Publications-WTO

Showing 1-25 of 34
Date Title Type Full Text
2025-04 Stablecoin depegging risk prediction article web page(317)
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(311)
2024-12 An intelligent option trading system based on heatmap analysis via PON/POD yields article web page(311)
2021-11 A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions article web page(703)
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 article pdf(624)
2019-01 Valuation and analysis on complex equity indexed annuities article pdf(542)
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(786)
2018 Estimating multifactor portfolio credit risk: A variance reduction approach article pdf(689)
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(769)
2017 Analysis of the Risk Effect of the Product Design of Long-Term Care Insurance article pdf(930)
2017 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article pdf(683)
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 article pdf(1205)
2012-12 Valuation of Ratchet Equity-Indexed Annuities article pdf(1354)
2011-06 A systematic design for coping with model risk article pdf(1500)
2011-03 Unique marker finder algorithm generates molecular diagnostic markers article web page(1726)
2011 Using Reverse Mortgages to Hedge Longevity and Financial Risks for Life Insurers: A Generalized Immunization Approach article pdf(1511)
2010-09 Fast Algorithms for Pricing Ratchet Equity Indexed Annuities article web page(1909)