Shaun Wang

Georgia State University's Robinson College of Business

Professor of Actuarial Science

P.O. Box 4036

Atlanta, GA 30302-4036

United States

http://www.rmi.gsu.edu/Faculty/pages/wang.htm

SCHOLARLY PAPERS

7

DOWNLOADS
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SSRN RANKINGS

Top 41,358

in Total Papers Downloads

1,031

SSRN CITATIONS
Rank 11,006

SSRN RANKINGS

Top 11,006

in Total Papers Citations

4

CROSSREF CITATIONS

80

Scholarly Papers (7)

1.

Good Asset Purchase Plan (GAPP): A Strategy for Economic Recovery

Number of pages: 20 Posted: 15 Apr 2009
Shaun Wang
Georgia State University's Robinson College of Business
Downloads 338 (89,169)
Citation 1

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housing, residential mortgage, refinancing, debt-for-equity swap, debt reduction, financial crisis, government stimulus, GAPP

2.

Estimation of Distress Costs Associated with Downgrades Using Regime Switching Models

North American Actuarial Journal, Vol. 11, No. 4, pp. 42-60, 2007
Number of pages: 40 Posted: 04 Sep 2007 Last Revised: 20 Jan 2011
Andreas Milidonis and Shaun Wang
University of Cyprus - Department of Accounting and Finance and Georgia State University's Robinson College of Business
Downloads 325 (93,071)

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NRSRO Ratings, Markov Regime-Switching, CAPM

3.

Comonotonicity and Maximal Stop-Loss Premiums

Bulletin of the Swiss Association of Actuaries, Vol. 2, pp. 99-113, 2000
Number of pages: 14 Posted: 16 May 2010
Katholieke Universiteit Leuven, Georgia State University's Robinson College of Business, University of Michigan at Ann Arbor - Department of Mathematics and Catholic University of Leuven (KUL) - Department of Economics
Downloads 161 (185,671)
Citation 1

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4.

Building Toward a Resilient Financial System

Number of pages: 19 Posted: 18 Aug 2009 Last Revised: 01 Sep 2009
Shaun Wang
Georgia State University's Robinson College of Business
Downloads 98 (270,806)

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Systemic Risks, Regulation, Risk Intelligence, Price of Risk, Business Model, Structural Imbalance

5.

Is the Home Equity Conversion Mortgage in the United States Sustainable? Evidence from Pricing Mortgage Insurance Premiums and Non-Recourse Provisions Using the Conditional Esscher Transform

Insurance: Mathematics and Economics, Vol. 46, No. 2, 2010
Number of pages: 49 Posted: 24 Apr 2014
Hua Chen, Samuel H. Cox and Shaun Wang
University of Hawai?i at M?noa, University of Manitoba - Asper School of Business and Georgia State University's Robinson College of Business
Downloads 92 (282,108)
Citation 3

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Home Equity Conversion Mortgage (HECM); Non-Recourse Provision; Mortality Modeling; Conditional Esscher Transform

6.

Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization

Journal of Risk & Insurance, Vol. 73, No. 4, pp. 719-736, December 2006
Number of pages: 18 Posted: 29 Nov 2006
Samuel H. Cox, Yijia Lin and Shaun Wang
University of Manitoba - Asper School of Business, University of Nebraska at Lincoln - Department of Finance and Georgia State University's Robinson College of Business
Downloads 14 (562,049)
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7.

Catastrophe Risk Financing in the United States and the European Union: A Comparative Analysis of Alternative Regulatory Approaches

Journal of Risk and Insurance, Vol. 76, Issue 3, pp. 607-637, September 2009
Number of pages: 31 Posted: 13 Oct 2009
Robert W. Klein and Shaun Wang
Georgia State University and Georgia State University's Robinson College of Business
Downloads 3 (635,127)
Citation 1
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