关注
Dr. Min-Teh Yu
Dr. Min-Teh Yu
University Chair and Professor, Providence University and National Tsing Hua University, Taiwan
在 nycu.edu.tw 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Pricing default-risky CAT bonds with moral hazard and basis risk
JP Lee, MT Yu
Journal of Risk and Insurance, 25-44, 2002
2572002
Valuation of catastrophe reinsurance with catastrophe bonds
JP Lee, MT Yu
Insurance: Mathematics and Economics 41 (2), 264-278, 2007
1402007
Systemic risk, financial markets, and performance of financial institutions
EMH Lin, EW Sun, MT Yu
Annals of Operations Research 262, 579-603, 2018
1262018
Asset diversification and bank performance: Evidence from three Asian countries with a dual banking system
N Chen, HY Liang, MT Yu
Pacific-Basin Finance Journal 52, 40-53, 2018
942018
Capital standard, forbearance and deposit insurance pricing under GARCH
JC Duan, MT Yu
Journal of banking & finance 23 (11), 1691-1706, 1999
911999
Generalized optimal wavelet decomposing algorithm for big financial data
EW Sun, YT Chen, MT Yu
International Journal of Production Economics 165, 194-214, 2015
842015
Forbearance and pricing deposit insurance in a multiperiod framework
JC Duan, MT Yu
Journal of Risk and Insurance, 575-591, 1994
711994
Pricing catastrophe insurance futures call spreads: A randomized operational time approach
CW Chang, JSK Chang, M Yu
Journal of Risk and Insurance, 599-617, 1996
681996
Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk
JC Duan, MT Yu
Journal of Banking & Finance 29 (10), 2435-2454, 2005
582005
Assessing the cost of Taiwan's deposit insurance
JC Duan, MT Yu
Pacific-Basin Finance Journal 2 (1), 73-90, 1994
561994
Valuation of catastrophe equity puts with Markov‐modulated Poisson processes
CC Chang, SK Lin, MT Yu
Journal of Risk and Insurance 78 (2), 447-473, 2011
482011
Price limits, margin requirements, and default risk
PH Chou, MC Lin, MT Yu
Journal of Futures Markets 20 (6), 573-602, 2000
432000
A comparative analysis of accounting-based valuation models
KC Ho, SC Lee, CT Lin, MT Yu
Journal of Accounting, Auditing & Finance 32 (4), 561-575, 2017
382017
Government deposit insurance and the Diamond-Dybvig model
JH McCulloch, MT Yu
The Geneva Papers on Risk and Insurance Theory 23, 139-149, 1998
37*1998
Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry
CW Chang, X Li, EMH Lin, MT Yu
International Review of Economics & Finance 55, 273-284, 2018
322018
Loan guarantee portfolios and joint loan guarantees with stochastic interest rates
CC Chang, SL Chung, MT Yu
The Quarterly Review of Economics and Finance 46 (1), 16-35, 2006
312006
Measuring the true profile of taxpayer losses in the S & L insurance mess
EJ Kane, MT Yu
Journal of Banking & Finance 19 (8), 1459-1477, 1995
311995
High frequency trading, liquidity, and execution cost
EW Sun, T Kruse, MT Yu
Annals of Operations Research 223, 403-432, 2014
302014
Valuation of insurers’ contingent capital with counterparty risk and price endogeneity
CL Lo, JP Lee, MT Yu
Journal of Banking & Finance 37 (12), 5025-5035, 2013
292013
Behavioral data-driven analysis with Bayesian method for risk management of financial services
EMH Lin, EW Sun, MT Yu
International Journal of Production Economics 228, 107737, 2020
282020
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