Fen-Ying Chen
From MaRDI portal
Person:544462
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 |
| Analytical VaR for international portfolios with common jumps Computers & Mathematics with Applications | 2012-02-21 | Paper |
| VaR: exchange rate risk and jump risk Journal of Probability and Statistics | 2011-06-15 | Paper |
| Pricing the equity-linked and principal-protected securities with cap and path dependence Applied Mathematics and Computation | 2010-09-01 | Paper |
Research outcomes over time
This page was built for person: Fen-Ying Chen
