The following pages link to Chou-Wen Wang (Q492635):
Displaying 13 items.
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- Modeling and pricing longevity derivatives using Skellam distribution (Q2038258) (← links)
- Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- Pricing and securitization of multi-country longevity risk with mortality dependence (Q2442512) (← links)
- A feasible natural hedging strategy for insurance companies (Q2443233) (← links)
- On the valuation of reverse mortgages with regular tenure payments (Q2445355) (← links)
- Futures and futures options with basis risk: theoretical and empirical perspectives (Q3169223) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH (Q4562955) (← links)
- RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS (Q4563802) (← links)
- On the valuation of reverse mortgage insurance (Q4576970) (← links)
- NEIGHBOURING PREDICTION FOR MORTALITY (Q5019035) (← links)
