師資陣容

首頁師資陣容教師

教師

王昭文

王昭文

教授兼國際資產管理所所長
  • 主要學歷
    Ph.D. in Finance, National Chengchi University
  • 工作經歷
    國際資產管理研究所所長
    中山財管系教授
    華南金控董事
  • 研究專長
    智能投資與程式交易、財務工程、金融科技、死亡率模型、長壽風險證券化、機器學習
  • Email
    chouwenwang@gmail.com
  • 電話
    07-566-5000*3051

個人簡介

  1. Wang, C. W., Liu, K., Li, B., & Tan, K. S. (2022). Portfolio Optimization Under Multivariate Affine Generalized Hyperbolic Distributions. International Review of Economics & Finance(科技部109年財務領域 A-級期刊), 80, 49-66.
  2. Feng, Z. Y., Wang, C. W., & Lu, Y. H. (2022). The Impact of Climatic Disaster on Corporate Investment Policy. Journal of Multinational Financial Management(科技部109年財務領域 B+級期刊),66, 100773.
  3. Wang, C. W., Zhang, J., & Zhu, W. (2021). Neighbouring Prediction for Mortality.  ASTIN Bulletin (科技部100年保險精算領域A-級期刊), 51(3), 689-718.
  4. Kung, K. L., Liu, I. C., & Wang, C. W. (2021). Modeling and Pricing Longevity Derivatives Using Skellam Distribution. Insurance: Mathematics and Economics (科技部100年保險精算領域A Tier-2級期刊), 99, 341-354.
  5. Lin, T., Wang, C. W., & Tsai, C. C. L. (2021). Correlated Age-Specific Mortality Model: an Application to Annuity Portfolio Management. European Actuarial Journal, 1-28.
  6. Yang, S. S., Wang, C. W., & Liu, I. C. (2020). Analytic Formulae for Valuing Guaranteed Minimum Withdrawal Benefits in a Multi-Asset Framework. Journal of Financial Studies(財務金融學刊), 28(1), 1-25.
  7. Wenjun Zhu, Ken Seng Tan, Lysa Porth, Chou‐Wen Wang (2018, Feb). Spatial Dependence & Aggregation in Weather Risk Hedging: A Lévy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach, ASTIN Bulletin (科技部100年保險精算領域 A-級期刊), 8 (2), 779-815.
  8. Chou-Wen Wang, Sharon S. Yang, Jr-Wei Huang (2017, Mar). Analytic Option Pricing and Risk Measures under a Regime-Switching Generalized Hyperbolic Model with an Application to Equity-Linked Insurance, Quantitative Finance (科技部109年財務領域 A Tier-2級期刊), Volume 17, Issue 10, Pages 1567-1581. 本人為第一作者.
  9. Chou-Wen Wang, Hong-Chih Huang (2017, May). Risk Management of Financial Crises: An Optimal Investment Strategy with Multivariate Jump Diffusion Models, ASTIN Bulletin (科技部100年保險精算領域A-級期刊), Volume 47, Pages 501-525 (SSCI). 本人為第一作者.
  10. Wenjun Zhu, Ken Seng Tan, Chou-Wen Wang (2017, Apr). Modeling Multi-country Longevity Risk with Mortality Dependence: A Levy Subordinated Hierarchical Archimedean Copulas (LSHAC) Approach, Journal of Risk and Insurance (科技部100年保險精算領域A Tier-1級期刊). Vol. 84, No. S1, 477–493. (SSCI).
  11. Shang-Yin Yang, Chou-Wen Wang, and Hong-Chih Huang (2016, Sep). The Valuation of Lifetime Health Insurance Policies with Limited Coverage. Journal of Risk and Insurance (科技部100年保險精算領域A Tier-1級期刊), Volume 83, Issue 3, Pages 513–801. (SSCI). 
  12. Shyh-Weir Tzang, Chou-Wen Wang, and Min-Teh Yu (2016, May). Systematic Risk and Volatility Skew. International Review of Economics and Finance (科技部109年財務領域A-級期刊), Volume 43, Pages 72-87. (SSCI). 
  13. Chou-Wen Wang, Hong-Chih Huang, and Yung-Tsung Lee (2016, May). On the Valuation of Reverse Mortgage Insurance. Scandinavian Actuarial Journal (科技部100年保險精算領域B+級期刊), Volume 2016, Issue 4,, pages 293-318. (SSCI). 本人為第一作者. 
  14. Wenjun Zhu, Chou-Wen Wang, Ken Seng Tan (2016, Jan). Structure and Estimation of Levy Subordinated Hierarchical Archimedean Copulas (LSHAC): Theory and Empirical Tests. Journal of Banking and Finance (科技部109年財務領域A Tier-1級期刊), Volume 69, issue C, Pages 20-36 (SSCI). MOST 101-2410-H-327-029. 
