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Pricing catastrophe swaps with default risk and stochastic interest rates
Lo, Chien-Ling; Chang, Carolyn C. W.; Lee, Jin-Ping; … - In: Pacific-Basin finance journal 68 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013332712
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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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Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging
Chang, Carolyn C. W.; Chang, Jack S. K. - In: The journal of futures markets 23 (2003) 12, pp. 1209-1237
Persistent link: https://www.econbiz.de/10001828531
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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 and hedging of differential swaps
Chang, Chuang-chang; Chung, San-lin; Yu, Min-Teh - In: The journal of futures markets 22 (2002) 1, pp. 73-94
Persistent link: https://www.econbiz.de/10001646596
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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