13 results on '"Wang, Chou-Wen"'
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2. The impact of climatic disaster on corporate investment policy
3. Portfolio optimization under multivariate affine generalized hyperbolic distributions
4. Modeling and pricing longevity derivatives using Skellam distribution
5. Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests
6. Systematic risk and volatility skew
7. Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach
8. Age-specific copula-AR-GARCH mortality models
9. A feasible natural hedging strategy for insurance companies
10. Pricing and securitization of multi-country longevity risk with mortality dependence
11. Implementing option pricing models when asset returns follow an autoregressive moving average process
12. On the valuation of reverse mortgages with regular tenure payments
13. Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan
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