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Optimal asset allocation for a...
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Mortality
8
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Hypothek
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5
Reverse mortgage
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1900-2009
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Huang, Hong-chih
10
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5
Lee, Yung-Tsung
4
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3
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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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
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2
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:
3
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:
4
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:
5
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
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6
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:
7
Modeling longevity risks using a principal component approach : a comparison with existing stochastic mortality models
Yang, Sharon S.
;
Yue, Jack C.
;
Huang, Hong-chih
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 254-270
Persistent link: https://www.econbiz.de/10003953374
Saved in:
8
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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9
A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Wang, Chou-wen
;
Huang, Hong-chih
;
Liu, I-chien
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 675-696
Persistent link: https://www.econbiz.de/10009503485
Saved in:
10
Securitisation of crossover risk in reverse mortgages
Huang, Hong-chih
;
Wang, Chou-wen
;
Miao, Yuan-chi
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 622-647
Persistent link: https://www.econbiz.de/10009503504
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