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1

The valuation of special purpose vehicles by issuing structured credit-linked notes

Chang, Chia-Chien, Wang, Chou-Wen, Liao, Szu-Lang

Journal:

Applied Financial Economics

Year:

2009

Language:

english

File:

PDF, 325 KB

english, 2009

2

Pricing Arithmetic Average Reset Options With Control Variates

Liao, Szu-Lang, Wang, Chou-Wen

Journal:

The Journal of Derivatives

Year:

2002

Language:

english

File:

PDF, 351 KB

english, 2002

3

Implementing option pricing models when asset returns follow an autoregressive moving average process

Chou-Wen Wang, Chin-Wen Wu, Shyh-Weir Tzang

Journal:

International Review of Economics & Finance

Year:

2012

Language:

english

File:

PDF, 335 KB

english, 2012

4

Futures and futures options with basis risk: theoretical and empirical perspectives

Wang, Chou-Wen, Wu, Ting-Yi

Journal:

Quantitative Finance

Year:

2011

Language:

english

File:

PDF, 954 KB

english, 2011

5

Pricing and securitization of multi-country longevity risk with mortality dependence

Yang, Sharon S., Wang, Chou-Wen

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 628 KB

english, 2013

6

A feasible natural hedging strategy for insurance companies

Wang, Chou-Wen, Huang, Hong-Chih, Hong, De-Chuan

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 479 KB

english, 2013

7

Pricing futures options with basis risk: evidence from S&P 500 futures options

Wang, Chou-Wen, Wu, Ting-Yi

Journal:

Applied Financial Economics

Year:

2008

Language:

english

File:

PDF, 124 KB

english, 2008

8

Age-specific copula-AR-GARCH mortality models

Lin, Tzuling, Wang, Chou-Wen, Tsai, Cary Chi-Liang

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 719 KB

english, 2015

9

Modeling Multicountry Longevity Risk With Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas Approach

Zhu, Wenjun, Tan, Ken Seng, Wang, Chou-Wen

Journal:

Journal of Risk and Insurance

Year:

2017

Language:

english

File:

PDF, 483 KB

english, 2017

10

The valuation of reset options with multiple strike resets and reset dates

Szu-Lang Liao, Chou-Wen Wang

Journal:

Journal of Futures Markets

Year:

2003

Language:

english

File:

PDF, 269 KB

english, 2003

11

Do liquidity and sampling methods matter in constructing volatility indices? Empirical evidence from Taiwan

Shyh-Weir Tzang, Chih-Hsing Hung, Chou-Wen Wang, David So-De Shyu

Journal:

International Review of Economics & Finance

Year:

2011

Language:

english

File:

PDF, 223 KB

english, 2011

12

The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts

Chia-Chien Chang, Chou-Wen Wang, Chih-Yuan Yang

Journal:

Journal of Risk and Insurance

Year:

2012

Language:

english

File:

PDF, 769 KB

english, 2012

13

Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework

Chou-Wen Wang, Sharon S. Yang

Journal:

Journal of Risk and Insurance

Year:

2012

Language:

english

File:

PDF, 890 KB

english, 2012

14

On the valuation of reverse mortgages with regular tenure payments

Yung-Tsung Lee, Chou-Wen Wang, Hong-Chih Huang

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 323 KB

english, 2012

15

[IEEE Third International Conference on Intelligent Information Hiding and Multimedia Signal Processing - Kaohsiung, Taiwan (2007.11.26-2007.11.28)] Third International Conference on Intelligent Information Hiding and Multimedia Signal Processing (IIH-MSP 2007) - Pricing Credit-Linked Notes Issued by the Protection Buyer and an SPV

Wang, Chou-Wen, Chang, Chia-Chien

Year:

2007

Language:

english

File:

PDF, 122 KB

english, 2007

16

Mortality Modeling With Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps

Wang, Chou-Wen, Huang, Hong-Chih, Liu, I-Chien

Journal:

Journal of Risk and Insurance

Year:

2013

Language:

english

File:

PDF, 251 KB

english, 2013

17

[IEEE 2008 3rd International Conference on Innovative Computing Information and Control - Dalian, Liaoning, China (2008.06.18-2008.06.20)] 2008 3rd International Conference on Innovative Computing Information and Control - Valuing American Options under ARMA Processes

