Hsieh, Ming-Hua; Tsai, Chenghsien Jason; Wang, Jennifer L. Mortality risk management under the factor copula framework – with applications to insurance policy pools. (English) Zbl 1466.91263 N. Am. Actuar. J. 25, Suppl. 1, S119-S131 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{M.-H. Hsieh} et al., N. Am. Actuar. J. 25, S119--S131 (2021; Zbl 1466.91263) Full Text: DOI
Hsieh, Ming-hua; Wang, Jennifer L.; Chiu, Yu-Fen; Chen, Yen-Chih Valuation of variable long-term care annuities with guaranteed lifetime withdrawal benefits: a variance reduction approach. (English) Zbl 1398.91332 Insur. Math. Econ. 78, 246-254 (2018). MSC: 91B30 91G20 91G60 PDFBibTeX XMLCite \textit{M.-h. Hsieh} et al., Insur. Math. Econ. 78, 246--254 (2018; Zbl 1398.91332) Full Text: DOI