  15. Chou-Wen Wang, Sharon S. Yang, and Hong-Chih Huang (2015, Jul). Modeling Multi-Country Mortality Dependence and Its Application in Pricing Survivor Index Swaps— A Dynamic Copula Approach. Insurance: Mathematics and Economics (科技部100年保險精算領域A Tier-2級期刊), Volume 63, Pages 30–39 (SSCI). MOST 101-2410-H-327-029. 本人為第一作者.
  16. Tzuling Lin, Chou-Wen Wang, Cary Chi-Liang Tsai (2015, Mar). Age-specific Copula-AR-GARCH Mortality Models. Insurance: Mathematics and Economics (科技部100年保險精算領域A Tier-2級期刊), Volume 61, 110- 124. (SSCI). MOST 102-2410-H-194-014. 
  17. Chou-Wen Wang, Sharon S. Yang (2013, Dec). Pricing Survivor Derivatives with Cohort Mortality Dependence under the Lee-Carter Framework. Journal of Risk and Insurance (科技部100年保險精算領域 A Tier-1 級期刊), Vol. 80, No. 4, 1027–1056. (SSCI). NSC 98-2410-H-327-024. 本人為第一作者.
  18. Chou-Wen Wang, Hong-Chih Huang, I-Chien Liu (2013, Sep). Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps. Journal of Risk and Insurance (科技部100年保險精算領域 A Tier-1 級期刊) , Vol. 80, No. 3, 775–797. (SSCI). 本人為第一作者.
  19. Sharon S. Yang, Chou-Wen Wang (2013, Mar). Pricing and Securitization of Multi-country Longevity Risk with Mortality Dependence. Insurance: Mathematics and Economics (科技部100年保險精算領域 A Tier-2 級期刊) , Vol. 52, Issue 2, 157-169. (SSCI). NSC 98-2410-H-327-024.
  20. Chou-Wen Wang, Hong-Chih Huang, De-Chuan Hong (2013, Feb). A Feasible Natural Hedging Strategy for Insurance Companies. Insurance: Mathematics and Economics (科技部100年保險精算領域 A Tier-2 級期刊) , Vol. 52, Issue 3, 532-541. (SSCI). 本人為第一作者.
  21. Chia-Chien Chang, Chou-Wen Wang, Chih-Yuan Yang (2012, Sep). The Effects of Macroeconomic Factors on Pricing Mortgage Insurance Contracts. Journal of Risk and Insurance (科技部100年保險精算領域 A Tier-1 級期刊), Vol. 79, No. 3, 867-895. (SSCI). 本人為通訊作者.
  22. Yung-Tsung Lee, Chou-Wen Wang, Hong-Chih Huang (2012, Sep). On the Valuation of Reverse Mortgages with Regular Tenure Payments. Insurance: Mathematics and Economics (科技部100年保險精算領域 A Tier-2 級期刊), Volume 51, Issue 2, P.430–P.441. (SSCI).
  23. Chou-Wen Wang, Chin-Wen Wu, Shyh-Weir Tzang (2012, Jan). Implementing Option Pricing Models when Asset Returns Follow an Autoregressive Moving Average Process. International Review of Economics and Finance (科技部109年財務領域 A-級期刊), Volume 24, P.8–P.25 . (SSCI). 本人為第一作者、通訊作者.
  24. Chou-Wen Wang, Hong-Chih Huang, I-Chien Liu (2011, Oct). A Quantitative Comparison of the Lee-Carter Model with Non-Gaussian Innovations for Long-Term Mortality Data. Geneva Papers on Risk and Insurance - Issues and Practice (科技部100年保險精算領域B+級期刊), Volume 36, Issue 4, Pages 675-696. (SSCI). 本人為第一作者.
  25. Hong-Chih Huang, Chou-Wen Wang, Yuan-Chi Miao (2011, Oct). Securitization of Crossover Risk in Reverse Mortgages. Geneva Papers on Risk and Insurance - Issues and Practice (科技部100年保險精算領域B+級期刊), Volume 36, Issue 4, Pages 622-647. (SSCI). 本人為通訊作者.
  26. Shyh-Weir Tzang, Chih-Hsing Hung, Chou-Wen Wang, David So-De Shyu (2011, Apr). Do Liquidity and Sampling Methods Matter in Constructing Volatility Indices? Empirical Evidence from Taiwan. International Review of Economics and Finance (科技部109年財務領域 A-級期刊), Volume 20, Issue 2, Pages 312-324. (SSCI).
  27. Chou-Wen Wang, Ting-Yi Wu (2011, Mar). Futures and Futures Options with Basis Risk: Theoretical and Empirical Perspectives. Quantitative Finance (科技部109年財務領域 A Tier-2級期刊), Volume 11, Issue 3, 2011, pages 477-485. (SSCI). NSC 96-2416-H-327-017. 本人為第一作者.
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