Carolyn W. Chang

Pricing catastrophe options with stochastic claim arrival intensity in claim time

Carolyn W. Chang, Jack S. K. Chang, WeLi Lu · Journal of Banking & Finance · 2009 · 40 citations

Business, Finance, Financial Economics +13

Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry

Carolyn W. Chang, Xiaodan Li, Edward M.H. Lin et al. · International Review of Economics & Finance · 2017 · 28 citations

Business, Insurance, Risk Management +16

Information-time option pricing: theory and empirical evidence1We would like to thank Robert Merton, Peter Ritchken, L. Sankarasubramanian, David Shimko, and Mark Weinstein for useful discussions. We are indebted to John B. Long, Jr. (the editor) and Robert Whaley (the referee) for detailed and constructive comments and suggestions. Any remaining errors are the responsibility of the authors.1

Carolyn W. Chang, Jack S. K. Chang, Kian Guan Lim · Journal of Financial Economics · 1998 · 26 citations · Full text

Business, Economics, Finance +15

Catastrophe bond spread and hurricane arrival frequency

Carolyn W. Chang, Yu-Jen Wang, Min‐Teh Yu · The North American Journal of Economics and Finance · 2019 · 22 citations

Natural Sciences, Meteorology, Dynamic Meteorology +13

Forward and Futures Prices: Evidence from the Foreign Exchange Markets

Carolyn W. Chang, Jack S. K. Chang · The Journal of Finance · 1990 · 19 citations

Business, Economics, Finance +17