Publications-全部

Showing 1-25 of 62

Date▼ Title Type  Full Text
2021 Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools article (32)
2019-10 Valuation and analysis on complex equity indexed annuities article (37)
2019-04 An Effective Hybrid Variance Reduction Method for Pricing the Asian Options and its Variants article (44)
2019-01 Mortality Risk Management under the Factor Copula Framework - with Applications to Insurance Policy Pools article (49)
2019-01 Valuation and analysis on complex equity indexed annuities article (52)
2018-01 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article (229)
2018 Estimating multifactor portfolio credit risk: A variance reduction approach article (225)
2017-09 Computation of Operational Risk for Financial Institutions. article (159)
2017-03 長期照顧商品設計與風險效果 article (354)
2017 複雜衍生性商品信用價值調整 (CVA) 高效演算法研究 report (266)
2017 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article (192)
2017 Analysis of the Risk Effect of the Product Design of Long-Term Care Insurance article (266)
2016-12 Optimal outsourcing strategy: A stochastic optimization approach conference (441)
2016-12 A probability model for analysis of attacks on blockchain conference (394)
2016-03 A Simple Algorithm for Population Classification article (445)
2014-09 A Fast Monte Carlo Algorithm for Estimating Value at Risk and Expected Shortfall article (1235)
2014-01 壽險準備金風險之衡量 article (748)
2013 損失分配法下作業風險值快速蒙地卡羅法的設計 report (360)
2012.12 獲利保障型指數連動年金之評價 article (789)
2012.12 Valuation of Rarchet Equit-Indexed Annuities article (543)
2012-12 Valuation of Ratchet Equity-Indexed Annuities article (1244)
2012 彙集年金:理論、設計與定價 report (307)
2011-06 A systematic design for coping with model risk article (1017)
2011-03 Unique marker finder algorithm generates molecular diagnostic markers article (1231)
2011 Using Reverse Mortgages to Hedge Longevity and Financial Risks for Life Insurers: A Generalized Immunization Approach article (1118)