Hong-Chih Huang

Available identifiers

Publication	Date of Publication	Type
Modeling pandemic mortality risk and its application to mortality-linked security pricing	2022-09-14	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
On the valuation of reverse mortgage insurance	2018-07-11	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
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
Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models	2012-02-10	Paper
Optimal asset allocation for a general portfolio of life insurance policies	2012-02-10	Paper
On the control of defined-benefit pension plans	2006-10-05	Paper

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