The following pages link to Cary Chi-Liang Tsai (Q903328):
Displaying 35 items.
- Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary (Q903329) (← links)
- On the discounted distribution functions of the surplus process perturbed by diffusion. (Q1413277) (← links)
- A generalized defective renewal equation for the surplus process perturbed by diffusion. (Q1413299) (← links)
- On the moments of the surplus process perturbed by diffusion. (Q1413363) (← links)
- On the expectations of the present values of the time of ruin perturbed by diffusion. (Q1413409) (← links)
- On the discounted distribution functions for the Erlang(2) risk process (Q1888889) (← links)
- On the mortality/longevity risk hedging with mortality immunization (Q2015624) (← links)
- Incorporating statistical clustering methods into mortality models to improve forecasting performances (Q2038220) (← links)
- Correlated age-specific mortality model: an application to annuity portfolio management (Q2066778) (← links)
- Model mortality rates using property and casualty insurance reserving methods (Q2172055) (← links)
- On a multi-threshold compound Poisson process perturbed by diffusion (Q2267616) (← links)
- Actuarial applications of the linear hazard transform in life contingencies (Q2276263) (← links)
- Incorporating hierarchical credibility theory into modelling of multi-country mortality rates (Q2306089) (← links)
- Age-specific copula-AR-GARCH mortality models (Q2347102) (← links)
- Actuarial applications of the linear hazard transform in mortality immunization (Q2445990) (← links)
- On the stop-loss transform and order for the surplus process perturbed by diffusion (Q2507619) (← links)
- Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality (Q2520443) (← links)
- Ruin time and aggregate claim amount up to ruin time for the perturbed risk process (Q2868605) (← links)
- On the ordering of ruin probabilities for the surplus process perturbed by diffusion (Q3077736) (← links)
- An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion (Q3103205) (← links)
- The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond (Q4567957) (← links)
- Incorporating the Bühlmann credibility into mortality models to improve forecasting performances (Q4575474) (← links)
- Application of Relational Models in Mortality Immunization (Q4633994) (← links)
- The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion (Q5019736) (← links)
- Authors’ Reply: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion - Discussion by Bangwon Ko (Q5019738) (← links)
- Ordering Ruin Probabilities Resulting from Layer-Based Claim Amounts for Surplus Process Perturbed by Diffusion (Q5022547) (← links)
- Hedging Mortality/Longevity Risks for Multiple Years (Q5108353) (← links)
- Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations (Q5139819) (← links)
- NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES (Q5213443) (← links)
- A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates (Q5272545) (← links)
- A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates (Q5376477) (← links)
- Applications of Mortality Durations and Convexities in Natural Hedges (Q5379127) (← links)
- A Linear Regression Approach to Modeling Mortality Rates of Different Forms (Q5379133) (← links)
- A Bühlmann Credibility Approach to Modeling Mortality Rates (Q5379217) (← links)
- Hierarchical Bayesian modeling of multi-country mortality rates (Q5865319) (← links)
