The following pages link to Hong-Chih Huang (Q492637):
Displayed 10 items.
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219) (← links)
- Optimal asset allocation for a general portfolio of life insurance policies (Q659221) (← links)
- Modeling pandemic mortality risk and its application to mortality-linked security pricing (Q2172056) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
- On the control of defined-benefit pension plans (Q2507944) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- On the valuation of reverse mortgage insurance (Q4576970) (← links)
- Understanding Patterns of Mortality Homogeneity and Heterogeneity Across Countries and Their Role in Modeling Mortality Dynamics and Hedging Longevity Risk (Q4987095) (← links)