Chou‐Wen Wang

National Kaohsiung University of Science and Technology

2 Jhuoyue Rd.

Nanzih

Kaohsiung City, Taiwan 811

Taiwan

SCHOLARLY PAPERS

9

DOWNLOADS

412

SSRN CITATIONS
Rank 31,816

SSRN RANKINGS

Top 31,816

in Total Papers Citations

11

CROSSREF CITATIONS

16

Scholarly Papers (9)

1.

Spatial Dependence & Aggregation in Weather Risk Hedging: A Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach

Astin Bulletin, 48 (2), 779-815.
Number of pages: 43 Posted: 05 Oct 2015 Last Revised: 25 Jan 2019
Wenjun Zhu, Ken Seng Tan, Lysa Porth and Chou‐Wen Wang
Nanyang Business School, Nanyang Technological University, University of Waterloo, University of Manitoba - Warren Centre for Actuarial Studies and Research and National Kaohsiung University of Science and Technology
Downloads 138 (259,267)

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Systemic weather risk, Hedging strategies, Hierarchical Archimedean copulas, Lévy subordinators

2.

Structure and Estimation of Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC): Theory and Empirical Tests

Journal of Banking and Finance, 69 (2016): 20-36.
Number of pages: 45 Posted: 27 Sep 2015 Last Revised: 16 Jul 2020
Wenjun Zhu, Chou‐Wen Wang and Ken Seng Tan
Nanyang Business School, Nanyang Technological University, National Kaohsiung University of Science and Technology and University of Waterloo
Downloads 118 (291,454)
Citation 1

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High dimensional modeling, Hierarchical Archimedean copulas, Lévy subordinators, Downside risk

3.

Modeling Multi-Country Longevity Risk with Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach

Journal of Risk and Insurance, 84, 477-493.
Number of pages: 23 Posted: 04 Oct 2015 Last Revised: 11 Feb 2020
Wenjun Zhu, Ken Seng Tan and Chou‐Wen Wang
Nanyang Business School, Nanyang Technological University, University of Waterloo and National Kaohsiung University of Science and Technology
Downloads 109 (308,104)
Citation 2

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Geographical Mortality Dependence; Longevity Securitization; Hierarchical Archimedean copulas; Lévy subordinators

4.

Neighbouring Prediction for Mortality

ASTIN Bulletin, the Journal of the IAA, forthcoming., Nanyang Business School Research Paper No. 20-07
Number of pages: 41 Posted: 11 May 2020 Last Revised: 05 Apr 2021
Chou‐Wen Wang, Jinggong Zhang and Wenjun Zhu
National Kaohsiung University of Science and Technology, Nanyang Business School, Nanyang Technological University and Nanyang Business School, Nanyang Technological University
Downloads 43 (505,363)
Citation 2

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artificial intelligence, convolutional neural network, longevity risk, multi-population mortality modelling

5.

The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts

Journal of Risk and Insurance, Vol. 79, Issue 3, pp. 867-895, 2012
Number of pages: 29 Posted: 23 Aug 2012
Chia‐Chien Chang, Chou‐Wen Wang and Chih‐Yuan Yang
affiliation not provided to SSRN, National Kaohsiung University of Science and Technology and Department of Civic Education and Leadership, National Taiwan Normal University, Taiwan?
Downloads 3 (766,987)
Citation 1
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6.

Modeling Multicountry Longevity Risk with Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas Approach

Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 477-493, 2017
Number of pages: 17 Posted: 14 Apr 2017
Ken Seng Tan and Chou‐Wen Wang
University of Waterloo and National Kaohsiung University of Science and Technology
Downloads 1 (787,963)
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7.

The Valuation of Lifetime Health Insurance Policies with Limited Coverage

Journal of Risk and Insurance, Vol. 83, Issue 3, pp. 777-800, 2016
Number of pages: 24 Posted: 09 Aug 2016
Shang‐Yin Yang, Chou‐Wen Wang and Hong‐Chih Huang
Tunghai University - Finance, National Kaohsiung University of Science and Technology and National Chengchi University (NCCU) - College of Commerce
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8.

Pricing Survivor Derivatives with Cohort Mortality Dependence Under the Lee–Carter Framework

Journal of Risk and Insurance, Vol. 80, Issue 4, pp. 1027-1056, 2013
Number of pages: 30 Posted: 18 Dec 2013
Chou‐Wen Wang and Sharon Yang
National Kaohsiung University of Science and Technology and National Central University
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9.

Mortality Modeling with Non‐Gaussian Innovations and Applications to the Valuation of Longevity Swaps

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 775-798, 2013
Number of pages: 24 Posted: 30 Aug 2013
Chou‐Wen Wang, Hong‐Chih Huang and I‐Chien Liu
National Kaohsiung University of Science and Technology, National Chengchi University (NCCU) - College of Commerce and National Chengchi University (NCCU)
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