futures options
|
Wang, Chou-Wen;Wu, Ting-Yi; 王昭文 |
| 國立高雄第一科技大學 |
2008.05 |
Pricing generalized capped exchange options
|
Wang, Chou-Wen;Liao, Szu-Lang;Wu, Ting-Yi; 王昭文 |
| 國立政治大學 |
2006-01 |
隨機利率與信用風險下股權聯動結構型票券之訂價及避險策略
|
廖四郎;王昭文;吳錦文; Liao, Szu-Lang;Wang, Chou-Wen;Wu, Chin-Wen |
| 國立高雄第一科技大學 |
2005.08 |
Forward-price Method for Pricing Contingent Claims under Interest Rate, FX and Equity Risks
|
Wang, Chou-Wen;Liao, Szu-Lang |
| 國立政治大學 |
2005-08 |
利率、匯率及價格風險下遠期價格樹狀模型
|
王昭文;廖四郎; Wang, Chou-Wen;Liao, Szu-Lang |
| 國立高雄第一科技大學 |
2003.09 |
The Valuation and Hedging Strategy of High Yield Notes
|
Liao, Szu Lang;Wang, Chou Wen; 王昭文;廖四郎 |
| 國立高雄第一科技大學 |
2003.01 |
The valuation of reset options with multiple strike resets and reset dates
|
LIAO, SZU-LANG;WANG, CHOU-WEN; 王昭文;廖四郎 |
| 國立政治大學 |
2003-09 |
The Valuation and Hedging Strategies of High Yield Notes
|
廖四郎;王昭文; Liao, Szu-Lang ; Wang, Chou-Wen |
