Hong-Chih Huang

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
Modeling pandemic mortality risk and its application to mortality-linked security pricing Insurance Mathematics & Economics	2022-09-14	Paper
Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality dynamics and hedging longevity risk North American Actuarial Journal	2021-04-28	Paper
On the valuation of reverse mortgage insurance Scandinavian Actuarial Journal	2018-07-11	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
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
Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models Insurance Mathematics & Economics	2012-02-10	Paper
Optimal asset allocation for a general portfolio of life insurance policies Insurance Mathematics & Economics	2012-02-10	Paper
On the control of defined-benefit pension plans Insurance Mathematics & Economics	2006-10-05	Paper

Research outcomes over time

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