Publications- All

Showing 1-25 of 110
Date Title Type Full Text
2026-03 Enhanced ESG Disclosure via Machine Learning Imputation: Implications for ESG Investment Performance in the Taiwan Market article web page(30)
2025-09 Catastrophe risk with global climate change determines the price of catastrophe equity puts article web page(99)
2024-12 結合數值資訊與文字資訊的股價預測模型 article web page(316)
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(477)
2022-09 Modeling pandemic mortality risk and its application to mortality-linked security pricing article web page(677)
2021-03 Valuation of Non-Negative-Equity Guarantees, Considering Contagion Risk for House Prices Under the HJM Interest Rate Model article pdf(614)
2020-07 A Study of the Differences among Representative Investment Strategies article pdf(512)
2019-09 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks article pdf(1024)
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(865)
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(1114)
2017-05 終身癌症保險之評價 article web page(853)
2017-05 Risk management of financial crises: An optimal investment strategy with multivariate jump-diffusion models article pdf(862)
2016-05 On the valuation of reverse mortgage insurance article pdf(998)
2015-07 Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach article pdf(1017)
2014-07 The Valuation of Lifetime Health Insurance Policies with Limited Coverage article web page(1544)
2013-05 A Feasible Natural Hedging Strategy for Insurance Companies article pdf(1844)
2013-03 Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps article pdf(1711)
2012-11 On the application of efficient hybrid heuristic algorithms – An insurance article pdf(1485)
2012 重大疾病和住院醫療保險的評價 report web page(1097)
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(1291)
2011-10 Securitisation of Crossover Risk in Reverse Mortgages article pdf(1571)
2011-10 A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations article pdf(1770)
2011 重大疾病和住院醫療保險的評價 report web page(997)
2011 保險公司因應長壽風險衝擊所應採取之風險管理 report web page(1374)
2010-06 Optimal MultiPeriod Asset Allocation: Matching Assets to Liabilities in a Discrete Model article pdf(1586)