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Pricing catastrophe insurance futures call spreads : a randamized operational time approach
Chang, Carolyn C. W. - In: The journal of risk and insurance : the journal of the … 63 (1996) 4, pp. 599-617
Persistent link: https://www.econbiz.de/10001335132
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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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Pricing catastrophe options with stochastic claim arrival intensity in claim time
Chang, Carolyn C. W.; Chang, Jack S. K.; Lu, WeLi - In: Journal of banking & finance 34 (2010) 1, pp. 24-32
Persistent link: https://www.econbiz.de/10003905636
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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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Hurricane bond price dependency on underlying hurricane parameters
Chang, Carolyn C. W.; Feng, Yalan - In: Asia-Pacific journal of risk and insurance : APJRI 15 (2021) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10012437783
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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 reinsurance with catastrophe bonds
Lee, Jin-Ping; Yu, Min-Teh - In: Insurance / Mathematics & economics 41 (2007) 2, pp. 264-278
Persistent link: https://www.econbiz.de/10003755646
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Valuation of insurers' contingent capital with counterparty risk and price endogeneity
Lo, Chien-ling; Lee, Jin-ping; Yu, Min-Teh - In: Journal of banking & finance 37 (2013) 12, pp. 5025-5035
Persistent link: https://www.econbiz.de/10010342133
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Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
Duan, Jin-Chuan; Yu, Min-Teh - In: Journal of banking & finance 29 (2005) 10, pp. 2435-2454
Persistent link: https://www.econbiz.de/10003071010
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Forbearance and pricing deposit insurance in a multiperiod framework
Duan, Jin-Chuan - In: The journal of risk and insurance : the journal of the … 61 (1994) 4, pp. 575-591
Persistent link: https://www.econbiz.de/10001177803