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Optimal MultiPeriod Asset Allocation: Matching Assets to Liabilities in a Discrete Model |
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| 2010-06 |
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| 2010-06 |
Optimal Asset Allocation for a General Portfolio of Life Insurance Policies/Insurance: Mathematics and Economics |
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| 2010-06 |
Optimal Multi-Period Asset Allocation: Matching Assets to Liabilities in a Discrete Model/Journal of Risk and Insurance |
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| 2010-03 |
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| 2010-02 |
Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models |
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| 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 |
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| 2009-09 |
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| 2009-06 |
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| 2009-03 |
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| 2008-11 |
The Application of Reverse Mortgages in Ageing Society |
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| 2008-09 |
An Empirical Study of Mortality Models in Taiwan |
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| 2008-06 |
利變型保單之風險管理：宣告利率與投資決策 |
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| 2007-07 |
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| 2007-06 |
確定提撥制下退休基金之最適提撥率與最適資產配置 |
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| 2006-08 |
勞退新制下個人帳戶制與年金保險制之所得替代率分析 |
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| 2006-07 |
隨機投資模型與長期負債投資避險策略之研究 |
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| 2006-07 |
隨機投資模型與長期投資避險策略之研究 |
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| 2006-03 |
On the control of defined-benefit pension plans |
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| 2006-02 |
On the control of defined-benefit pension plans |
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| 2006-01 |
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| 2006 |
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| 2006 |
The Maturity Matching of Assets to Liabilities: A Generalized Least Square Formulation |
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| 2005 |
A Generalized Least Square Formulation for Multi-period Optimization of Asset Allocation |
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| 2004-12 |
投資型保險保證給付風險之衡量:同調風險衡量值的介紹與應用 |
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