游昀健 (YU, YUN-CHIEN)

Talks and Presentations

• 財務數學4.4 ito doeblin formula
• Calibrating-Cat-bonds-for-Mexican-earthquakes
• Portfolio optimization in the catastrophe space
• Pricing-Default-Risky-Bonds-With-Moral-Hazard-and-Basis
• survey-paper1-Pricing of Multiple-Event Coupon Paying CAT Bond
• survey-paper2-Cat bond pricing under a product probability measure with POT risk characterization
• survey-paper3
• 利用結構式模型評價巨災權益賣權