Publications-Scopus引用排序

Showing 1-17 of 17

Date Title Type  Full Text Scopus▼ WOS
2013-03 Pricing and securitization of multi-country longevity risk with mortality dependence article (518) 44 47
2010-06 Modeling Longevity Risks using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models/Insurance: Mathematics and Economics article (1187) 34 36
2013-03 A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions article (567) 26 23
2015-07 Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach article (501) 20 19
2013-12 PRICING SURVIVOR DERIVATIVES WITH COHORT MORTALITY DEPENDENCE UNDER THE LEE-CARTER FRAMEWORK article (531) 15 15
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 (1042) 15 11
2015-09 Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks article (191) 6 4
2018-03 Modeling Temperature Behaviors: Application to Weather Derivative Valuation 期刊論文 (45) 6 5
2020-08 Do Investors Exaggerate Corporate ESG Information? Evidence from the ESG Momentum Effect in the Taiwanese Market article (36) 3 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 (165) 2 無資料
2010 Evaluating Quantile Reserve for Equity-Linked Insurance under a Stochastic Volatility Model: Long-Memory vs. Short-Memory article (66) 2 2
2017 Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance article (446) 2 2
2014-03 Price bounds of mortality-linked security in incomplete insurance market article (542) 1 1
2015 Detecting and modelling the jump risk of CO2 emission allowances and their impact on the valuation of option on futures contracts article (566) 1 1
2020-06 Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products article (31) 1 無資料
2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks article (237) 1 1
2020-08 Model Risk on Risk Analysis for No-Negative-Equity-Guarantees article (31) 0 無資料