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    Items for Author "Dai, Tian-Shyr"  

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    Showing 53 items.

    Collection Date Title Authors Bitstream
    [企業管理學系] 期刊論文 2017 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; 王昭文; 楊曉文
    [統計學系] 期刊論文 2008-09 An Empirical Study of Mortality Models in Taiwan 余清祥; Huang,Hong-Chih; Yue, Jack C.; Yang Sharon S.; 黃泓智; 余清祥; 楊曉文
    [統計學系] 期刊論文 2006-03 隨機投資模型與長期負債投資避險策略之研究 黃鴻智; 余清祥; 楊曉文; 黃彥富
    [財務管理學系] 專書/專書篇章 2020-09 Pricing fair deposit insurance: Structural model approach 陳鴻毅; Chen, Hong-Yi; Tai, Tzu; Lee, Cheng Few; Dai, Tian-Shyr; Wang, Keh Luh
    [財務管理學系] 會議論文 2019-05 Do investors exaggerate corporate ESG information? Evidence from ESG-momentum effect in Taiwanese market 陳鴻毅; Chen, Hong-Yi; Yang, Sharon S.
    [財務管理學系] 期刊論文 2020-10 Do investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market? 陳鴻毅; Chen, Hong-Yi; Yang, Sharon S.
    [財務管理學系] 期刊論文 2008-06 Valuation of the Interest Rate Guarantee Embedded in Defined Contribution Pension Plans / Insurance: Mathematics and Economic 岳夢蘭; Yang, Sharon S.; Yueh, Meng-Lan; Tang, Chun-Hua
    [金融學系] 期刊論文 2023-10 Financial Literacy and Robo-Advisor Adoption: Evidence from Taiwan Choo, Min-rui; Tsai, Wei-che; Hsiao, Yu-jen; Yang, Sharon S.; 朱民芮; 蔡維哲; 蕭育仁; 楊曉文
    [金融學系] 期刊論文 2023-07 Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk 楊曉文; Yang, Sharon S.; Dai, Tian-Shyr; Liu, Liang-Chih
    [金融學系] 期刊論文 2022-09 Modeling pandemic mortality risk and its application to mortality-linked security pricing 楊曉文; 黃泓智; Yang, Sharon S.; Huang, Hong-Chih; Chen, Fen-Ying
    [金融學系] 期刊論文 2022-03 ESG Momentum Strategies: A Comparison between Taiwanese and Japanese Markets 楊曉文; 陳鴻毅; Yang, Sharon S.; Chen, Hong-Yi; Hsu, Chun-Huei
    [金融學系] 期刊論文 2021-09 以基本面分析強化社會責任投資績效 楊曉文; Yang, Sharon S.; 朱民芮; 蔡維哲; 鄞齊
    [金融學系] 期刊論文 2020-08 Model Risk on Risk Analysis for No-Negative-Equity-Guarantees 楊曉文; Yang, Sharon S.; Huang, Jr-Wei; Chang, Chuang-Chang
    [金融學系] 期刊論文 2020-08 Do Investors Exaggerate Corporate ESG Information? Evidence from the ESG Momentum Effect in the Taiwanese Market 楊曉文; Yang, Sharon S.; Chen, Hong-Yi
    [金融學系] 期刊論文 2020-07 Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products 楊曉文; Yang, Sharon S.; 黃志偉; Huang, Jr-Wei; 張傳章; Chang, Chuang-Chang
    [金融學系] 期刊論文 2020-06 Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products 楊曉文; Yangb, Sharon S.; Chang , Chuang-Chang; Huang, Jr-Wei
    [金融學系] 期刊論文 2019-12 Understanding Patterns of Mortality Homogeneity and Heterogeneity across Countries and their Role in Modelling Mortality Dynamics and Hedging Longevity Risk 楊曉文; Yang, Sharon S.; Yeh, Yu-Yun; Yue, Jack C.; Huang, Hong-Chih
    [金融學系] 期刊論文 2019-07 Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework 楊曉文; Yang, Sharon S.; 王昭文; Wang, Chou-Wen; 劉議謙; Liu, I-Chien
    [金融學系] 期刊論文 2018-05 Modeling Temperature Behaviors: Application to Weather Derivative Valuation 楊曉文; Yang, Sharon S.; 黄志偉; Huang, Jr-Wei; 張傳章; Chang, Chuang-Chang
    [金融學系] 期刊論文 2017-06 Detecting Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries for Developing Mortality-linked Securities 楊曉文; Yang, Sharon S.; 黃志偉; Huang, Jr-Wei
    [金融學系] 期刊論文 2017 Pension Reform and Building a Sustainable Pension System in Taiwan 楊曉文; Yang, Sharon S.
    [金融學系] 期刊論文 2016-06 The Valuation of Temperature Derivatives: The Case for Taiwan 楊曉文; Yang, Sharon S.
    [金融學系] 期刊論文 2015-07 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; 王昭文; 楊曉文; 黃泓智
    [金融學系] 期刊論文 2015-06 A Simulation Study of Risk Measure and Dynamic Financial Analysis for Flood Insurance: An Example of Taiwan Keelung River District 楊曉文; Yang, Sharon S.; 黃雅文
    [金融學系] 期刊論文 2015-03 Analysis of the Efficient Frontier for Life Settlements in the Presence of Longevity Risk 楊曉文; Yang, Sharon S.; 葉俞昀; Yeh, Yu-Yun
