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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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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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Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Tsai, Jeffrey Tzuhao; Lo, Chien-Ling - In: Pacific-Basin finance journal 83 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014491177
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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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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
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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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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