Yang-Che Wu

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
Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process Physica A	2022-05-23	Paper
Feasibility of long-term interest balance among stakeholders in the natural catastrophe insurance market North American Actuarial Journal	2021-11-15	Paper
Risk management of deposit insurance corporations with risk-based premiums and credit default swaps Quantitative Finance	2020-12-07	Paper
Equilibrium in natural catastrophe insurance market under disaster-resistant technologies, financial innovations and government interventions Insurance Mathematics & Economics	2020-11-19	Paper
Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty North American Actuarial Journal	2019-05-28	Paper
Response to Xiao Wang on His Comments on Our Paper Entitled, “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty” North American Actuarial Journal	2019-05-28	Paper
Reexamining the feasibility of diversification and transfer instruments on smoothing catastrophe risk Insurance Mathematics & Economics	2015-09-14	Paper
Catastrophe risk management with counterparty risk using alternative instruments Insurance Mathematics & Economics	2012-02-10	Paper
Closed-form valuations of basket options using a multivariate normal inverse Gaussian model Insurance Mathematics & Economics	2009-03-04	Paper

Research outcomes over time

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