Wang, Chou-Wen; Yang, Sharon S.; Huang, Jr-Wei Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance. (English) Zbl 1402.91820 Quant. Finance 17, No. 10, 1567-1581 (2017). MSC: 91G20 91B30 60G51 PDFBibTeX XMLCite \textit{C.-W. Wang} et al., Quant. Finance 17, No. 10, 1567--1581 (2017; Zbl 1402.91820) Full Text: DOI
Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih Modeling multi-country mortality dependence and its application in pricing survivor index swaps – a dynamic copula approach. (English) Zbl 1348.62249 Insur. Math. Econ. 63, 30-39 (2015). MSC: 62P05 91B30 62M10 91D20 91G20 PDFBibTeX XMLCite \textit{C.-W. Wang} et al., Insur. Math. Econ. 63, 30--39 (2015; Zbl 1348.62249) Full Text: DOI
Yang, Sharon S.; Wang, Chou-Wen Pricing and securitization of multi-country longevity risk with mortality dependence. (English) Zbl 1284.91556 Insur. Math. Econ. 52, No. 2, 157-169 (2013). MSC: 91G20 91D20 91B30 PDFBibTeX XMLCite \textit{S. S. Yang} and \textit{C.-W. Wang}, Insur. Math. Econ. 52, No. 2, 157--169 (2013; Zbl 1284.91556) Full Text: DOI