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Optimal asset allocation for a...
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Huang, Hong-chih
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Yang, Sharon S.
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Insurance / Mathematics & economics
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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3
Asia-Pacific journal of risk and insurance : APJRI
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ECONIS (ZBW)
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1
Optimal multiperiod asset allocation : matching assets to liabilities in a discrete model
Huang, Hong-chih
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 451-472
Persistent link: https://www.econbiz.de/10003981539
Saved in:
2
Profitability and risk profile of reverse mortgages : a cross-system and cross-plan comparison
Lee, Yung-Tsung
;
Kung, Ko-Lun
;
Liu, I-Chien
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 255-266
Persistent link: https://www.econbiz.de/10011825290
Saved in:
3
Prepayment risk in reverse mortgages : an intensity-governed surrender model
Shi, Tianxiang
;
Lee, Yung-Tsung
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 68-82
Persistent link: https://www.econbiz.de/10012545266
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
Valuation of reverse mortgages with surrender : a utility approach
Lee, Yung-Tsung
;
Shi, Tianxiang
- In:
The journal of real estate finance and economics
65
(
2022
)
4
,
pp. 593-621
Persistent link: https://www.econbiz.de/10013438653
Saved in:
6
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:
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
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:
9
The impact of longevity risk on the optimal contribution rate and asset allocation for defined contribution pension plans
Yang, Sharon S.
;
Huang, Hong-chih
- In:
The Geneva papers on risk and insurance - issues and …
34
(
2009
)
4
,
pp. 660-681
Persistent link: https://www.econbiz.de/10003904768
Saved in:
10
A study of incidence experience for Taiwan life insurance
Yue, Ching-syang Jack
;
Huang, Hong-chih
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 718-733
Persistent link: https://www.econbiz.de/10009503478
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