1. Chou-Wen Wang, Sharon S. Yang, Jr-Wei Huang* (2017, Jan). Analytic Option Pricing and Risk Measures under a Regime-Switching Generalized Hyperbolic Model with an Application to Equity-Linked Insurance, Quantitative Finance (國科會財務領域 A-級期刊). (Accepted). (SSCI). NSC 99-2410-H-327-004-. 本人為第一作者.
2. Chou-Wen Wang, Hong-Chih Huang* (2017, Jan). Risk Management of Financial Crises: An Optimal Investment Strategy with Multivariate Jump Diffusion Models, ASTIN Bulletin (國科會100年保險精算領域A-級期刊). (Accepted). (SSCI). 本人為第一作者.
3. Wenjun Zhu*, Ken Seng Tan, Chou-Wen Wang (2016, Oct). Modeling Multi-country Longevity Risk with Mortality Dependence: A Levy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach, Journal of Risk and Insurance (國科會100年保險精算領域A Tier-1級期刊). (Accepted). (SSCI).
4. Wenjun Zhu*, Chou-Wen Wang, Ken Seng Tan (2016, Jan). Structure and Estimation of Levy Subordinated Hierarchical Archimedean Copulas (LSHAC): Theory and Empirical Tests. Journal of Banking and Finance (國科會100年財務領域A Tier-1級期刊). (Accepted). (SSCI). MOST 101-2410-H-327-029.
5. Chou-Wen Wang, Sharon S. Yang, Hong-Chih Huang (2015, Jul). Modeling Multi-Country Mortality Dependence and Its Application in Pricing Survivor Index Swaps-A Dynamic Copula Approach. Insurance: Mathematics and Economics (國科會100年保險精算領域A Tier-2級期刊), Volume 63, Pages 30–39. (SSCI). MOST 101-2410-H-327-029. 本人為第一作者.
6. Shang-Yin Yang, Chou-Wen Wang, Hong-Chih Huang (2015, Apr). The Valuation of Lifetime Health Insurance Policies with Limited Coverage. Journal of Risk and Insurance (國科會100年保險精算領域A Tier-1級期刊). (SSCI).
7. Tzuling Lin, Chou-Wen Wang, Cary Chi-Liang Tsai* (2015, Mar). Age-specific Copula-AR-GARCH Mortality Models. Insurance: Mathematics and Economics(國科會100年保險精算領域A Tier-2級期刊), Vol. 61, Issue C, 110-124.. (SSCI). MOST 102-2410-H-194-014.
8. 陳昌志*,張嘉倩,王昭文,徐守德(2014年12月)。市場與信用風險交互影響下風險性證券之易脆選擇權的評價避險。中山管理評論,第二十二卷第四期,第673頁─710頁。(TSSCI)。
9. Shyh-Weir Tzang*, Chou-Wen Wang, Min-Teh Yu (2014, Oct). Systematic Risk and Volatility Skew. International Review of Economics and Finance (國科會100年財務領域B+級期刊). (Accepted). (SSCI).
10. Chou-Wen Wang, Hong-Chih Huang, Yung-Tsung Lee* (2014, Jul). On the Valuation of Reverse Mortgage Insurance. Scandinavian Actuarial Journal (國科會100年保險精算領域B+級期刊), Volume 2016, Issue 4,, pages 293-318. (SSCI). 本人為第一作者.
11. Chou-Wen Wang, Hong-Chih Huang*, I-Chien Liu (2013, Sep). Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps. Journal of Risk and Insurance(國科會100年保險精算領域 A Tier-1 級期刊) , Vol. 80, No. 3, 775–797. (SSCI). 本人為第一作者.
12. Chou-Wen Wang and Sharon S. Yang, Pricing Survivor Derivatives with Cohort Mortality Dependence under the Lee-Carter Framework. Journal of Risk and Insurance (國科會100年保險精算領域A Tier-1級期刊), 2013, Vol. 80, Issue 4, 1027-1056. (SSCI).
13. Sharon S. Yang*,Chou-Wen Wang (2013, Mar). Pricing and Securitization of Multi-country Longevity Risk with Mortality Dependence. Insurance: Mathematics and Economics(國科會100年保險精算領域 A Tier-2 級期刊) ,Vol. 52, Issue 2, 157-169. (SSCI). NSC 98-2410-H-327-024.
14. Chou-Wen Wang, Hong-Chih Huang*, De-Chuan Hong (2013, Feb). A Feasible Natural Hedging Strategy for Insurance Companies. Insurance: Mathematics and Economics(國科會100年保險精算領域 A Tier-2 級期刊) , Vol. 52, Issue 3,532-541. (SSCI). 本人為第一作者.
15. Chia-Chien Chang, Chou-Wen Wang*, Chih-Yuan Yang (2012, Sep). The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts. Journal of Risk and Insurance (國科會100年保險精算領域 A Tier-1 級期刊), Vol. 79, No.3, 867-895. (SSCI). 本人為通訊作者.
16. Yung-Tsung Lee, Chou-Wen Wang, Hong-Chih Huang* (2012, Sep). On the Valuation of Reverse Mortgages with Regular Tenure Payments. Insurance: Mathematics and Economics(國科會100年保險精算領域 A Tier-2 級期刊),Volume 51, Issue 2, P.430–P.441. (SSCI).
17. Chou-Wen Wang*, Chin-Wen Wu, Shyh-Weir Tzang (2012, Jan). Implementing Option Pricing Models when Asset Returns Follow an Autoregressive Moving Average Process. International Review of Economics and Finance(國科會財務領域 B+級期刊), Volume 24, P.8–P.25 . (SSCI). 本人為第一作者、通訊作者.
18. Chou-Wen Wang, Hong-Chih Huang*, I-Chien Liu (2011, Oct). A Quantitative Comparison of the Lee-Carter Model with Non-Gaussian Innovations for Long- Term Mortality Data. Geneva Papers on Risk and Insurance - Issues and Practice (國科會100年保險精算領域B+級期刊), Volume 36, Issue 4, Pages 675-696. (SSCI). 本人為第一作者.
19. Hong-Chih Huang, Chou-Wen Wang*, Yuan-Chi Miao (2011, Oct). Securitization of Crossover Risk in Reverse Mortgages. Geneva Papers on Risk and Insurance - Issues and Practice (國科會100年保險精算領域B+級期刊), Volume 36, Issue 4, Pages 622-647. (SSCI). 本人為通訊作者.
20. Shyh-Weir Tzang*, Chih-Hsing Hung, Chou-Wen Wang, David So-De Shyu (2011, Apr). Do Liquidity and Sampling Methods Matter in Constructing Volatility Indices? Empirical Evidence from Taiwan. International Review of Economics and Finance (國科會財務領域 B+級期刊), Volume 20, Issue 2, Pages 312-324. (SSCI).
21. Chou-Wen Wang, Ting-Yi Wu* (2011, Mar). Futures and Futures Options with Basis Risk:Theoretical and Empirical Perspectives. Quantitative Finance (國科會財務領域 A-級期刊), Volume 11, Issue 3, 2011, pages 477-485. (SSCI). NSC 96-2416-H-327-017. 本人為第一作者.
22. 楊智元,張嘉倩,王昭文*,徐守德(2011年06月)。考慮資本寬容下房屋抵押貸款保險之評價。住宅學報,第二十卷第一期,第59頁─84頁。(TSSCI)。本人為通訊作者。
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