Goodness-of-Fit of Logistic Regression of the Default Rate on GDP Growth Rate and on CDX Indices

by Kuang-Hua Hu, Shih-Kuei Lin, Yung-Kang Ching, Ming-Chin Hung
Published 2021-08-01

Valuation of Equity-Indexed Annuities under Regime-Switching Jump Model:Evidence from Stock Indices

by Chin-yu Lin, 林晉煜
Published 2010

The Valuation of Mortgage Insurance Contracts under Business Cycles: Evidence from Housing Price Index

by Ming-che Chuang, 莊明哲
Published 2010

The Application of Lévy Processes with Stochastic Interest Rates in Structural Models

by Te-cheng Lin, 林德政
Published 2008

A Recursive Formula of a Participating Contract Embedding a Surrender Option under Regime-Switching Model with Jump Risks: Evidence from Stock Indices

by Chia-Yu Chou, 周家伃
Published 2010

A Theoretical and Empirical Study on the Valuation of the Open Market Repurchases by Exchange Options

by Pei-Ling Tsai, 蔡佩玲
Published 2009

Empirical Analysis and Theoretical Valuation in Mortality Securitization with Basis Risk and Mortality Inter-age Dependence Risk

by Li-lin Hsu, 許立琳
Published 2009

Estimating Variance of Parameter Estimators by Supplemented Expectation Maximization and Gibbs Sampling Algorithm in Regime-Switching Jump Model

by Sheng-jie Wu, 吳聲杰
Published 2009

Estimating Variance of parameters by Supplemented Expectation Maximization Algorithm and Gibbs Sampling in Regime-Switching Model with Jump Risks

by Yu-shiou Shiu, 徐于琇
Published 2009

Credit Scoring Model under Systematic Risks：Evidence from Taiwan Stock Market

by Chia-Feng Wu, 吳佳峰
Published 2009

An Empirical Analysis of Markov Switching Models with Jump Risks

by Yu-Chieh Wang, 汪昱頡
Published 2008