Shih‐Kuei Lin

Valuation of Catastrophe Equity Puts With Markov-Modulated Poisson Processes

Chia‐Chien Chang, Shih‐Kuei Lin, Min‐Teh Yu · Journal of Risk & Insurance · 2010 · 43 citations

Storm Surge, Engineering, Catastrophe Equity Puts +16

Machine learning and artificial neural networks to construct P2P lending credit-scoring model: A case using Lending Club data

An-Hsing Chang, Li-Kai Yang, Rua‐Huan Tsaih et al. · Quantitative Finance and Economics · 2022 · 43 citations · Full text

Engineering, Machine Learning, Credit Score +19

The valuation of contingent capital with catastrophe risks

Shih‐Kuei Lin, Chia‐Chien Chang, Michael R. Powers · Insurance Mathematics and Economics · 2009 · 36 citations

Economics, Catastrophe Risks, Financial Risk Management +6

Estimation of Housing Price Jump Risks and Their Impact on the Valuation of Mortgage Insurance Contracts

Ming‐Chi Chen, Chia‐Chien Chang, Shih‐Kuei Lin et al. · Journal of Risk & Insurance · 2009 · 33 citations

Empirical Finance, Volatility Modeling, Financial Risk Management +22

Pricing derivatives with modeling CO₂emission allowance using a regime-switching jump diffusion model: with regime-switching risk premium

Chang-Yi Li, Son‐Nan Chen, Shih‐Kuei Lin · European Journal of Finance · 2015 · 21 citations

Carbon Dioxide, Volatility Modeling, Engineering +17