Publications-期刊論文

Showing 1-25 of 38

                                                 
Date▼ Title Type  Full Text Scopus WOS Altmetric
2020-08 Do Investors Exaggerate Corporate ESG Information? Evidence from the ESG Momentum Effect in the Taiwanese Market article (36)
2020-08 Model Risk on Risk Analysis for No-Negative-Equity-Guarantees article (31)
2020-07 Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products article (32)
2020-06 Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products article (31)
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 (165)
2019-07 Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework 期刊論文 (61)
2018-03 Modeling Temperature Behaviors: Application to Weather Derivative Valuation 期刊論文 (45)
2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks article (237)
2017-08 年金改革與建立臺灣永續年金制度 article (315)
2017-06 Detecting Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries for Developing Mortality-linked Securities article (38)
2017 Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance article (446)
2017 Pension Reform and Building a Sustainable Pension System in Taiwan article
2016-06 The Valuation of Temperature Derivatives: The Case for Taiwan article (31)
2015-09 Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks article (191)
2015-07 Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach article (501)
2015-06 A Simulation Study of Risk Measure and Dynamic Financial Analysis for Flood Insurance: An Example of Taiwan Keelung River District article (87)
2015-03 Analysis of the Efficient Frontier for Life Settlements in the Presence of Longevity Risk article (41)
2015 Detecting and modelling the jump risk of CO2 emission allowances and their impact on the valuation of option on futures contracts article (566)
2014-03 Price bounds of mortality-linked security in incomplete insurance market article (542)
2014 The Determinants of Life Insurer’s Growth for a Developing Insurance Market: Domestic vs. Foreign Insurance Firms article (33)
2013-12 PRICING SURVIVOR DERIVATIVES WITH COHORT MORTALITY DEPENDENCE UNDER THE LEE-CARTER FRAMEWORK article (531)
2013-03 Pricing and securitization of multi-country longevity risk with mortality dependence article (518)
2013-03 A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions article (567)
2012 Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age article (81)
2011 Securitization and Tranching Longevity and House Price Risk for Reverse Mortgage Products article (44)