Sharon S. Yang

Finance · 2003–2020

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 23 citations into it
• Economics and Econometrics — 17 citations into it; #23,327 of 23,481 by trust here, #17,346 by citations
• Demography — 15 citations into it; #4,194 of 4,236 by trust here, #2,507 by citations
• Accounting — 12 citations into it
• General Health Professions — 9 citations into it

Whom Sharon S. Yang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Enrico Biffis
2. David P. Blake
3. Phelim P. Boyle

Who trusts Sharon S. Yang overall

1. Andrew J. G. Cairns

Papers from Sharon S. Yang's perspective

Ordered by how strongly the researchers Sharon S. Yang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Pricing and Hedging Guaranteed Annuity Options via Static Option Replication
2. SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK
3. Affine Processes for Dynamic Mortality and Actuarial Valuations
4. Valuation of Guaranteed Annuity Conversion Options
5. Guaranteed Annuity Options (ASTIN Bulletin: The Journal of the International Actuarial Association)
6. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
7. Mortality derivatives and the option to annuitise
8. A Poisson log-bilinear regression approach to the construction of projected lifetables
9. Premium Calculation by Transforming the Layer Premium Density
10. Valuation and hedging of life insurance liabilities with systematic mortality risk

Their papers

• Reserving, Pricing and Hedging For Policies with Guaranteed Annuity Options (2003) — 64 citations
• Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market (2020) — 123 citations
• An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach (2009) — 103 citations