| 2025-04 |
Stablecoin depegging risk prediction |
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說明頁(316) |
| 2025-01 |
降低附生存保證給付型變額年金準備金：目標波動度法 |
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說明頁(310) |
| 2024-12 |
An intelligent option trading system based on heatmap analysis via PON/POD yields |
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說明頁(309) |
| 2021-11 |
A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions |
article |
說明頁(701) |
| 2021-09 |
Explaining the risk premiums of life settlements |
article |
pdf(409) |
| 2021-05 |
How can an economic scenario generation model cope with abrupt changes in financial markets? |
article |
pdf(701) |
| 2021 |
Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools |
article |
pdf(509) |
| 2019-10 |
Valuation and analysis on complex equity indexed annuities |
article |
pdf(621) |
| 2019-04 |
An Effective Hybrid Variance Reduction Method for Pricing the Asian Options and its Variants |
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pdf(624) |
| 2019-01 |
Mortality Risk Management under the Factor Copula Framework - with Applications to Insurance Policy Pools |
article |
pdf(554) |
| 2019-01 |
Valuation and analysis on complex equity indexed annuities |
article |
pdf(542) |
| 2018-01 |
Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach |
article |
pdf(786) |
| 2018 |
Estimating multifactor portfolio credit risk: A variance reduction approach |
article |
pdf(689) |
| 2017-09 |
Computation of Operational Risk for Financial Institutions. |
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pdf(197) |
| 2017-03 |
長期照顧商品設計與風險效果 |
article |
pdf(767) |
| 2017 |
Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach |
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pdf(683) |
| 2017 |
複雜衍生性商品信用價值調整 (CVA) 高效演算法研究 |
report |
pdf(322) |
| 2017 |
Analysis of the Risk Effect of the Product Design of Long-Term Care Insurance |
article |
pdf(930) |
| 2016-12 |
Optimal outsourcing strategy: A stochastic optimization approach |
conference |
說明頁(1192) |
| 2016-12 |
A probability model for analysis of attacks on blockchain |
conference |
說明頁(1160) |
| 2016-03 |
A Simple Algorithm for Population Classification |
article |
pdf(494) |
| 2014-09 |
A Fast Monte Carlo Algorithm for Estimating Value at Risk and Expected Shortfall |
article |
pdf(1795) |
| 2014-09 |
壽險準備金風險之衡量 |
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pdf(1205) |
| 2013 |
損失分配法下作業風險值快速蒙地卡羅法的設計 |
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pdf(430) |
| 2012-12 |
Valuation of Ratchet Equity-Indexed Annuities |
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pdf(1354) |
