| 2022 |
Fen-Ying Chen;Sharon S. Yang*;Hong-Chih Huang, 2022.06, 'Modeling Pandemic Mortality Risk and its Application to Mortality- Linked Security Pricing, ' Insurance Mathematics and Economics, Vol.106, pp.341-363.(SSCI)(*為通訊作者), vol. 438052, Jun. 2022 |
| 2021 |
Hong-Yi Chen*;Chun-Huei Hsu;Sharon S. Yang, 2021.11, 'ESG Momentum Strategies: A Comparison between Taiwanese and Japanese Markets, ' Advances in Pacific Basin Business, Economics and Finance, Vol.10.(SSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 434721, Nov. 2021 |
| 2021 |
朱民芮;蔡維哲;楊曉文*;鄞齊, 2021.09, '以基本面分析強化社會責任投資績效, ' 證券市場發展季刊, Vol.33, No.3, pp.1-42.(TSSCI)(*為通訊作者), vol. 433483, Sep. 2021 |
| 2021 |
Jr-Wei Huang;Sharon. S. Yang*;Chuang-Chang Chang, 2021.08, 'Modeling Housing Price Dynamics and Their Impact on the Cost of No-Negative-Equity- Guarantees for Equity Releasing Products, ' Journal of Real Estate Finance and Economics, Vol.63, pp.249-279.(SSCI)(*為通訊作者), vol. 427064, Aug. 2021 |
| 2021 |
Jr-Wei Huang;Sharon. S. Yang*;Chuang-Chang Chang, 2021.07, 'Model Risk on Risk Analysis for No-Negative-Equity-Guarantees, ' The Journal of Derivatives, Vol.28, No.4, pp.87-110.(SSCI)(*為通訊作者), vol. 427677, Jul. 2021 |
| 2021 |
Fen-Ying Chen*;Sharon S. Yang;Hong-Chih Huang, 2021.03, 'Valuation of Non-Negative-Equity Guarantees Considering Contagion Risk of House Prices under the HJM Interest Rate Model, ' Quantitative Finance, Vol.21, No.9, pp.1551-1565.(SSCI)(*為通訊作者), vol. 430110, Mar. 2021 |
| 2020 |
Hong-Yi Chen;Sharon. S. Yang*, 2020.08, 'Do Investors Exaggerate Corporate ESG Information? Evidence from the ESG Momentum Effect in the Taiwanese Market, ' Pacific-Basin Finance Journal, Vol.63, pp.101407.(SSCI)(*為通訊作者), vol. 427679, Aug. 2020 |
| 2020 |
Sharon S. Yang;Chou-Wen Wang;I-Chien Liu*, 2020.03, 'Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework, ' Journal of Financial Studies, Vol.28, No.1, pp.1-25.(TSSCI)(*為通訊作者), vol. 425115, Mar. 2020 |
| 2019 |
Sharon S. Yang*;Yu-Yun Yeh;Jack C. Yue;Hong-Chih Huang, 2019.12, 'Understanding Patterns of Mortality Homogeneity and Heterogeneity across Countries and their Role in Modelling Mortality Dynamics and Hedging Longevity Risk, ' North American Actuarial Journal, pp.Published online.(EconLit)(*為通訊作者), vol. 425116, Dec. 2019 |
| 2019 |
Sharon S. Yang*;Hong-Chih Huang;Yu-Yun Yeh, 2019.09, 'Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks, ' The Journal of Risk and Insurance, Vol.86, No.3, pp.783-805.(SSCI)(*為通訊作者), vol. 425114, Sep. 2019 |
| 2018 |
Jr-Wei Huang;Sharon S. Yang*;Chuang-Chang Chang, 2018.05, 'Modeling Temperature Behaviors: Application to Weather Derivative Valuation, ' Journal of Futures Markets, Vol.38, No.9, pp.1152-1175.(SSCI)(*為通訊作者), vol. 425126, May. 2018 |
| 2018 |
陳芬英*;楊曉文;黃泓智, 2018, 'The Effect of Inflation on the Cost of Inflation-linked Annuities Considering Stochastic Interest Rate and Inflation Rate Models, ' NTU Management Review, pp.29-60.(TSSCI)(*為通訊作者), vol. 425127, Jan. 2018 |
| 2017 |
Jr-Wei Huang;Sharon S. Yang*, 2017.06, 'Detecting Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries for Developing Mortality-linked Securities, ' Academia Economic Papers, Vol.42, No.2, pp.251-278.(TSSCI)(*為通訊作者), vol. 425130, Jun. 2017 |
| 2017 |
王儷玲;黃泓智*;楊曉文;陳彥志;鄭惠恒, 2017, 'Pension Reform and Building a Sustainable Pension System in Taiwan, ' Taiwan Economic Forecast and Policy, Vol.48, No.1, pp.1-39.(TSSCI)(*為通訊作者), vol. 425129, Jan. 2017 |
| 2017 |
Chou-Wen Wang;Sharon S. Yang*;Jr-Wei Huang, 2017, 'Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance, ' Quantitative Finance, Vol.17, No.10, pp.1567-1581.(SSCI)(*為通訊作者), vol. 425128, Jan. 2017 |
| 2016 |
Chuang-Chang Chang;Sharon S. Yang;Tzu-Yu Huang;Jr-Wei Huang, 2016.06, 'The Valuation of Temperature Derivatives: The Case for Taiwan, ' Journal of Financial Studies, Vol.24, No.2, pp.21-49.(TSSCI), vol. 425132, Jun. 2016 |
| 2016 |
