Zobrazeno 1 - 10
of 70
pro vyhledávání: '"Ming Hua Hsieh"'
Publikováno v:
Mathematics, Vol 9, Iss 23, p 3094 (2021)
The prediction of stocks is complicated by the dynamic, complex, and chaotic environment of the stock market. Investors put their money into the financial market, hoping to maximize profits by understanding market trends and designing trading strateg
Externí odkaz:
https://doaj.org/article/bcb875e0c005423c9ab86d31740bbba4
Publikováno v:
China Finance Review International. 11:372-405
PurposeIt is quite possible that financial institutions including life insurance companies would encounter turbulent situations such as the COVID-19 pandemic before policies mature. Constructing models that can generate scenarios for major assets to
Publikováno v:
North American Actuarial Journal. 25:S119-S131
Mortality risk is one of the core risks that life insurers undertake. The uncertain future lifetime of each insured represents one risk factor, and the dependence structure among these risk factors...
Publikováno v:
IEEE Transactions on Vehicular Technology. 67:1036-1052
This study develops a newly designed, patented, bidirectional dc/dc converter (BDC) that interfaces a main energy storage (ES1), an auxiliary energy storage (ES2), and dc-bus of different voltage levels, for application in hybrid electric vehicle sys
Publikováno v:
Insurance: Mathematics and Economics. 78:246-254
This paper proposes a new product, the Variable Life Care Annuity with Guaranteed Lifetime Withdrawal Benefits (LCA-GLWB), and designs an efficient valuation algorithm. This innovative product provides a comprehensive retirement solution for both lon
Publikováno v:
Pacific-Basin Finance Journal. 68:101574
Life settlements may facilitate a more efficient insurance market, generate diversification benefits to investors, and even provide hedging benefits to Asia life insurers. The literature does not investigate what determines the risk premiums of life
Publikováno v:
The North American Journal of Economics and Finance. 51:100961
In this paper, we propose a variance reduction method that combines importance sampling and control variates to price European Arithmetic Asian options and its variants (i.e., Asian options plus knock-in or knock-out options) under the Black-Scholes
Autor:
Ming-Tao Chung1 dover@fce.com.tw, Ming-Hua Hsieh2 mhsieh@nccu.edu.tw
Publikováno v:
Business Management Dynamics. May2015, Vol. 4 Issue 11, p1-7. 7p.
Autor:
Ming-Hua Hsieh, 謝明華
106
In this thesis, multiport bidirectional power converter (MBPC) is proposed. It can be interfaced three ports with different voltage and combined with electric/fuel-cell vehicle system. The function of proposed converter is to control bidirec
In this thesis, multiport bidirectional power converter (MBPC) is proposed. It can be interfaced three ports with different voltage and combined with electric/fuel-cell vehicle system. The function of proposed converter is to control bidirec
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/p3tnt3
Publikováno v:
The Journal of Derivatives. 22:50-66
Risk management today focuses heavily on estimating the location and conditional expectation of the left tail of the probability distribution for returns or portfolio value. The Holy Grail in derivatives pricing is a closed-form valuation equation su