Publications-期刊論文

Showing 1-25 of 53

                                                 
Date▼ Title Type  Full Text Scopus WOS Altmetric
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)
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)
2010-06 An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach article (1193)
2010-06 Optimal MultiPeriod Asset Allocation: Matching Assets to Liabilities in a Discrete Model article (1051)
2010-06 Modeling Longevity Risks using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models/Insurance: Mathematics and Economics article (1183)