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Author ID: wang.chou-wen Recent zbMATH articles by "Wang, Chou-Wen"
Published as: Wang, Chou-Wen
Documents Indexed: 13 Publications since 2011
Co-Authors: 14 Co-Authors with 13 Joint Publications
88 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 82 times in 68 Documents Cited by Year
Pricing and securitization of multi-country longevity risk with mortality dependence. Zbl 1284.91556
Yang, Sharon S.; Wang, Chou-Wen
34
2013
Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
12
2015
Modeling multi-country mortality dependence and its application in pricing survivor index swaps – a dynamic copula approach. Zbl 1348.62249
Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih
12
2015
On the valuation of reverse mortgages with regular tenure payments. Zbl 1284.91550
Lee, Yung-Tsung; Wang, Chou-Wen; Huang, Hong-Chih
8
2012
Neighbouring prediction for mortality. Zbl 1480.91248
Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun
3
2021
On the valuation of reverse mortgage insurance. Zbl 1401.91199
Wang, Chou-Wen; Huang, Hong-Chih; Lee, Yung-Tsung
3
2016
Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance. Zbl 1402.91820
Wang, Chou-Wen; Yang, Sharon S.; Huang, Jr-Wei
3
2017
A feasible natural hedging strategy for insurance companies. Zbl 1284.91274
Wang, Chou-Wen; Huang, Hong-Chih; Hong, De-Chuan
3
2013
Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen
2
2018
Correlated age-specific mortality model: an application to annuity portfolio management. Zbl 1482.91184
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
1
2021
Modeling and pricing longevity derivatives using Skellam distribution. Zbl 1467.91143
Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen
1
2021
Neighbouring prediction for mortality. Zbl 1480.91248
Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun
3
2021
Correlated age-specific mortality model: an application to annuity portfolio management. Zbl 1482.91184
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
1
2021
Modeling and pricing longevity derivatives using Skellam distribution. Zbl 1467.91143
Kung, Ko-Lun; Liu, I-Chien; Wang, Chou-Wen
1
2021
Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222
Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen
2
2018
Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance. Zbl 1402.91820
Wang, Chou-Wen; Yang, Sharon S.; Huang, Jr-Wei
3
2017
On the valuation of reverse mortgage insurance. Zbl 1401.91199
Wang, Chou-Wen; Huang, Hong-Chih; Lee, Yung-Tsung
3
2016
Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
12
2015
Modeling multi-country mortality dependence and its application in pricing survivor index swaps – a dynamic copula approach. Zbl 1348.62249
Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih
12
2015
Pricing and securitization of multi-country longevity risk with mortality dependence. Zbl 1284.91556
Yang, Sharon S.; Wang, Chou-Wen
34
2013
A feasible natural hedging strategy for insurance companies. Zbl 1284.91274
Wang, Chou-Wen; Huang, Hong-Chih; Hong, De-Chuan
3
2013
On the valuation of reverse mortgages with regular tenure payments. Zbl 1284.91550
Lee, Yung-Tsung; Wang, Chou-Wen; Huang, Hong-Chih
8
2012
all top 5

Cited by 108 Authors

10 Tsai, Cary Chi-Liang
7 Blake, David
6 Lin, Tzuling
6 Wang, Chou-Wen
5 Li, Johnny Siu-Hang
5 MacMinn, Richard D.
4 Li, Jackie
3 Haberman, Steven
3 Huang, Hong-Chih
3 Lee, Yung-Tsung
3 Regis, Luca
3 Tan, Ken Seng
3 Yang, Sharon S.
2 de Jong, Piet
2 Godin, Frédéric
2 Hardy, Mary Rosalyn
2 Hunt, Andrew
2 Jevtić, Petar
2 Kung, Ko-Lun
2 Leng, Xuan
2 Li, Han
2 Peng, Liang
2 Tickle, Leonie
2 Trottier, Denis-Alexandre
2 Tsai, Chenghsien Jason
2 Villegas, Andrés M.
2 Wang, Jennifer L.
2 Wu, Adelaide Di
2 Xu, Jianhui
2 Zhang, Jinggong
2 Zhou, Rui
2 Zhu, Wenjun
1 Ahmadi, Seyed Saeed
1 Albrecher, Hansjörg
1 Arnold, Séverine
1 Badescu, Alexandru M.
1 Balasooriya, Uditha
1 Bladt, Martin
1 Bladt, Mogens
1 Buckner, Dean
1 Cairns, Andrew J. G.
1 Chang, Le
1 Chen, Fen-Ying
1 Chen, Hua
1 Chiu, Mei Choi
1 Christiansen, Marcus Christian
1 Chuliá, Helena
1 De Rosa, Clemente
1 Denuit, Michel M.
1 Dowd, Kevin
1 El Karoui, Nicole
1 Elliott, Robert James
1 Fan, Qi
1 Fry, John L.
1 Glushko, Viktoriya
1 Gong, Xiaoye
1 Guillen, Montserrat
1 Hanewald, Katja
1 Hsieh, Ming-hua
1 Jallbjørn, Snorre
1 Jarner, Søren Fiig
1 Kaishev, Vladimir K.
1 Kamiya, Shinichi
1 Kim, Seyeon
1 Kogure, Atsuyuki
1 Korn, Ralf
1 Kuo, Weiyu
1 Lai, Van Son
1 Landsman, Zinoviy M.
1 Li, Hong
1 Li, Ying
1 Liao, Xin
1 Liu, I-Chien
1 Liu, Yanxin
1 Loisel, Stéphane
1 Lu, Yang
1 Luciano, Elisa
1 Makov, Udi E.
1 Matsuyama, Naoki
1 Millossovich, Pietro
1 Miyata, Akihiro
1 Peng, Zuoxiang
1 Pitt, David H.
1 Porth, Lysa
1 Quaye, Enoch Nii Boi
1 Rui, Zhou
1 Schinzinger, Edo
1 Schnürch, Simon
1 Scognamiglio, Salvatore
1 Shao, Adam W.
1 Shapovalov, Vered
1 Sherris, Michael
1 Shi, Tianxiang
1 Shi, Yanlin
1 Siu, Tak Kuen
1 Sun, Tao
1 Tan, Chong It
1 Tang, Qihe
1 Tsai, Jason Chenghsien
1 Tunaru, Radu S.
...and 8 more Authors

Citations by Year