| 2022-09 |
Modeling pandemic mortality risk and its application to mortality-linked security pricing |
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web page(294) |
| 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 |
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web page(214) |
| 2021-03 |
Valuation of Non-Negative-Equity Guarantees, Considering Contagion Risk for House Prices Under the HJM Interest Rate Model |
article |
pdf(324) |
| 2020-07 |
A Study of the Differences among Representative Investment Strategies |
article |
pdf(260) |
| 2019-08 |
台灣年金制度改革的財務影響與世代不均問題 |
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web page(658) |
| 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(492) |
| 2017-12 |
Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Pricing |
article |
web page(686) |
| 2017-12 |
Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks |
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pdf(578) |
| 2017-05 |
Risk management of financial crises: An optimal investment strategy with multivariate jump-diffusion models |
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pdf(515) |
| 2017-05 |
終身癌症保險之評價 |
article |
web page(474) |
| 2016-05 |
On the valuation of reverse mortgage insurance |
article |
pdf(741) |
| 2015-07 |
Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach |
article |
pdf(721) |
| 2014-07 |
The Valuation of Lifetime Health Insurance Policies with Limited Coverage |
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web page(1246) |
| 2013-05 |
A Feasible Natural Hedging Strategy for Insurance Companies |
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pdf(1416) |
| 2013-03 |
Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps |
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pdf(1384) |
| 2012.12 |
有給付上限之終身健康保險之評價：模擬法 |
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pdf(972) |
| 2012-11 |
On the application of efficient hybrid heuristic algorithms – An insurance |
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pdf(1225) |
| 2012.09 |
On the valuation of reverse mortgages with regular tenure payments |
article |
pdf(1359) |
| 2012.02 |
Generating effective defined-contribution pension plan using simulation |
article |
pdf(1268) |
| 2011-10 |
Securitisation of Crossover Risk in Reverse Mortgages |
article |
pdf(1293) |
| 2011-10 |
A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations |
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pdf(1424) |
| 2011.1 |
Securitisation of Crossover Risk in Reverse Mortgages |
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pdf(1156) |
| 2011.05 |
The Valuation and Demand Analysis of the Reverse Mortgage |
article |
web page(1559) |
| 2011.01 |
A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations |
article |
pdf(1423) |
| 2010-06 |
An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach |
article |
pdf(1697) |
