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A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks
Chang, Chuang-chang; Yu, Jih-Chieh - In: Research in finance 23 (2006), pp. 193-220
Persistent link: https://www.econbiz.de/10003753454
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Measuring risk-based premium and capital requirement for insurers
Chang, Chuang-chang; Dong, Meng-yun; Yu, Min-Teh - In: Advances in financial planning and forecasting 8 (1998), pp. 63-78
Persistent link: https://www.econbiz.de/10001406382
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Model risk in risk analysis for no-negative-equity-guarantees
Huang, Jr-Wei; Yang, Sharon S.; Chang, Chuang-chang - In: The journal of derivatives : JOD 28 (2021) 4, pp. 87-110
Persistent link: https://www.econbiz.de/10012612923