Search Results - person:"Chang, Shih-Chieh Bill"

Currency uncertainty, interest guarantee, and risk-based premiums in life insurance guaranty schemes

Chang, Shih-Chieh Bill; Lee, Yen-Kuan - In: Asia-Pacific journal of risk and insurance : APJRI 14 (2020) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10012299289

Downside risk control in continuous time portfolio management

Cai, Han-cong; Chang, Shih-chieh Bill; Hwang, Ya-wen - In: Asia-Pacific journal of financial studies 42 (2013) 6, pp. 913-938

Persistent link: https://www.econbiz.de/10010251324

Incorporating Foreign Equities in the Optimal Asset Allocation of an Insurer with the Consideration for Background Risks: Models and Numerical Illustrations

Chang, Shih-Chieh Bill; Tsai, Chenghsien; Hung, Li-Chuan - In: Asia-Pacific Journal of Risk and Insurance 1 (2005) 1

We analyzes the optimal asset allocation problem for life insurers that are required to cope with significant background risks originating from life insurance businesses among a set of stochastic investment opportunities including foreign equities. The insurer is assumed to maximize the expected...

Persistent link: https://www.econbiz.de/10014585423

Incorporating Foreign Equities in the Optimal Asset Allocation of an Insurer with the Consideration for Background Risks: Models and Numerical Illustrations

Bill, Chang Shih-Chieh; Chenghsien, Tsai; Li-Chuan, Hung - In: Asia-Pacific Journal of Risk and Insurance 1 (2005) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10008838139