| 2023-10 |
Financial Literacy and Robo-Advisor Adoption: Evidence from Taiwan |
article |
web page(159) |
| 2023-07 |
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk |
article |
web page(182) |
| 2022-09 |
Modeling pandemic mortality risk and its application to mortality-linked security pricing |
article |
web page(243) |
| 2022-03 |
ESG Momentum Strategies: A Comparison between Taiwanese and Japanese Markets |
article |
web page(326) |
| 2021-09 |
以基本面分析強化社會責任投資績效 |
article |
pdf(376) |
| 2021-03 |
Valuation of Non-Negative-Equity Guarantees, Considering Contagion Risk for House Prices Under the HJM Interest Rate Model |
article |
pdf(274) |
| 2020-08 |
Do Investors Exaggerate Corporate ESG Information? Evidence from the ESG Momentum Effect in the Taiwanese Market |
article |
pdf(256) |
| 2020-08 |
Model Risk on Risk Analysis for No-Negative-Equity-Guarantees |
article |
pdf(227) |
| 2020-07 |
Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products |
article |
pdf(220) |
| 2020-06 |
Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products |
article |
pdf(243) |
| 2019-12 |
Understanding Patterns of Mortality Homogeneity and Heterogeneity across Countries and their Role in Modelling Mortality Dynamics and Hedging Longevity Risk |
article |
pdf(242) |
| 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(452) |
| 2019-07 |
Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework |
periodical articles |
pdf(328) |
| 2018-05 |
Modeling Temperature Behaviors: Application to Weather Derivative Valuation |
periodical articles |
pdf(267) |
| 2017-12 |
Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks |
article |
pdf(549) |
| 2017-08 |
年金改革與建立臺灣永續年金制度 |
article |
pdf(503) |
| 2017-06 |
Detecting Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries for Developing Mortality-linked Securities |
article |
pdf(286) |
| 2017 |
Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance |
article |
web page(687) |
| 2017 |
Pension Reform and Building a Sustainable Pension System in Taiwan |
article |
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| 2016-06 |
The Valuation of Temperature Derivatives: The Case for Taiwan |
article |
pdf(188) |
| 2015-09 |
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks |
article |
pdf(386) |
| 2015-07 |
Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach |
article |
pdf(687) |
| 2015-06 |
A Simulation Study of Risk Measure and Dynamic Financial Analysis for Flood Insurance: An Example of Taiwan Keelung River District |
article |
web page(354) |
| 2015-03 |
Analysis of the Efficient Frontier for Life Settlements in the Presence of Longevity Risk |
article |
pdf(232) |
| 2015 |
Detecting and modelling the jump risk of CO2 emission allowances and their impact on the valuation of option on futures contracts |
article |
pdf(824) |
