Showing results 5 to 24 of 46
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Date | Title | Author(s) |
10-Dec-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 |
21-Jul-2020 | Detecting Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries for Developing Mortality-linked Securities | 楊曉文; Yang, Sharon S.; 黃志偉; Huang, Jr-Wei |
28-Jan-2021 | Do Investors Exaggerate Corporate ESG Information? Evidence from the ESG Momentum Effect in the Taiwanese Market | 楊曉文; Yang, Sharon S.; Chen, Hong-Yi |
3-Aug-2020 | ESG結合因子投資法之低貝他、價值與小型股策略 | 蕭向有; Hsiao, Hsiang-Yu |
4-Aug-2021 | ESG評級分數對日經225指數個別公司風險之研究 | 張誠允; Chang, Cheng-Yun |
21-Jul-2020 | Evaluating Quantile Reserve for Equity-Linked Insurance under a Stochastic Volatility Model: Long-Memory vs. Short-Memory | 楊曉文; Yang, Sharon S. |
28-Jan-2021 | Model Risk on Risk Analysis for No-Negative-Equity-Guarantees | 楊曉文; Yang, Sharon S.; Huang, Jr-Wei; Chang, Chuang-Chang |
21-Jan-2021 | Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products | 楊曉文; Yang, Sharon S.; 黃志偉; Huang, Jr-Wei; 張傳章; Chang, Chuang-Chang |
26-May-2020 | Modeling Temperature Behaviors: Application to Weather Derivative Valuation | 楊曉文; Yang, Sharon S.; 黄志偉; Huang, Jr-Wei; 張傳章; Chang, Chuang-Chang |
27-Aug-2018 | 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 |
21-Jul-2020 | Pension Reform and Building a Sustainable Pension System in Taiwan | 楊曉文; Yang, Sharon S. |
2-Jun-2015 | 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 |
21-May-2015 | Pricing and securitization of multi-country longevity risk with mortality dependence | Yang, Sharon S.;Wang, C.-W.; 楊曉文 |
7-Aug-2017 | 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 |
2-Sep-2015 | PRICING SURVIVOR DERIVATIVES WITH COHORT MORTALITY DEPENDENCE UNDER THE LEE-CARTER FRAMEWORK | Wang, Chou-Wen;Yang, Sharon S.; 楊曉文 |
21-Jul-2020 | Securitization and Tranching Longevity and House Price Risk for Reverse Mortgage Products | 楊曉文; Yang, Sharon S. |
21-Jul-2020 | The Determinants of Life Insurer’s Growth for a Developing Insurance Market: Domestic vs. Foreign Insurance Firms | 楊曉文; Yang, Sharon S.; Tien, Joseph J |
21-Jul-2020 | The Valuation of Temperature Derivatives: The Case for Taiwan | 楊曉文; Yang, Sharon S. |
2-Mar-2020 | Understanding Patterns of Mortality Homogeneity and Heterogeneity across Countries and their Role in Modelling Mortality Dynamics and Hedging Longevity Risk | 楊曉文; Yang, Sharon S.; Yeh, Yu-Yun; Yue, Jack C.; Huang, Hong-Chih |
21-Jul-2020 | Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age | 楊曉文; Yang, Sharon S. |