Publications- All

Showing 1-25 of 71
Date Title Type Full Text
2025-12 A Study of a Vehicle Driver Behavior Risk Rating Model Based on Multiple Algorithms conference pdf(1)
2025-04 Stablecoin depegging risk prediction article web page(335)
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 article web page(332)
2024-12 An intelligent option trading system based on heatmap analysis via PON/POD yields article web page(324)
2024-01 附生存保證投資型保險商品設計:目標波動度投資組合與GMMB report web page(6)
2022-02 動態Nelson-Seigel利率模型的技術問題 report web page(10)
2021-11 A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions article web page(716)
2021-09 Explaining the Risk Premiums of Life Settlements article pdf(582)
2021-05 How can an economic scenario generation model cope with abrupt changes in financial markets? article pdf(701)
2021-02 亞式選擇權創新蒙地卡羅評價演算法 report web page(9)
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(623)
2019-04 An Effective Hybrid Variance Reduction Method for Pricing the Asian Options and its Variants article pdf(626)
2019-01 Valuation and analysis on complex equity indexed annuities article pdf(543)
2019-01 分析區塊鏈遭受惡意攻擊之隨機模型研究 report web page(7)
2019-01 Mortality Risk Management under the Factor Copula Framework - with Applications to Insurance Policy Pools article pdf(554)
2018-01 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article pdf(790)
2018 Estimating multifactor portfolio credit risk: A variance reduction approach article pdf(691)
2017-09 Computation of Operational Risk for Financial Institutions. article pdf(197)
2017-05 長期照顧商品設計與風險效果 article pdf(773)
2017 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article 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(932)
2016-12 Optimal outsourcing strategy: A stochastic optimization approach conference web page(1211)
2016-12 A probability model for analysis of attacks on blockchain conference web page(1180)