Edit Profile (opens in new tab) Wang, Chou-Wen Compute Distance To: Compute Author ID: wang.chou-wen Published as: Wang, Chou-Wen Documents Indexed: 17 Publications since 2009 Co-Authors: 14 Co-Authors with 13 Joint Publications 79 Co-Co-Authors all top 5 Co-Authors 0 single-authored 5 Huang, Hong-Chih 3 Yang, Sharon S. 2 Lee, Yung-Tsung 2 Lin, Tzuling 2 Tsai, Cary Chi-Liang 2 Zabolotnov, Yu. M. 2 Zhu, Wenjun 1 Hong, De-Chuan 1 Huang, Jr-Wei 1 Kung, Ko-Lun 1 Liu, I-Chien 1 Porth, Lysa 1 Tan, Ken Seng 1 Wu, Ting-Yi 1 Zhang, Jinggong all top 5 Serials 6 Insurance Mathematics & Economics 3 ASTIN Bulletin 2 Quantitative Finance 1 Modern Physics Letters B 1 Engineering Analysis with Boundary Elements 1 Scandinavian Actuarial Journal 1 Matematicheskoe Modelirovanie 1 European Actuarial Journal 1 Mechanics of Solids all top 5 Fields 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Statistics (62-XX) 4 Probability theory and stochastic processes (60-XX) 2 Mechanics of particles and systems (70-XX) 1 Partial differential equations (35-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 10 Publications have been cited 72 times in 58 Documents Cited by ▼ Year ▼ Pricing and securitization of multi-country longevity risk with mortality dependence. Zbl 1284.91556Yang, Sharon S.; Wang, Chou-Wen 32 2013 Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang 11 2015 Modeling multi-country mortality dependence and its application in pricing survivor index swaps – a dynamic copula approach. Zbl 1348.62249Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih 11 2015 On the valuation of reverse mortgages with regular tenure payments. Zbl 1284.91550Lee, Yung-Tsung; Wang, Chou-Wen; Huang, Hong-Chih 8 2012 A feasible natural hedging strategy for insurance companies. Zbl 1284.91274Wang, Chou-Wen; Huang, Hong-Chih; Hong, De-Chuan 3 2013 Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance. Zbl 1402.91820Wang, Chou-Wen; Yang, Sharon S.; Huang, Jr-Wei 2 2017 On the valuation of reverse mortgage insurance. Zbl 1401.91199Wang, Chou-Wen; Huang, Hong-Chih; Lee, Yung-Tsung 2 2016 Application of relations of singularity intensities of tangent derivatives of boundary displacements and tractions to BEM. Zbl 1244.74197Wang, Ch.; Li, Z. L. 1 2009 Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen 1 2018 Neighbouring prediction for mortality. Zbl 1480.91248Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun 1 2021 Neighbouring prediction for mortality. Zbl 1480.91248Wang, Chou-Wen; Zhang, Jinggong; Zhu, Wenjun 1 2021 Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen 1 2018 Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance. Zbl 1402.91820Wang, Chou-Wen; Yang, Sharon S.; Huang, Jr-Wei 2 2017 On the valuation of reverse mortgage insurance. Zbl 1401.91199Wang, Chou-Wen; Huang, Hong-Chih; Lee, Yung-Tsung 2 2016 Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang 11 2015 Modeling multi-country mortality dependence and its application in pricing survivor index swaps – a dynamic copula approach. Zbl 1348.62249Wang, Chou-Wen; Yang, Sharon S.; Huang, Hong-Chih 11 2015 Pricing and securitization of multi-country longevity risk with mortality dependence. Zbl 1284.91556Yang, Sharon S.; Wang, Chou-Wen 32 2013 A feasible natural hedging strategy for insurance companies. Zbl 1284.91274Wang, Chou-Wen; Huang, Hong-Chih; Hong, De-Chuan 3 2013 On the valuation of reverse mortgages with regular tenure payments. Zbl 1284.91550Lee, Yung-Tsung; Wang, Chou-Wen; Huang, Hong-Chih 8 2012 Application of relations of singularity intensities of tangent derivatives of boundary displacements and tractions to BEM. Zbl 1244.74197Wang, Ch.; Li, Z. L. 1 2009 all cited Publications top 5 cited Publications all top 5 Cited by 88 Authors 9 Tsai, Cary Chi-Liang 7 Blake, David 6 Lin, Tzuling 6 Wang, Chou-Wen 5 Li, Johnny Siu-Hang 5 MacMinn, Richard D. 3 Haberman, Steven 3 Lee, Yung-Tsung 3 Li, Jackie Ji 2 de Jong, Piet 2 Godin, Frédéric 2 Hardy, Mary Rosalyn 2 Huang, Hong-Chih 2 Hunt, Andrew 2 Kung, Ko-Lun 2 Leng, Xuan 2 Peng, Liang 2 Regis, Luca 2 Tan, Ken Seng 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 Yang, Sharon S. 2 Zhou, Rui 2 Zhu, Wenjun 1 Ahmadi, Seyed Saeed 1 Arnold, Séverine 1 Badescu, Alexandru M. 1 Balasooriya, Uditha 1 Buckner, Dean 1 Cairns, Andrew J. G. 1 Chang, Le 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 Fry, John L. 1 Glushko, Viktoriya 1 Guillen, Montserrat 1 Hanewald, Katja 1 Hsieh, Ming-hua 1 Jallbjørn, Snorre 1 Jarner, Søren Fiig 1 Jevtić, Petar 1 Kaishev, Vladimir K. 1 Kamiya, Shinichi 1 Kogure, Atsuyuki 1 Korn, Ralf 1 Kuo, Weiyu 1 Lai, Van Son 1 Landsman, Zinoviy M. 1 Li, Han 1 Liao, Xin 1 Liu, I-Chien 1 Liu, Yanxin 1 Loisel, Stéphane 1 Lu, Yang 1 Luciano, Elisa 1 Makov, Udi E. 1 Millossovich, Pietro 1 Peng, Zuoxiang 1 Porth, Lysa 1 Quaye, Enoch Nii Boi 1 Rui, Zhou 1 Schinzinger, Edo 1 Schnürch, Simon 1 Shao, Adam W. 1 Shapovalov, Vered 1 Sherris, Michael 1 Shi, Tianxiang 1 Shi, Yanlin 1 Sun, Tao 1 Tan, Chong It 1 Tang, Qihe 1 Tsai, Jason Chenghsien 1 Tunaru, Radu S. 1 Uribe, Jorge M. 1 Wong, Hoi Ying 1 Wong, Tat Wing 1 Zhang, Jinggong all top 5 Cited in 7 Serials 32 Insurance Mathematics & Economics 10 ASTIN Bulletin 9 North American Actuarial Journal 3 Scandinavian Actuarial Journal 2 European Actuarial Journal 1 Statistics & Probability Letters 1 Economics Letters all top 5 Cited in 7 Fields 55 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Statistics (62-XX) 5 General and overarching topics; collections (00-XX) 4 Probability theory and stochastic processes (60-XX) 2 Computer science (68-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Biology and other natural sciences (92-XX) Citations by Year