Showing results 1 to 20 of 25
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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 |
| 31-Aug-2017 | Bank Contingent Capital: Valuation and the Role of Market Discipline | 俞明德; Chang, Chia Chien; Yu, Min The |
| 15-Sep-2015 | Can Vehicle Maintenance Records Predict Automobile Accidents? | Bair, Shyi-Tarn;Huang, Rachel J.;Wang, Kili C.; 黃瑞卿;汪琪玲 |
| 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-May-2015 | Does mortality improvement increase equity risk premiums? A risk perception perspective | Huang, Rachel J.;Miao, J.C.Y.;Tzeng, L.Y.; 黃瑞卿;曾郁仁 |
| 30-Aug-2017 | Hedging Longevity Risk in Life Settlements Using Biomedical Research-Backed Obligations | MacMinn, Richard D.; Zhu, Nan |
| 9-Apr-2015 | Heterogeneity of the Accident Externality from Driving | Huang, Rachel J.;Tzeng, Larry Y.;Wang, K.C.; 黃瑞卿;曾郁仁 |
| 9-Jan-2018 | Hidden Regret in Insurance Markets | 曾郁仁; Huang, Rachel J.;Muermann, Alexander;Tzeng, Larry Y. |
| 9-Jan-2018 | LE NOUVEAU MARCHÉ DU RISQUE DE LONGÉVITÉ | BLAKE, DAVID;CAIRNS, ANDREW;COUGHLAN, GUY;DOWD, KEVIN;MACMINN, RICHARD |
| 30-Aug-2017 | Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model with the GAS Structure | Chen, Hua; MacMinn, Richard D.; Sun, Tao |
| 27-Jul-2017 | On the Failure (Success) of the Markets for Longevity Risk Transfer | MacMinn, Richard;Brockett, Patrick |
| 30-Aug-2017 | On the Failure (Success) of the Markets for Longevity Risk Transfer | MacMinn, Richard; Brockett, Patrick |
| 30-Aug-2017 | Pension Risk Management in the Enterprise Risk Management Framework | Lin, Yijia; MacMinn, Richard D.; Tian, Ruilin; Yu, Jifeng |
| 15-Sep-2015 | Precautionary Effort: A New Look | Eeckhoudt, Louis;Huang, Rachel J.;Tzeng, Larry Y.; 黃瑞卿;曾郁仁 |
| 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 |
| 2-Sep-2015 | PRICING SURVIVOR DERIVATIVES WITH COHORT MORTALITY DEPENDENCE UNDER THE LEE-CARTER FRAMEWORK | Wang, Chou-Wen;Yang, Sharon S.; 楊曉文 |
| 31-Aug-2017 | Response to Xiao Wang on His Comments on Our Paper Entitled, “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty” | 張士傑; Hwang, Ya-Wen; Chang, Shih Chieh Bill; Wu, Yang Che |
| 21-May-2015 | Revisiting almost second-degree stochastic dominance | Tzeng, Larry Y.;Huang, Rachel J.;Shih, P.-T.; 曾郁仁;黃瑞卿 |
| 5-Aug-2015 | Soft Information and Small Business Lending | Chen, Yehning;Huang, Rachel J.;Tsai, John;Tzeng, Larry Y.; 黃瑞卿;曾郁仁 |