Publications-全部

Showing 1-25 of 113

Date▼ Title Type  Full Text
2021-03 Valuation of Non-Negative-Equity Guarantees, Considering Contagion Risk for House Prices Under the HJM Interest Rate Model article (22)
2020-07 A Study of the Differences among Representative Investment Strategies article (27)
2019-08 台灣年金制度改革的財務影響與世代不均問題 article (161)
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 (156)
2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Pricing article (256)
2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks article (236)
2017-05 Risk management of financial crises: An optimal investment strategy with multivariate jump-diffusion models article (342)
2017-05 終身癌症保險之評價 article (108)
2016-05 On the valuation of reverse mortgage insurance article (548)
2015-07 Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach article (500)
2014-07 The Valuation of Lifetime Health Insurance Policies with Limited Coverage article (933)
2013-05 A Feasible Natural Hedging Strategy for Insurance Companies article (1153)
2013-03 Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps article (1181)
2012.12 有給付上限之終身健康保險之評價:模擬法 article (672)
2012.09 On the valuation of reverse mortgages with regular tenure payments article (1082)
2012.02 Generating effective defined-contribution pension plan using simulation article (1093)
2012-11 On the application of efficient hybrid heuristic algorithms – An insurance article (1068)
2012 保險公司因應長壽風險衝擊所應採取之風險管理 report (542)
2012 重大疾病和住院醫療保險的評價 report (420)
2011.1 Securitisation of Crossover Risk in Reverse Mortgages article (971)
2011.05 The Valuation and Demand Analysis of the Reverse Mortgage article (1198)
2011.01 A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations article (1241)
2011-10 Securitisation of Crossover Risk in Reverse Mortgages article (1040)
2011-10 A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations article (1156)
2011 重大疾病和住院醫療保險的評價 report (448)