Showing results 1 to 20 of 46
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| Date | Title | Author(s) |
| 21-May-2015 | 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 |
| 21-Jul-2020 | A Simulation Study of Risk Measure and Dynamic Financial Analysis for Flood Insurance: An Example of Taiwan Keelung River District | 楊曉文; Yang, Sharon S.; 黃雅文 |
| 21-Jul-2020 | Analysis of the Efficient Frontier for Life Settlements in the Presence of Longevity Risk | 楊曉文; Yang, Sharon S.; 葉俞昀; Yeh, Yu-Yun |
| 26-May-2020 | Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework | 楊曉文; Yang, Sharon S.; 王昭文; Wang, Chou-Wen; 劉議謙; Liu, I-Chien |
| 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. |