Publications- All

Showing 1-25 of 115
Date Title Type Full Text
2022-09 Modeling pandemic mortality risk and its application to mortality-linked security pricing article web page(332)
2022-09 確定給付制退休金計畫評估指標以及其在台灣之應用 article web page(238)
2021-03 Valuation of Non-Negative-Equity Guarantees, Considering Contagion Risk for House Prices Under the HJM Interest Rate Model article pdf(374)
2020-07 A Study of the Differences among Representative Investment Strategies article pdf(313)
2019-08 台灣年金制度改革的財務影響與世代不均問題 article web page(710)
2019-08 考量隨機利率下物價連動保證對退休金制度年金成本評價之分析 article web page(540)
2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Pricing article web page(723)
2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks article pdf(625)
2017-05 Risk management of financial crises: An optimal investment strategy with multivariate jump-diffusion models article pdf(566)
2017-05 終身癌症保險之評價 article web page(503)
2016-05 On the valuation of reverse mortgage insurance article pdf(790)
2015-07 Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach article pdf(789)
2014-07 The Valuation of Lifetime Health Insurance Policies with Limited Coverage article web page(1275)
2013-05 A Feasible Natural Hedging Strategy for Insurance Companies article pdf(1487)
2013-03 Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps article pdf(1433)
2012.12 有給付上限之終身健康保險之評價:模擬法 article pdf(1008)
2012-11 On the application of efficient hybrid heuristic algorithms – An insurance article pdf(1272)
2012.09 On the valuation of reverse mortgages with regular tenure payments article pdf(1408)
2012.02 Generating effective defined-contribution pension plan using simulation article pdf(1324)
2012 保險公司因應長壽風險衝擊所應採取之風險管理 report web page(914)
2012 重大疾病和住院醫療保險的評價 report web page(769)
2011-10 Securitisation of Crossover Risk in Reverse Mortgages article pdf(1334)
2011-10 A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations article pdf(1478)
2011.1 Securitisation of Crossover Risk in Reverse Mortgages article pdf(1196)
2011.05 The Valuation and Demand Analysis of the Reverse Mortgage article web page(1620)