Get started
Author

Chang-Ye Tu

Observed names: Chang-ye Tu, Tu, Chang-Ye
ORCID: 0000-0002-8668-4284
Observed ORCID: 0000-0002-8668-4284
OpenAlex ID: A5065808740
Dynamic Funding and Investment Strategy for Defined Benefit Pension Schemes: A Model Incorporating Asset-Liability Matching Criteria
2002 · Shih-Chieh Chang, Chenghsien Tsai, et al. · Lincoln (University of Nebraska) · 3
PDF
Pension Fund Management Using the Markov Chain Approximation
2005 · Shih-Chieh Chang, Chang-Ye Tu, et al. · Asia Pacific Management Review · 2
Allocating Overseas: Risk Assessment of Currency Hedging in Taiwan Life Insurance Industry
2019 · Shih-Chieh Chang, Yen-Kuan Lee, et al. · Asia-Pacific Journal of Risk and Insurance · 1
Symmetric rendezvous on unlabelled complete graphs below the Anderson–Weber constant: certified manuscripts, exact-rational certificates, Lean 4 formalization, and independent audit layer
2026 · Hsuan, Wei, Tu, Chang-Ye · Zenodo (CERN European Organization for Nuclear Research)
MovingTargetFormal: a Lean 4 formalization and audit layer for the two-site moving-target search theorem
2026 · Hsuan, Wei, Tu, Chang-Ye · Zenodo (CERN European Organization for Nuclear Research)
On Merton's optimal consumption–investment problem: A Lie symmetry analysis approach
2026 · Wei Hsuan, Chang-Ye Tu · Journal of Mathematical Analysis and Applications
Log-concavity and Stock-monotone Allocation in the Bomber Problem
2026 · Wei Hsuan, Chang-Ye Tu · SSRN Electronic Journal
PDF
On Merton's Optimal Consumption-Investment Problem: A Novel Lie Symmetry Analysis Approach
2025 · Wei Hsuan, Chang-Ye Tu · SSRN Electronic Journal
Dynamic Funding and Investment Strategy for Defined Benefit Pension Schemes
2002 · 張士傑, 蔡政憲, et al.
Works count: 9
Citation count: 6
H-index: 2
I10-index:
Year
Topic
Type