Sharon S. Yang

Available identifiers

zbMath Open yang.sharon-sMaRDI QIDQ492636

List of research outcomes

Publication	Date of Publication	Type
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk	2023-09-25	Paper
Modeling pandemic mortality risk and its application to mortality-linked security pricing	2022-09-14	Paper
Detecting and modelling the jump risk of CO2emission allowances and their impact on the valuation of option on futures contracts	2021-07-16	Paper
Understanding Patterns of Mortality Homogeneity and Heterogeneity Across Countries and Their Role in Modeling Mortality Dynamics and Hedging Longevity Risk	2021-04-28	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
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks	2015-09-14	Paper
Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach	2015-08-20	Paper
Price bounds of mortality-linked security in incomplete insurance market	2014-09-22	Paper
Pricing and securitization of multi-country longevity risk with mortality dependence	2014-04-03	Paper
A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions	2014-04-03	Paper
Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models	2012-02-10	Paper
https://portal.mardi4nfdi.de/entity/Q3071115	2011-02-01	Paper
Valuation of the interest rate guarantee embedded in defined contribution pension plans	2008-06-25	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Sharon S. Yang