Publications-Scopus引用排序

Showing 1-19 of 19

Date Title Type  Full Text Scopus▼ WOS
2011 Using Reverse Mortgages to Hedge Longevity and Financial Risks for Life Insurers: A Generalized Immunization Approach article (1107) 9 10
2007-12 An Efficient Algorithm for Basket Default Swap Valuation article (1166) 7 3
2004-01 Empirical Performance of Bias-Reducing Estimators for Regenerative Steady-State Simulations article (877) 7 無資料
2018-01 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article (218) 6 6
2017 Valuation of variable long-term care Annuities with Guaranteed Lifetime Withdrawal Benefits: A variance reduction approach article (181) 6 6
2009-12 New estimators for parallel steady-state simulations conference (811) 2 無資料
2016-03 A Simple Algorithm for Population Classification article (439) 2 無資料
2019-01 Valuation and analysis on complex equity indexed annuities article (43) 2 1
2014-09 A Fast Monte Carlo Algorithm for Estimating Value at Risk and Expected Shortfall article (1220) 2 1
2018 Estimating multifactor portfolio credit risk: A variance reduction approach article (220) 1 無資料
2019-04 An Effective Hybrid Variance Reduction Method for Pricing the Asian Options and its Variants article (37) 1 無資料
2019-01 Mortality Risk Management under the Factor Copula Framework - with Applications to Insurance Policy Pools article (44) 1 無資料
2019-10 Valuation and analysis on complex equity indexed annuities article (23) 1 1
2021 Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools article (21) 1 無資料
2011-06 A systematic design for coping with model risk article (1009) 0 無資料
2017 Analysis of the Risk Effect of the Product Design of Long-Term Care Insurance article (246) 0 無資料
2011-03 Unique marker finder algorithm generates molecular diagnostic markers article (1200) 0 無資料
2017-03 長期照顧商品設計與風險效果 article (349) 0 無資料
2006 A new approach for parallel steady-state simulations conference (558) 0 無資料