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A quantitative comparison of the Lee-Carter Model under different types of non-Gaussian innovations
Wang, Chou-wen; Huang, Hong-chih; Liu, I-chien - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 675-696
Persistent link: https://www.econbiz.de/10009503485
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Mortality modeling with non-Gaussian innovations and applications to the valuation of longevity swaps
Wang, Chou-wen; Huang, Hong-chih; Liu, I-chien - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 775-797
Persistent link: https://www.econbiz.de/10010127204
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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 and pricing longevity derivatives using Skellam distribution
Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen - In: Insurance / Mathematics & economics 99 (2021), pp. 341-354
Persistent link: https://www.econbiz.de/10012649236
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Systematic risk and volatility skew
Tzang, Shyh-Weir; Wang, Chou-Wen; Yu, Min-Teh - In: International review of economics & finance : IREF 43 (2016), pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
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Portfolio optimization under multivariate affine generalized hyperbolic distributions
Wang, Chou-Wen; Liu, Kai; Li, Bin; Tan, Ken Seng - In: International review of economics & finance : IREF 80 (2022), pp. 49-66
Persistent link: https://www.econbiz.de/10013341737