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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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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
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Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun; Tan, Ken Seng; Wang, Chou-Wen - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
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Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen - In: Astin bulletin : the journal of the International … 48 (2018) 2, pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
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Pricing and securitization of multi-country longevity risk with mortality dependence
Yang, Sharon S.; Wang, Chou-wen - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 157-169
Persistent link: https://www.econbiz.de/10009736119