Publications-期刊論文

Showing 1-25 of 33
Date Title Type Full Text Scopus WOS Altmetric
2021-11 A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions article 說明頁(167)
2021-09 Explaining the risk premiums of life settlements article pdf(113)
2021-05 How can an economic scenario generation model cope with abrupt changes in financial markets? article pdf(188)
2021 Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools article pdf(162)
2019-10 Valuation and analysis on complex equity indexed annuities article pdf(174)
2019-04 An Effective Hybrid Variance Reduction Method for Pricing the Asian Options and its Variants article pdf(177)
2019-01 Mortality Risk Management under the Factor Copula Framework - with Applications to Insurance Policy Pools article pdf(176)
2019-01 Valuation and analysis on complex equity indexed annuities article pdf(168)
2018-01 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article pdf(370)
2018 Estimating multifactor portfolio credit risk: A variance reduction approach article pdf(336)
2017-09 Computation of Operational Risk for Financial Institutions. article pdf(196)
2017-03 長期照顧商品設計與風險效果 article pdf(461)
2017 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article pdf(323)
2017 Analysis of the Risk Effect of the Product Design of Long-Term Care Insurance article pdf(436)
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(1361)
2014-01 壽險準備金風險之衡量 article pdf(810)
2012.12 獲利保障型指數連動年金之評價 article 說明頁(1034)
2012.12 Valuation of Rarchet Equit-Indexed Annuities article pdf(591)
2012-12 Valuation of Ratchet Equity-Indexed Annuities article pdf(1353)
2011-06 A systematic design for coping with model risk article pdf(1145)
2011-03 Unique marker finder algorithm generates molecular diagnostic markers article 說明頁(1363)
2011 Using Reverse Mortgages to Hedge Longevity and Financial Risks for Life Insurers: A Generalized Immunization Approach article pdf(1213)
2010-09 Fast Algorithms for Pricing Ratchet Equity Indexed Annuities article 說明頁(1424)
2010-08 Relationships between TOPIX Real Estate and Nikkei 225 index article 說明頁(1265)