Showing results 14 to 33 of 46
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| Date | Title | Author(s) |
| 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. |
| 11-Apr-2022 | 以基本面分析強化社會責任投資績效 | 楊曉文; Yang, Sharon S.; 朱民芮; 蔡維哲; 鄞齊 |
| 1-Aug-2022 | 企業ESG評分對其股價連動效應以及ESG投資策略之探討 | 陳信全; Chen, Hsin-Chuan |
| 2-Aug-2023 | 使用半監督學習預測範疇三碳排建構投資組合之分析 | 閻家緯; Yen, Chia Wei |
| 3-Nov-2020 | 保險公司生死合險保單匯率風險避險分析：考量無本金遠期匯率及匯率選擇權 | 呂學翰; Lu, Hsueh-Han |
| 4-Aug-2021 | 利用VIX 指數和ARMA-GARCH 模型預測波動度之目標波動度策略績效分析 | 黃韋中; Huang, Wei-Chung |
| 5-Oct-2022 | 國際產業分類下SASB評分機制對企業財務及風險表現的研究—以台灣企業為例 | 林慧; HUI, LIN |
| 6-Jul-2023 | 基於BERT模型分析ESG新聞情緒對股票報酬之影響 | 賴亮瑋; Lai, Liang-Wei |
| 1-Jul-2021 | 多資產投組估計： 動態Factor Copula模型 | 湯詠皓; Tang, Yung-Hao |
| 26-Jun-2018 | 年金改革與建立臺灣永續年金制度 | 王儷玲; 楊曉文; 陳彥志 |