| 國立政治大學 |
2017-12 |
Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Pricing
|
Yang, Sharon S.; 黃泓智; Huang, Hong-Chih; Yeh, Yu-Yun |
| 國立政治大學 |
2017-12 |
Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks
|
楊曉文; Yang, Sharon S.; 黃泓智; Huang, Hong-Chih; Jung, Jin-Kuo |
| 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 |
| 國立交通大學 |
2015-12-02T02:59:31Z |
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 |
| 國立政治大學 |
2015-09 |
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; 楊曉文 |
| 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 |
| 國立政治大學 |
2015 |
Detecting and modelling the jump risk of CO2 emission allowances and their impact on the valuation of option on futures contracts
|
Yang, Sharon S.;Huang, Jr-Wei;Chang, Chuang-Chang; 楊曉文 |
| 國立交通大學 |
2014-12-12T01:41:06Z |
反向抵押貸款定價: 使用GARCH模型和NIG分配
|
朱鈺錦; Chu, Yujin; 楊曉文; 王秀瑛; Yang, Sharon S.; Wang, Hsiuying |
| 國立交通大學 |
2014-12-08T15:30:24Z |
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
|
Yang, Sharon S.; Dai, Tian-Shyr |
| 國立政治大學 |
2014-09 |
A New Look at the Dynamic Interrelationship between Growth and Profitability in the Chinese Property Liability Insurance Industry
|
Jeng, Vivian S C;Yang, Sharon S; 鄭士卿 |
| 國立政治大學 |
2014-03 |
Price bounds of mortality-linked security in incomplete insurance market
|
Huang, Y.-L.;Tsai, J.T.;Yang, Sharon S.;Cheng, H.-W.; 楊曉文 |
| 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 |
2013.03 |
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 |
| 淡江大學 |
2013-03 |
The Determinants of Life Insurers Growth for a Developing Insurance Market: Domestic v.s. Foreign Insurance Firms
|
Tien, Joseph J; Yang, Sharon S |
| 國立政治大學 |
2013-03 |
Pricing and securitization of multi-country longevity risk with mortality dependence
|
Yang, Sharon S.;Wang, C.-W.; 楊曉文 |
| 國立政治大學 |
2013-03 |
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions
|
Yang, Sharon S.;Dai, T.S.; 楊曉文 |
| 國立政治大學 |
2010-06 |
An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach
|
王儷玲;黃泓智;楊曉文;蔡子皓; Wang, Jennifer L. ; Huang, H.C. ; Yang, Sharon S. ; Tsai, Jeffrey T. |
| 國立政治大學 |
2010-06 |
Modeling Longevity Risks using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models/Insurance: Mathematics and Economics
|
Yang, Sharon S. ; Yue, Jack C. ; Huang,Hong-Chih; 楊曉文;余清祥;黃泓智 |
| 國立政治大學 |
2009-10 |
The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans/ The Geneva Papers on Risk and Insurance - Issues and Practice
|
Yang, Sharon S. ;Huang,Hong-Chih; 楊曉文;黃泓智 |
| 國立政治大學 |
2008-09 |
An Empirical Study of Mortality Models in Taiwan
|
余清祥; Huang,Hong-Chih ;Yue, Jack C. ;Yang Sharon S.; 黃泓智;余清祥;楊曉文 |
| 國立政治大學 |
2008-06 |
Valuation of the Interest Rate Guarantee Embedded in Defined Contribution Pension Plans / Insurance: Mathematics and Economic
|
岳夢蘭; Yang, Sharon S.;Yueh, Meng-Lan;Tang, Chun-Hua |
| 國立政治大學 |
2007-07 |
Pricing and Implementation of Longevity Bonds in Taiwan
|
王儷玲;楊曉文; Wang, Jennifer L. ; Yang, Sharon S. |
