Narrow search
Showing 1 - 10 of 174
Cover Image
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
Cover Image
Pricing hurricane bonds using a physically based option pricing approach
Chang, Carolyn C. W.; Chang, Jack S. K.; Yu, Min-Teh - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10013167036
Cover Image
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry
Chang, Carolyn C. W.; Li, Xiaodan; Lin, Edward M. H.; … - In: International review of economics & finance : IREF 55 (2018), pp. 273-284
Persistent link: https://www.econbiz.de/10012033479
Cover Image
Derivatives trading information, stock market behavior, and financial institutions
Chang, Carolyn C. W.; Lin, Bing-huei; Yu, Min-Teh - In: International review of economics & finance : IREF 55 (2018), pp. 324-325
Persistent link: https://www.econbiz.de/10012033489
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Doubly-binomial option pricing with application to insurance derivatives
Chang, Carolyn C. W.; Chang, Jack S. K. - In: Review of Pacific Basin financial markets and policies 8 (2005) 3, pp. 501-524
Persistent link: https://www.econbiz.de/10003140331
Cover Image
Optimum futures hedge in the presence of clustered supply and demand shocks, stochastic basis, and firm's costs of hedging
Chang, Carolyn C. W.; Chang, Jack S. K. - In: The journal of futures markets 23 (2003) 12, pp. 1209-1237
Persistent link: https://www.econbiz.de/10001828531
Cover Image
Forward and futures prices : evidence from the foreign exchange markets
Chang, Carolyn C. W. - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1333-1336
Persistent link: https://www.econbiz.de/10001098050