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Search: person:"Huang, Hong‐Chih"
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Mortality
9
Sterblichkeit
9
Stochastic process
6
Stochastischer Prozess
6
Portfolio selection
5
Portfolio-Management
5
Theorie
5
Theory
5
Forecasting model
4
Prognoseverfahren
4
Hypothek
3
Lebensversicherung
3
Life insurance
3
Mortgage
3
Reverse mortgage
3
Risikomodell
3
Risk model
3
Statistical distribution
3
Statistische Verteilung
3
CAPM
2
Option pricing theory
2
Optionspreistheorie
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
Taiwan
2
Umkehrhypothek
2
1900-2009
1
Actuarial mathematics
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Adaptive model
1
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Anlageverhalten
1
Annuity payments
1
Ansteckungseffekt
1
Anticipative model
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Behavioural finance
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COVID-19
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Undetermined
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Article in journal
18
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18
research-article
1
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23
English
20
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Huang, Hong-Chih
24
Wang, Chou-Wen
12
Huang, Hong-chih
11
Yang, Sharon S.
11
Wang, Chou-wen
5
Yue, Jack C.
5
Huang, Hong Chih
4
Lee, Yung-Tsung
4
Liu, I-Chien
3
Cairns, Andrew J.G.
2
Chen, Fen-Ying
2
Hong, De-Chuan
2
Hong-Chih, Huang
2
Huang, Hong‐Chih
2
Liu, I-chien
2
Miao, Yuan-Chi
2
Yue, Ching-Syang Jack
2
Hong, De-chuan
1
Lee, Yun-tsung
1
Lee, Yung-tsung
1
Liu, I‐Chien
1
Miao, Yuan-chi
1
Wang, Chou‐Wen
1
Yang Sharon S.
1
Yang, Shang-Yin
1
Yang, Sharon S
1
Yawen Hwang
1
Yawen, Hwang
1
Yeh, Yu-Yun
1
Yeh, Yu‐Yun
1
Yue Jack C.
1
Yue, Ching-syang Jack
1
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Published in...
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Insurance / Mathematics & economics
10
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
8
Insurance: Mathematics and Economics
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
The Geneva Papers on Risk and Insurance - Issues and Practice
4
Asia-Pacific Journal of Risk and Insurance
3
Journal of Risk & Insurance
2
Asia-Pacific journal of risk and insurance : APJRI
1
Astin bulletin : the journal of the International Actuarial Association
1
International review of economics & finance : IREF
1
Journal of Risk and Insurance
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Quantitative finance
1
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ECONIS (ZBW)
18
RePEc
13
OLC EcoSci
10
Other ZBW resources
2
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1
Modeling pandemic mortality risk and its application to mortality-linked security pricing
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 341-363
Persistent link: https://www.econbiz.de/10013380614
Saved in:
2
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
3
Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality dynamics and hedging longevity risk
Yang, Sharon S.
;
Yeh, Yu-Yun
;
Yue, Jack C.
;
Huang, Hong Chih
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S132-S155
Persistent link: https://www.econbiz.de/10012440432
Saved in:
4
A study of the differences among representative investment strategies
Huang, Hong Chih
;
Lee, Yung-Tsung
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 131-149
Persistent link: https://www.econbiz.de/10012486307
Saved in:
5
Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks
Yang, Sharon S.
;
Huang, Hong‐Chih
;
Yeh, Yu‐Yun
- In:
Journal of Risk and Insurance
86
(
2018
)
3
,
pp. 783-805
Persistent link: https://www.econbiz.de/10012094541
Saved in:
6
Risk management of financial crises : an optimal investment strategy with multivariate jump-diffusion models
Wang, Chou-Wen
;
Huang, Hong-Chih
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 501-525
Persistent link: https://www.econbiz.de/10011729607
Saved in:
7
The valuation of lifetime health insurance policies with limited coverage
Yang, Shang-Yin
;
Wang, Chou-Wen
;
Huang, Hong-Chih
- In:
The journal of risk and insurance : the journal of the …
83
(
2016
)
3
,
pp. 777-800
Persistent link: https://www.econbiz.de/10011561308
Saved in:
8
Modeling multi-country mortality dependence and its application in pricing survivor index swaps : a dynamic copula approach
Wang, Chou-Wen
;
Yang, Sharon S.
;
Huang, Hong-Chih
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 30-39
Persistent link: https://www.econbiz.de/10011349859
Saved in:
9
A feasible natural hedging strategy for insurance companies
Wang, Chou-wen
;
Huang, Hong-chih
;
Hong, De-chuan
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 532-541
Persistent link: https://www.econbiz.de/10009763592
Saved in:
10
Mortality modeling with non-Gaussian innovations and applications to the valuation of longevity swaps
Wang, Chou-wen
;
Huang, Hong-chih
;
Liu, I-chien
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 775-797
Persistent link: https://www.econbiz.de/10010127204
Saved in:
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