Chang, S.C. and Y.W. Hwang, 2010/1/25, “Investment Decision in Defined Contribution Pension Schemes Incorporating Incentive Mechanism”, Chapter 2 in Pension Fund Risk Management, edited by Marco, M., N.G. Greg, and B.M. Giovanni, Chapman & Hall. (p39-70)
期刊論文
期刊論文
Hwang, Y.W., 2017/3, “Empirical Analysis of Surrender Dynamics in Taiwan Life Insurance Companies”, accepted by Bulletin Français d'Actuariat.
Hwang, Y.W.*, S.C. Chang and Y.C. Wu, 2015/6, “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty”, North American Actuarial Journal, 19(2), 94-115.
Yang, S and Y.W. Hwang*, 2015/6, “A Simulation Study of Risk Measure and Dynamic Financial Analysis for Flood Insurance: An Example of Taiwan Keelung River District”, NTU Management Review 25(2), 83-118. (TSSCI, in Chinese)
Hsieh, M.H., Y.W. Hwang*, W.Y. Kuo and C.H. Tsai, 2014/9, “On the way to estimate the risk of life insurance reserve,” Academia Economic Paper 42(3), 403-434.
Huang, S.R., P.L. Chang, Y.W. Hwang and Y.H. Ma, 2014/6, “Evaluating the Productivity and Financial Feasibility of a Vertical-Axis Micro-Hydro Energy Generation Project Using Operation Simulations”, Renewable Energy 66, 241-250.
Cai, H.C., S.C. Chang and Y.W. Hwang*, 2013/12, “Downside Risk Control in Continuous Time Portfolio Management”, Asia-Pacific Journal of Financial Studies 42, 913-938.
Hwang, Y.W.*, 2012/12, “Quantifying the risk of life insurer’s reserve under Lee-Carter model,” Journal of Risk Management, 14(2), 141-160. (in Chinese)
Yang, S.Y., Y.W. Hwang*, and S.C. Chang, 2012/12, “The Bankruptcy Cost of Life Insurance Industry under Regulatory Forbearance: An Embedded Option Approach”, North American Actuarial Journal, 16(4), 513-523.
Hwang, Y.W.*, S.C. Chang and S.H. Yang, 2012/9, “Measuring the Consequences of Pension Reform applying Liquidation and Longevity Considerations”, Journal of Economic Policy Reform, 15(3), 243-255.
Hwang, Y.W.* and H.C. Huang, 2012/2, “Extended Logistic Model for Mortality Forecasting and the Application of Mortality-Linked Securities”, Asia-Pacific Journal of Risk and Insurance, 6(1), Published Online.
Chang, S.C., C.H. Tsai, and Y.W. Hwang, 2011/6, “Inflation risk, learning mechanism and strategic asset allocation,” Journal of Financial Studies, 19(2), 73-109. (in Chinese)
Chang, S.C., Y.W. Hwang, and H.C. Chang, 2010/9, "The cost of equity capital in Taiwan non-life insurance market", Insurance Issues and Practices, 9(2), 127-154. (In Chinese)
Chang, S.C. and Y.W. Hwang, 2010/4, “Non-myopic portfolio choice with minimum guarantees,” Review of Securities & Futures Markets, 22(1), 73-104.
Chang, S.C., Y.W. Hwang*, and Y.N. Hu, 2009/12, “Merger and acquisition, market structure and performance in property-liability insurance: Evidence from the Taiwan market,” Journal of Risk Management, 11(2), 151-170.
會議論文(國際學術研討會)
Hwang, Y.W., 2016/7/4~7, Policyholder behaviors in Taiwan Life Insurance Market, 14 th Annual International Conference on Accounting & Finance, Athens, Greece.
Hwang, Y.W., 2015/8/2~6, Empirical Analysis of Surrender in the Taiwan Life Insurance Companies, The World Risk and Insurance Economics Congress: The third conference, Munich, Germany.
Chang, S.C., Y.C. Wu and Y.W. Hwang, 2014/7/27~7/30, Risk-based Premium of the Insurance Guaranty Schemes, The 2014 Asia-Pacific Risk and Insurance Annual Conference, Moscow, Russia.
Chang, S.C. and Y.W. Hwang, 2013/7/1~7/3, Fair Insurance Guaranty Premium in the Presence of Regulatory Forbearance, The 17th conference of Insurance: Mathematics and Economics, Copenhagen, Denmark.
Chang, S.C., Y.C. Wu and Y.W. Hwang, 2013/5/28~5/31, Asset Allocation, Early Intervention and Capital Forbearance on the Fair Premium of Ex Ante Life Insurance Guaranty Schemes, The 30th AFFI Conference, Lyon, France.
Chang, S.C., Y.C. Wu and Y.W. Hwang, 2012, Asset Allocation, Early Intervention and Capital Forbearance on the Fair Premium of Ex Ante Life Insurance Guaranty Schemes, Asia-Pacific Risk and Insurance Association, 16th Annual Conference, Korea.
Chang, S.C., Y.C. Wu and Y.W. Hwang, 2012/6/28~6/30, Asset Allocation, Early Intervention and Capital Forbearance on the Fair Premium of Ex Ante Life Insurance Guaranty Schemes, The 16th conference of Insurance: Mathematics and Economics, Hong Kong.
Hwang, Y.W., S.C. Chang, and S.H. Yang, 2011, The Study of the Liquidity Premium Embedded on Life Annuity Option, Asia-Pacific Risk and Insurance Association, 15th Annual Conference, Tokyo, Japan.
Chang, S.C., C.H. Tsai, and Y.W. Hwang, 2010, Dynamic Asset Allocation under Learning about Inflation, The World Risk and Insurance Economics Congress: The second conference, Singapore.
Hwang, Y.W., C.H. Tsai, and C.Y. Chen, 2010, “Longevity Risk and Supervision Suggestion of the Increasing Whole Life Insurance”, The 14th conference of Insurance: Mathematics and Economics, Toronto, Canada.
Chang, S.C., H.M. Chu, S.C. Hsu and Y.W. Hwang, 2009, “Asset Allocation Myth or Reality? An Empirical Study of Taiwan Life Insurance Industry,” Taiwan Risk and Insurance Association, 3rd Annual Conference, Taipei, Taiwan.
Hwang, Y.W. and H.C. Huang, 2009, “Extended Logistic Model for Mortality Forecasting and the Application of Mortality-Linked Securities”, The 5th International Longevity Risk and Capital Markets Solutions Conference, New York, USA.
會議論文(國內學術研討會)
Hwang, Y.W., 2017,Study of the Surrender Rates of Investment Insurance Policies,2017 財務工程與保險精算研討會,台北東吳大學。
Hwang, Y.W. and H.C. Huang,2011,Extended Logistic Model for Mortality Forecasting and the Application of Mortality -Linked Securities,2011 財務工程與保險精算研討會,台北東吳大學。