Chou-Wen Wang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Correlated age-specific mortality model: an application to annuity portfolio management European Actuarial Journal	2022-01-14	Paper
Neighbouring prediction for mortality ASTIN Bulletin	2021-12-27	Paper
Modeling and pricing longevity derivatives using Skellam distribution Insurance Mathematics & Economics	2021-07-06	Paper
Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance Quantitative Finance	2018-11-19	Paper
On the valuation of reverse mortgage insurance Scandinavian Actuarial Journal	2018-07-11	Paper
Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach ASTIN Bulletin	2018-06-06	Paper
Risk management of financial crises: an optimal investment strategy with multivariate jump-diffusion models ASTIN Bulletin	2018-06-04	Paper
Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach Insurance Mathematics & Economics	2015-08-20	Paper
Age-specific copula-AR-GARCH mortality models Insurance Mathematics & Economics	2015-05-26	Paper
On the valuation of reverse mortgages with regular tenure payments Insurance Mathematics & Economics	2014-04-14	Paper
A feasible natural hedging strategy for insurance companies Insurance Mathematics & Economics	2014-04-04	Paper
Pricing and securitization of multi-country longevity risk with mortality dependence Insurance Mathematics & Economics	2014-04-03	Paper
Futures and futures options with basis risk: theoretical and empirical perspectives Quantitative Finance	2011-04-28	Paper

Research outcomes over time

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