Liang-Chih Liu

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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!

PublicationDate of PublicationType
Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk
Quantitative Finance
2023-09-25Paper
A novel state-transition forest: pricing corporate securities with intertemporal exercise policies and corresponding capital structure changes
Quantitative Finance
2022-11-18Paper
Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks
Insurance Mathematics & Economics
2015-09-14Paper


Research outcomes over time


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