Chou-Wen Wang

Available identifiers

Publication	Date of Publication	Type
Correlated age-specific mortality model: an application to annuity portfolio management	2022-01-14	Paper
NEIGHBOURING PREDICTION FOR MORTALITY	2021-12-27	Paper
Modeling and pricing longevity derivatives using Skellam distribution	2021-07-06	Paper
Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance	2018-11-19	Paper
On the valuation of reverse mortgage insurance	2018-07-11	Paper
SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH	2018-06-06	Paper
RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS	2018-06-04	Paper
Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach	2015-08-20	Paper
Age-specific copula-AR-GARCH mortality models	2015-05-26	Paper
On the valuation of reverse mortgages with regular tenure payments	2014-04-14	Paper
A feasible natural hedging strategy for insurance companies	2014-04-04	Paper
Pricing and securitization of multi-country longevity risk with mortality dependence	2014-04-03	Paper
Futures and futures options with basis risk: theoretical and empirical perspectives	2011-04-28	Paper

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