ASF - Biblioteca

1. 

Modeling longevity risks using a principal component approach : a comparison with existing stochastic mortality models / Sharon S. Yang, Jack C. Yue, Hong-Chih Huang

Autor: YANG, Sharon S. Data Publicação: 2010

Analíticos  
2. 

Securitisation and tranching longevity and house price risk for reverse mortgage products / Sharon S. Yang

Autor: YANG, Sharon S. Data Publicação: 2011

Analíticos  
3. 

Pricing and securitization of multi-country longevity risk with mortality dependence / Sharon S. Yang, Chou-Wen Wang

Autor: YANG, Sharon S. Data Publicação: 2013

Analíticos  
4. 

Pricing survivor derivatives with cohort mortality dependence under the Lee-Carter framework / Chou-Wen Wang, Sharon S. Yang

Autor: WANG, Chou-Wen Data Publicação: 2013

Analíticos  
5. 

Optimal longevity hedging framework for insurance companies considering basis and mispricing risks / Sharon S. Yang, Hong-Chih Huang, Yu-Yun Yeh

Autor: YANG, Sharon S. Data Publicação: 2019

Analíticos  
6. 

Understanding patterns of mortality homogeneity and heterogeneity across countries and their role in modeling mortality Dynamics and hedging longevity risk / Sharon S. Yang… [et al.]

Autor: YANG, Sharon S. Data Publicação: 2021

Analíticos