Sharon S. Yang*;Jr-Wei Huang;Chuang-Chang Chang, 2016, 'Detecting and Modeling the Jump Risk of CO2 Emission Allowances and Their Impact on the Valuation of the Option on Futures Contracts, ' Quantitative Finance, Vol.16, No.5, pp.749-762.(SSCI)(*為通訊作者), vol. 425131, Jan. 2016 |
| 2015 |
Sharon S. Yang*;Yu-Yun Yeh, 2015, 'Analysis of the Efficient Frontier for Life Settlements in the Presence of Longevity Risk, ' Journal of Financial Studies, Vol.23, No.1, pp.1-29.(TSSCI)(*為通訊作者), vol. 425136, Jan. 2015 |
| 2015 |
楊曉文*;黃雅文, 2015, 'A Simulation Study of Risk Measure and Dynamic Financial Analysis for Flood Insurance: An Example of Taiwan Keelung River District, ' NTU Management Review, Vol.25, No.2, pp.83-118.(TSSCI)(*為通訊作者), vol. 425135, Jan. 2015 |
| 2015 |
Chou-Wen Wang;Sharon S. Yang*;Hong-Chih Huang, 2015, 'Modeling Multi-Country Mortality Dependence and Its Application in Pricing Survivor Index Swaps- A Dynamic Copula Approach, ' Insurance: Mathematics and Economics, Vol.63, pp.30-39.(SSCI)(*為通訊作者), vol. 425134, Jan. 2015 |
| 2015 |
Tian-Shyr Dai;Sharon S Yang*;Liang-Chih Liu, 2015, 'Pricing Guaranteed Minimum/Lifetime Withdrawal Benefits with Various Provisions under Investment, Interest Rate and Mortality Risks, ' Insurance Mathematics and Economics, Vol.64, pp.364-379.(SSCI)(*為通訊作者), vol. 425133, Jan. 2015 |
| 2014 |
楊曉文*, 2014, 'The Determinants of Life Insurer’s Growth for a Developing Insurance Market: Domestic vs. Foreign Insurance Firms, ' The Geneva Papers on Risk and Insurance - Issues and Practice, pp.1-24.(SSCI)(*為通訊作者), vol. 425139, Jan. 2014 |
| 2014 |
楊曉文*, 2014, 'Price bounds of mortality-linked security in incomplete insurance market, ' Insurance: Mathematics and Economics, pp.30-39.(SSCI)(*為通訊作者), vol. 425138, Jan. 2014 |
| 2014 |
Vivian S. C. Jeng*;Sharon S. Yang, 2014, 'A new look at the dynamic interrelationship between growth and profitability in the Chinese property liability insurance industry, ' Academia Economic Papers, pp.369-401.(TSSCI)(*為通訊作者), vol. 425137, Jan. 2014 |
| 2013 |
楊曉文*, 2013, 'Pricing Survivor Derivatives with Cohort Mortality Dependence under the Lee-Carter Framework, ' Journal of Risk and Insurance, pp.157-169.(SSCI)(*為通訊作者), vol. 425142, Jan. 2013 |
| 2013 |
楊曉文*, 2013, 'Pricing and Securitization of Multi-country Longevity Risk with Mortality Dependence, ' Insurance Mathematics and Economics, pp.157-169.(SSCI)(*為通訊作者), vol. 425141, Jan. 2013 |
| 2013 |
楊曉文*, 2013, 'A Flexible Tree for Evaluating Guaranteed Minimum Withdrawal Benefits under Deferred Life Annuity Contracts with Various Provisions, Insurance: Mathematics and Economics, ' Insurance Mathematics and Economics, pp.231-242.(SSCI)(*為通訊作者), vol. 425140, Jan. 2013 |
| 2012 |
楊曉文*, 2012, 'Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age, ' Journal of Financial Studies, pp.91-113.(TSSCI)(*為通訊作者), vol. 425143, Jan. 2012 |
| 2011 |
楊曉文*, 2011, 'Securitization and Tranching Longevity and House Price Risk for Reverse Mortgage Products, ' The Geneva Papers on Risk and Insurance - Issues and Practice, pp.648-674.(SSCI)(*為通訊作者), vol. 425144, Jan. 2011 |
| 2010 |
楊曉文*, 2010, 'Evaluating Quantile Reserve for Equity-Linked Insurance under a Stochastic Volatility Model: Long-Memory vs. Short-Memory, ' ASTIN Bulletin, pp.669-698.(SSCI)(*為通訊作者), vol. 425145, Jan. 2010 |
| 2010 |
楊曉文*, 2010, 'An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach, ' Journal of Risk and Insurance, pp.473-497.(SSCI)(*為通訊作者), vol. 425146, Jan. 2010 |
| 2010 |
楊曉文*, 2010, 'Modeling Longevity Risks using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models, ' Insurance Mathematics and Economics, pp.254-270.(SSCI)(*為通訊作者), vol. 425147, Jan. 2010 |
| 2009 |
楊曉文*, 2009, 'The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans, ' The Geneva Papers on Risk and Insurance - Issues and Practice, pp.660-681.(SSCI)(*為通訊作者), vol. 425148, Jan. 2009 |
