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 (21)
2019-10 Valuation and analysis on complex equity indexed annuities article (24)
2019-04 An Effective Hybrid Variance Reduction Method for Pricing the Asian Options and its Variants article (37)
2019-01 Mortality Risk Management under the Factor Copula Framework - with Applications to Insurance Policy Pools article (44)
2019-01 Valuation and analysis on complex equity indexed annuities article (43)
2018-01 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article (218)
2018 Estimating multifactor portfolio credit risk: A variance reduction approach article (220)
2017-09 Computation of Operational Risk for Financial Institutions. article (150)
2017-03 長期照顧商品設計與風險效果 article (349)
2017 複雜衍生性商品信用價值調整 (CVA) 高效演算法研究 report (258)
2017 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article (181)
2017 Analysis of the Risk Effect of the Product Design of Long-Term Care Insurance article (246)
2016-12 Optimal outsourcing strategy: A stochastic optimization approach conference (400)
2016-12 A probability model for analysis of attacks on blockchain conference (355)
2016-03 A Simple Algorithm for Population Classification article (439)
2014-09 A Fast Monte Carlo Algorithm for Estimating Value at Risk and Expected Shortfall article (1221)
2014-01 壽險準備金風險之衡量 article (732)
2013 損失分配法下作業風險值快速蒙地卡羅法的設計 report (359)
2012.12 獲利保障型指數連動年金之評價 article (743)
2012.12 Valuation of Rarchet Equit-Indexed Annuities article (532)
2012-12 Valuation of Ratchet Equity-Indexed Annuities article (1229)
2012 彙集年金:理論、設計與定價 report (298)
2011-06 A systematic design for coping with model risk article (1009)
2011-03 Unique marker finder algorithm generates molecular diagnostic markers article (1201)
2011 Using Reverse Mortgages to Hedge Longevity and Financial Risks for Life Insurers: A Generalized Immunization Approach article (1107)