    [金融學系] 期刊論文 2014 The Determinants of Life Insurer’s Growth for a Developing Insurance Market: Domestic vs. Foreign Insurance Firms 楊曉文; Yang, Sharon S.; Tien, Joseph J
    [金融學系] 期刊論文 2012 Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age 楊曉文; Yang, Sharon S.
    [金融學系] 期刊論文 2011 Securitization and Tranching Longevity and House Price Risk for Reverse Mortgage Products 楊曉文; Yang, Sharon S.
    [金融學系] 期刊論文 2010 Evaluating Quantile Reserve for Equity-Linked Insurance under a Stochastic Volatility Model: Long-Memory vs. Short-Memory 楊曉文; Yang, Sharon S.
    [風險管理與保險學系] 國科會研究計畫 2007 高齡社會的來臨：為2025年的台灣社會規劃之整合研究-高齡社會之財富適足性與退休財務規劃之研究(II) 黃泓智; 楊曉文
    [風險管理與保險學系] 國科會研究計畫 2006 高齡社會的來臨：為2025年的台灣社會規劃之整合研究-高齡社會之財富適足性與退休財務規劃之研究(I) 黃泓智; 楊曉文
    [風險管理與保險學系] 期刊論文 2021-03 Valuation of Non-Negative-Equity Guarantees, Considering Contagion Risk for House Prices Under the HJM Interest Rate Model 黃泓智; 楊曉文; Huang, Hong-Chih; Chen, Fen Ying; Yang, Sharon S.
    [風險管理與保險學系] 期刊論文 2019-08 考量隨機利率下物價連動保證對退休金制度年金成本評價之分析 黃泓智; Huan, Hong-Chih; 陳芬英*; Chen, Fen-Ying; 楊曉文; Yang, Sharon S.
    [風險管理與保險學系] 期刊論文 2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks 楊曉文; Yang, Sharon S.; 黃泓智; Huang, Hong-Chih; Jung, Jin-Kuo
    [風險管理與保險學系] 期刊論文 2017-12 Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Pricing Yang, Sharon S.; 黃泓智; Huang, Hong-Chih; Yeh, Yu-Yun
    [風險管理與保險學系] 期刊論文 2017-08 年金改革與建立臺灣永續年金制度 王儷玲; 楊曉文; 陳彥志
    [風險管理與保險學系] 期刊論文 2015-09 Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks Dai, Tian-Shyr; Yang, Sharon S.; Liu, Liang-Chih; 楊曉文
    [風險管理與保險學系] 期刊論文 2015 Detecting and modelling the jump risk of CO2 emission allowances and their impact on the valuation of option on futures contracts Yang, Sharon S.; Huang, Jr-Wei; Chang, Chuang-Chang; 楊曉文
    [風險管理與保險學系] 期刊論文 2014-09 A New Look at the Dynamic Interrelationship between Growth and Profitability in the Chinese Property Liability Insurance Industry Jeng, Vivian S C; Yang, Sharon S; 鄭士卿
    [風險管理與保險學系] 期刊論文 2014-03 Price bounds of mortality-linked security in incomplete insurance market Huang, Y.-L.; Tsai, J.T.; Yang, Sharon S.; Cheng, H.-W.; 楊曉文
    [風險管理與保險學系] 期刊論文 2013-12 PRICING SURVIVOR DERIVATIVES WITH COHORT MORTALITY DEPENDENCE UNDER THE LEE-CARTER FRAMEWORK Wang, Chou-Wen; Yang, Sharon S.; 楊曉文
    [風險管理與保險學系] 期刊論文 2013-03 Pricing and securitization of multi-country longevity risk with mortality dependence Yang, Sharon S.; Wang, C.-W.; 楊曉文
    [風險管理與保險學系] 期刊論文 2013-03 A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions Yang, Sharon S.; Dai, T.S.; 楊曉文
    [風險管理與保險學系] 期刊論文 2010-06 An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach 王儷玲; 黃泓智; 楊曉文; 蔡子皓; Wang, Jennifer L.; Huang, H.C.; Yang, Sharon S.; Tsai, Jeffrey T.
    [風險管理與保險學系] 期刊論文 2010-06 Modeling Longevity Risks using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models/Insurance: Mathematics and Economics Yang, Sharon S.; Yue, Jack C.; Huang,Hong-Chih; 楊曉文; 余清祥; 黃泓智
    [風險管理與保險學系] 期刊論文 2009-10 The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans/ The Geneva Papers on Risk and Insurance - Issues and Practice Yang, Sharon S.; Huang,Hong-Chih; 楊曉文; 黃泓智
    [風險管理與保險學系] 期刊論文 2007-07 Pricing and Implementation of Longevity Bonds in Taiwan 王儷玲; 楊曉文; Wang, Jennifer L.; Yang, Sharon S.
    [風險管理與保險學系] 期刊論文 2006-08 勞退新制下個人帳戶制與年金保險制之所得替代率分析 王儷玲; 楊曉文; 黃泓智
    [風險管理與保險學系] 期刊論文 2006-07 隨機投資模型與長期負債投資避險策略之研究 黃泓智; 余清祥; 楊曉文; 黃彥富
    [風險管理與保險學系] 期刊論文 2006-07 隨機投資模型與長期投資避險策略之研究 黃泓智; 余清祥; 楊曉文; 黃彥富
    [風險管理與保險學系] 期刊論文 2006-01 投資策略、清償能力與分紅保單公平定價之研究 楊曉文; 黃泓智; 黃麗容; Sharon S. Yang; Huang,Hong-Chih; Huang,Li-Long
    [風險管理與保險學系] 期刊論文 2006 勞退新制下個人帳戶與年金保險制最適轉換時點與轉換價值分析 黃泓智; 王儷伶; 楊曉文
    [風險管理與保險學系] 期刊論文 2004-12 投資型保險保證給付風險之衡量:同調風險衡量值的介紹與應用 楊曉文; 黃泓智; 鄭宇宏

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