2404 Maile Way, E-602e
Honolulu, HI 96822
United States
University of Hawaii at Manoa
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Reverse Mortgage, Home Reversion, Vector Autoregressive Models, Stochastic Discount Factors, Risk-Based Capital
Insurance, banks, systemic risk, probability of default, Granger causality, inter-connectedness
enterprise risk management (ERM), firm value, nonfinancial firms, state owned enterprises, propensity score matching
Reinsurance, network analysis, insolvency, contagion, systemic risk, property-casualty insurance
life-cycle model, longevity risk, long-term care insurance, residential house, reverse mortgage
systemic risk, tail risk contagion, network analysis, single-index models with variable selection, the global insurance industry
Insurance Contract, Adverse Selection, Moral Hazard
Multi-population mortality model, factor copulas, maximum entropy principle, mortality/longevity risk pricing and hedging
Mortality Models, Asymmetric Jumps
securitization; longevity risk; extreme value theory; bond spreads
Home Equity Conversion Mortgage (HECM); Non-Recourse Provision; Mortality Modeling; Conditional Esscher Transform
Cost of Equity Capital, Information Risk, Accruals Quality
pension benefits, precautionary savings, difference-in-differences estimator
ambiguity, ambiguity aversion, mortality-linked securities
Insurance Demand, Consumption Commitment, Risk Preferences
Multi-population mortality model, factor copulas, generalized autoregressive score models, the Kortis bond
Medicaid Expansion, Affordable Care Act, Medical Liability, Tort Reform
Real Option Valuation, Epidemic Risk, Operational Risk Management, Regime-Switching Model, Dynamic Programming
Life-Cycle Model, Mortality Immunization, Tâtonnement Pricing
Seasonal ARIMA model; Extreme value theory; Hierarchical forecast reconciliation; Solvency capital requirement; COVID-19 pandemic
