Publications- All

Showing 1-25 of 65
Date Title Type Full Text
2021-11 A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions article web page(234)
2021-09 Explaining the risk premiums of life settlements article pdf(165)
2021-05 How can an economic scenario generation model cope with abrupt changes in financial markets? article pdf(246)
2021 Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools article pdf(230)
2019-10 Valuation and analysis on complex equity indexed annuities article pdf(256)
2019-04 An Effective Hybrid Variance Reduction Method for Pricing the Asian Options and its Variants article pdf(241)
2019-01 Mortality Risk Management under the Factor Copula Framework - with Applications to Insurance Policy Pools article pdf(243)
2019-01 Valuation and analysis on complex equity indexed annuities article pdf(231)
2018-01 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article pdf(442)
2018 Estimating multifactor portfolio credit risk: A variance reduction approach article pdf(392)
2017-09 Computation of Operational Risk for Financial Institutions. article pdf(197)
2017-03 長期照顧商品設計與風險效果 article pdf(519)
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 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article pdf(376)
2017 Analysis of the Risk Effect of the Product Design of Long-Term Care Insurance article pdf(488)
2016-12 Optimal outsourcing strategy: A stochastic optimization approach conference web page(664)
2016-12 A probability model for analysis of attacks on blockchain conference web page(631)
2016-03 A Simple Algorithm for Population Classification article pdf(494)
2014-09 壽險準備金風險之衡量 article pdf(864)
2014-09 A Fast Monte Carlo Algorithm for Estimating Value at Risk and Expected Shortfall article pdf(1420)
2013 損失分配法下作業風險值快速蒙地卡羅法的設計 report pdf(429)
2012.12 獲利保障型指數連動年金之評價 article web page(1093)
2012.12 Valuation of Rarchet Equit-Indexed Annuities article pdf(591)
2012-12 Valuation of Ratchet Equity-Indexed Annuities article pdf(1354)
2012 彙集年金:理論、設計與定價 report pdf(393)