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Using reverse mortgages to hedge longevity and financial risks for life insurers : a generalised immunisation approach
Wang, Jennifer L.; Hsieh, Ming-hua; Chiu, Yu-fen - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 697-717
Persistent link: https://www.econbiz.de/10009503479
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Mortality risk management under the factor copula framework : with applications to insurance policy pools
Hsieh, Ming-Hua; Tsai, Chenghsien Jason; Wang, Jennifer L. - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 1, pp. S119-S131
Persistent link: https://www.econbiz.de/10012440428
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Explaining the risk premiums of life settlements
Kung, Ko-Lun; Hsieh, Ming-Hua; Peng, Jin Lung; Tsai, … - In: Pacific-Basin finance journal 68 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013332817
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On the optimal product mix in life insurance companies using conditional value at risk
Tsai, Jeffrey T.; Wang, Jennifer L.; Tzeng, Larry Y. - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 235-241
Persistent link: https://www.econbiz.de/10003953364
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An optimal product mix for hedging longevity risk in life insurance companies : the immunization theory approach
Wang, Jennifer L.; Huang, H. C.; Yang, Sharon S.; Tsai, … - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 473-497
Persistent link: https://www.econbiz.de/10003981547