Wang, Chou-Wen, Wu, Chin-Wen

Year:

2008

Language:

english

File:

PDF, 381 KB

english, 2008

18

Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach

Wang, Chou-Wen, Yang, Sharon S., Huang, Hong-Chih

Journal:

Insurance: Mathematics and Economics

Year:

2015

Language:

english

File:

PDF, 825 KB

english, 2015

19

On the valuation of reverse mortgage insurance

Wang, Chou-Wen, Huang, Hong-Chih, Lee, Yung-Tsung

Journal:

Scandinavian Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 334 KB

english, 2014

20

Pricing generalized capped exchange options

Wang, Chou-Wen, Liao, Szu-Lang, Wu, Ting-Yi

Journal:

Applied Financial Economics

Year:

2008

Language:

english

File:

PDF, 159 KB

english, 2008

21

A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations

Wang, Chou-Wen, Huang, Hong-Chih, Liu, I-Chien

Journal:

Geneva Papers on Risk and Insurance - Issues and Practice

Year:

2011

Language:

english

File:

PDF, 304 KB

english, 2011

22

Systematic Risk and Volatility Skew

Tzang, Shyh-Weir, Wang, Chou-Wen, Yu, Min-Teh

Journal:

International Review of Economics & Finance

Year:

2015

Language:

english

File:

PDF, 532 KB

english, 2015

23

The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts

Chia-Chien Chang, Chou-Wen Wang and Chih-Yuan Yang

Journal:

Journal of Risk and Insurance

Year:

2012

Language:

english

File:

PDF, 2.53 MB

english, 2012

24

Structure and Estimation of Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC): Theory and Empirical Tests

Zhu, Wenjun, Wang, Chou-Wen, Tan, Ken Seng

Journal:

Journal of Banking & Finance

Year:

2016

Language:

english

File:

PDF, 884 KB

english, 2016

25

T HE V ALUATIONOF L IFETIME H EALTH I NSURANCE P OLICIES W ITH L IMITED C OVERAGE

Yang, Shang-Yin, Wang, Chou-Wen, Huang, Hong-Chih

Journal:

Journal of Risk and Insurance

Year:

2015

Language:

english

File:

PDF, 539 KB

english, 2015

26

Securitisation of Crossover Risk in Reverse Mortgages

Huang, Hong-Chih, Wang, Chou-Wen, Miao, Yuan-Chi

Journal:

Geneva Papers on Risk and Insurance - Issues and Practice

Year:

2011

Language:

english

File:

PDF, 1.70 MB

english, 2011

27

Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance

Wang, Chou-Wen, Yang, Sharon S., Huang, Jr-Wei

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 658 KB

english, 2017

28

RISK MANAGEMENT OF FINANCIAL CRISES: AN OPTIMAL INVESTMENT STRATEGY WITH MULTIVARIATE JUMP-DIFFUSION MODELS

Wang, Chou-Wen, Huang, Hong-Chih

Journal:

Year:

2017

Language:

english

File:

PDF, 681 KB

english, 2017

29

SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH

Zhu, Wenjun, Tan, Ken Seng, Porth, Lysa, Wang, Chou-Wen

Journal:

Year:

2018

Language:

english

File:

PDF, 1.62 MB

english, 2018

30

Solvent-free Friedel-Crafts Reaction for Regioselective Synthesis of Ethyl (9-Anthryl)glyoxylate and Chiral Resolution of (±)-(9-Anthryl)hydroxyacetic Acid

Li, Bao-Lin, Zhang, Zhen-Guo, Wang, Wei, Li, Jin, Wang, Chou-Wen

Journal:

Zeitschrift für Naturforschung B

Year:

2008

Language:

english

File:

PDF, 211 KB

english, 2008

31

Differences in medical costs for end-of-life patients receiving traditional care and those receiving hospice care: A retrospective study

Huang, Ya-Ting, Wang, Ying-Wei, Chi, Chou-Wen, Hu, Wen-Yu, Lin, Rung, Shiao, Chih-Chung, Tang, Woung-Ru, Yeh, Chun Chieh

Journal:

Year:

2020

Language:

english

File:

PDF, 2.15 MB

english, 2020

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