Publications-Scopus引用排序

Showing 1-25 of 26

Date Title Type  Full Text Scopus▼ WOS
2010-06 Modeling Longevity Risks using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models/Insurance: Mathematics and Economics article (1183) 34 36
2010-02 Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models article (629) 34 36
2012.09 On the valuation of reverse mortgages with regular tenure payments article (1082) 29 29
2011-10 A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations article (1156) 21 21
2011-10 Securitisation of Crossover Risk in Reverse Mortgages article (1040) 21 25
2011.01 A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations article (1241) 21 21
2011.1 Securitisation of Crossover Risk in Reverse Mortgages article (971) 21 25
2015-07 Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach article (500) 20 19
2013-03 Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps article (1181) 17 19
2009-10 The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans/ The Geneva Papers on Risk and Insurance - Issues and Practice article (1041) 15 11
2006-02 On the control of defined-benefit pension plans article (594) 13 10
2016-05 On the valuation of reverse mortgage insurance article (548) 11 10
2010-06 Optimal Asset Allocation for a General Portfolio of Life Insurance Policies/Insurance: Mathematics and Economics article (1085) 8 8
2010-06 Optimal Multi-Period Asset Allocation: Matching Assets to Liabilities in a Discrete Model/Journal of Risk and Insurance article (119) 8 8
2010-06 Optimal MultiPeriod Asset Allocation: Matching Assets to Liabilities in a Discrete Model article (1051) 8 8
2013-05 A Feasible Natural Hedging Strategy for Insurance Companies article (1153) 4 4
2012.02 Generating effective defined-contribution pension plan using simulation article (1093) 3 3
2014-07 The Valuation of Lifetime Health Insurance Policies with Limited Coverage article (934) 2 2
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) 2 無資料
2017-05 Risk management of financial crises: An optimal investment strategy with multivariate jump-diffusion models article (342) 1 1
2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Pricing article (256) 1 1
2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks article (236) 1 1
2020-07 A Study of the Differences among Representative Investment Strategies article (27) 1 無資料
2012-11 On the application of efficient hybrid heuristic algorithms – An insurance article (1068) 0 無資料
2017-05 終身癌症保險之評價 article (108) 0 無資料