Shih-Kuei Lin

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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
Risk management of deposit insurance corporations with risk-based premiums and credit default swaps
Quantitative Finance
2020-12-07Paper
The valuation of contingent capital with catastrophe risks
Insurance Mathematics & Economics
2012-02-10Paper
Risk management for linear and nonlinear assets: a bootstrap method with importance resampling to evaluate value-at-risk
Asia-Pacific Financial Markets
2007-10-22Paper
Empirical Performance and Asset Pricing in Hidden Markov Models
Communications in Statistics: Theory and Methods
2003-11-06Paper


Research outcomes over time


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