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Optimum hurricane futures hedge in a warming environment : a risk-return jump-diffusion approach
Chang, Carolyn C. W.; Chang, Jack S. K.; Wen, Min Ming - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 199-217
Persistent link: https://www.econbiz.de/10010340225
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Doubly-binomial option pricing with application to insurance derivatives
Chang, Carolyn C. W.; Chang, Jack S. K. - In: Review of Pacific Basin financial markets and policies 8 (2005) 3, pp. 501-524
Persistent link: https://www.econbiz.de/10003140331
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Hedging the impact of climate change in the catastrophe space
Chang, Carolyn C. W.; Chang, Jack S. K. - In: Journal of risk management in financial institutions 10 (2016/2017) 4, pp. 341-352
Persistent link: https://www.econbiz.de/10011753941
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Valuation of catastrophe equity puts with Markov-modulated poisson processes
Chang, Chia-Chien; Lin, Shih-kuei; Yu, Min-Teh - In: The journal of risk and insurance : the journal of the … 78 (2011) 2, pp. 447-473
Persistent link: https://www.econbiz.de/10009162034
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Pricing default-risky CAT bonds with moral hazard and basis risk
Lee, Jin-ping; Yu, Min-Teh - In: The journal of risk and insurance : the journal of the … 69 (2002) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001671236
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Measuring the liquidity impact on catastrophe bond spreads
Zhao, Yang; Yu, Min-Teh - In: Pacific-Basin finance journal 56 (2019), pp. 197-210
Persistent link: https://www.econbiz.de/10012169578
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Predicting catastrophe risk : evidence from catastrophe bond markets
Zhao, Yang; Yu, Min-Teh - In: Journal of banking & finance 121 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521632