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Chang, Carolyn W.
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1

Pricing catastrophe swaps with default risk and stochastic ..:

Lo, Chien-Ling ; Chang, Carolyn W. ; Lee, Jin-Ping.
Pacific-Basin Finance Journal.  68 (2021)  - p. 101314 , 2021
Link: https://doi.org/10.1016/..
 
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2

Catastrophe bond spread and hurricane arrival frequency:

Chang, Carolyn W. ; Wang, Yu-Jen ; Yu, Min-Teh
The North American Journal of Economics and Finance.  54 (2020)  - p. 100906 , 2020
Link: https://doi.org/10.1016/..
 
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3

Hurricane Bond Price Dependency on Underlying Hurricane Par..:

Chang, Carolyn W. ; Feng, Yalan
Asia-Pacific Journal of Risk and Insurance.  15 (2020)  1 - p. 1-21 , 2020
Link: https://doi.org/10.1515/..
 
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4

Pricing Options with Physically Based Exercise and Random M..:

Chang, Carolyn W. ; Chang, Jack S. K. ; Feng, Yalan
Journal of Insurance Issues.  43 (2020)  1 - p. 59-78 , 2020
Link: https://www.jstor.org/st..
 
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5

Portfolio optimization in the catastrophe space:

Chang, Carolyn W. ; Chang, Jack S. K. ; Yu, Min‐Teh.
European Financial Management.  26 (2020)  5 - p. 1414-1448 , 2020
Link: https://doi.org/10.1111/..
 
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6

Pricing Hurricane Bonds Using a Physically Based Option Pri..:

Chang, Carolyn W. ; Chang, Jack S. K. ; Yu, Min-Teh
North American Actuarial Journal.  26 (2020)  1 - p. 27-42 , 2020
Link: https://doi.org/10.1080/..
 
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7

Pricing Catastrophe Swaps with Default Risk and Stochastic ..:

Lo, Chien-Ling ; Chang, Carolyn W. ; Lee, Jin-Ping.
Pacific-Basin Finance Journal.  68 (2020)  - p. , 2020
Link: https://ssrn.com/abstrac..
 
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8

Systemic risk, interconnectedness, and non-core activities ..:

Chang, Carolyn W. ; Li, Xiaodan ; Lin, Edward M.H..
International Review of Economics & Finance.  55 (2018)  - p. 273-284 , 2018
Link: https://doi.org/10.1016/..
 
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9

Derivatives trading information, stock market behavior, and..:

Chang, Carolyn W. ; Lin, Bing-Huei ; Yu, Min-Teh
International Review of Economics & Finance.  55 (2018)  - p. 324-325 , 2018
Link: https://doi.org/10.1016/..
 
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10

An Integrated Approach to Pricing Catastrophe Reinsurance:

Chang, Carolyn W. ; Chang, Jack S. K.
Risks.  5 (2017)  3 - p. 51 , 2017
Link: https://doi.org/10.3390/..
 
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11

Optimum Hurricane Futures Hedge in a Warming Environment: A..:

Chang, Carolyn W. ; Chang, Jack S. K. ; Wen, Min-Ming
The Journal of Risk and Insurance.  81 (2014)  1 - p. 199-217 , 2014
Link: https://www.jstor.org/st..
 
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12

Optimum Hurricane Futures Hedge in a Warming Environment: A..:

Chang, Carolyn W. ; Chang, Jack S. K. ; Wen, Min‐Ming
Journal of Risk and Insurance.  81 (2012)  1 - p. 199-217 , 2012
Link: https://doi.org/10.1111/..
 
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13

Corrigendum to "Pricing catastrophe options with stochastic..:

Chang, Carolyn W. ; Chang, Jack S.K. ; Lu, WeiLi
Journal of Banking & Finance.  34 (2010)  3 - p. 695 , 2010
Link: https://doi.org/10.1016/..
 
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14

Pricing catastrophe options with stochastic claim arrival i..:

Chang, Carolyn W. ; Chang, Jack S.K. ; Lu, WeLi
Journal of Banking & Finance.  34 (2010)  1 - p. 24-32 , 2010
Link: https://doi.org/10.1016/..
 
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15

Pricing catastrophe options in discrete operational time:

Chang, Carolyn W. ; Chang, Jack S.K. ; Lu, WeiLi
Insurance: Mathematics and Economics.  43 (2008)  3 - p. 422-430 , 2008
Link: https://doi.org/10.1016/..
 
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