Author

Sharon S. Yang

Observed names: Sharon S Yang, Sharon. S. Yang

Institution: National Chengchi University

Observed institutions: National Kaohsiung First University of Science and Technology, Soochow University, National Central University, National Tsing Hua University, National Chengchi University

ORCID: 0000-0002-8154-2674

Observed ORCID: 0000-0002-8154-2674

OpenAlex ID: A5101078221

Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market

2020 · Hong-Yi Chen, Sharon S. Yang · Pacific-Basin Finance Journal · 168

An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach

2009 · Jennifer L. Wang, H.C. Huang, et al. · Journal of Risk & Insurance · 96

Pricing and securitization of multi-country longevity risk with mortality dependence

2012 · Sharon S. Yang, Chou-Wen Wang · Insurance Mathematics and Economics · 67

Modeling longevity risks using a principal component approach: A comparison with existing stochastic mortality models

2009 · Sharon S. Yang, Jack C. Yue, et al. · Insurance Mathematics and Economics · 59

A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions

2013 · Sharon S. Yang, Tian-Shyr Dai · Insurance Mathematics and Economics · 42

Securitisation and Tranching Longevity and House Price Risk for Reverse Mortgage Products

2011 · Sharon S Yang · The Geneva Papers on Risk and Insurance Issues and Practice · 36

PDF

Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach

2015 · Chou-Wen Wang, Sharon S. Yang, et al. · Insurance Mathematics and Economics · 27

The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans

2009 · Sharon S Yang, Hong-Chih Huang · The Geneva Papers on Risk and Insurance Issues and Practice · 26

PDF

Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks

2015 · Tian-Shyr Dai, Sharon S. Yang, et al. · Insurance Mathematics and Economics · 24

Detecting corporate ESG performance: The role of ESG materiality in corporate financial performance and risks

2025 · Sharon S. Yang, Jr-Wei Huang, et al. · The North American Journal of Economics and Finance · 23

Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework

2012 · Chou‐Wen Wang, Sharon S. Yang · Journal of Risk & Insurance · 20

Modeling temperature behaviors: Application to weather derivative valuation

2018 · Jr‐Wei Huang, Sharon S. Yang, et al. · Journal of Futures Markets · 13

Institutional investor stewardship and material sustainability information: Evidence from Taiwan

2024 · Sharon S. Yang, Jr-Wei Huang, et al. · Pacific-Basin Finance Journal · 12

Valuation of the interest rate guarantee embedded in defined contribution pension plans

2007 · Sharon S. Yang, Meng-Lan Yueh, et al. · Insurance Mathematics and Economics · 12

The Determinants of Life Insurer’s Growth for a Developing Insurance Market: Domestic vs Foreign Insurance Firms

2013 · Joseph J Tien, Sharon S Yang · The Geneva Papers on Risk and Insurance Issues and Practice · 8

PDF

An Empirical Study of Mortality Models in Taiwan

2008 · Hong-Chih Huang, Jack C. Yue, et al. · Asia-Pacific Journal of Risk and Insurance · 7

Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model

2021 · Fen-Ying Chen, Sharon S. Yang, et al. · Quantitative Finance · 6

Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance

2017 · Chou-Wen Wang, Sharon S. Yang, et al. · Quantitative Finance · 6

Modeling pandemic mortality risk and its application to mortality-linked security pricing

2022 · Fen-Ying Chen, Sharon S. Yang, et al. · Insurance Mathematics and Economics · 5

PDF

Optimal Longevity Hedging Framework for Insurance Companies Considering Basis and Mispricing Risks

2018 · Sharon S. Yang, Hong‐Chih Huang, et al. · Journal of Risk & Insurance · 5

Detecting and modelling the jump risk of CO 2 emission allowances and their impact on the valuation of option on futures contracts

2015 · Sharon S. Yang, Jr-Wei Huang, et al. · Quantitative Finance · 5

Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk

2023 · Tian-Shyr Dai, Liang-Chih Liu, et al. · Quantitative Finance · 4

Modeling Housing Price Dynamics and their Impact on the Cost of no-Negative-Equity-Guarantees for Equity Releasing Products

2020 · Jr-Wei Huang, Sharon S. Yang, et al. · The Journal of Real Estate Finance and Economics · 4

Price bounds of mortality-linked security in incomplete insurance market

2013 · Yu-Lieh Huang, Jeffrey Tzuhao Tsai, et al. · Insurance Mathematics and Economics · 4

Conditional volatility targeting strategy considering jump effects: Evidence from sustainable ESG equity index

2024 · Jr-Wei Huang, Sharon S. Yang, et al. · Pacific-Basin Finance Journal · 3

Works count: 45

Citation count: 701

H-index: 12

I10-index: 14