| Pricing default-risky CAT bonds with moral hazard and basis risk JP Lee, MT Yu Journal of Risk and Insurance, 25-44, 2002 | 249 | 2002 |
| Valuation of catastrophe reinsurance with catastrophe bonds JP Lee, MT Yu Insurance: Mathematics and Economics 41 (2), 264-278, 2007 | 139 | 2007 |
| Systemic risk, financial markets, and performance of financial institutions EMH Lin, EW Sun, MT Yu Annals of Operations Research 262, 579-603, 2018 | 121 | 2018 |
| Asset diversification and bank performance: Evidence from three Asian countries with a dual banking system N Chen, HY Liang, MT Yu Pacific-Basin Finance Journal 52, 40-53, 2018 | 92 | 2018 |
| Capital standard, forbearance and deposit insurance pricing under GARCH JC Duan, MT Yu Journal of banking & finance 23 (11), 1691-1706, 1999 | 91 | 1999 |
| Generalized optimal wavelet decomposing algorithm for big financial data EW Sun, YT Chen, MT Yu International Journal of Production Economics 165, 194-214, 2015 | 80 | 2015 |
| Forbearance and pricing deposit insurance in a multiperiod framework JC Duan, MT Yu Journal of Risk and Insurance, 575-591, 1994 | 70 | 1994 |
| Pricing catastrophe insurance futures call spreads: A randomized operational time approach CW Chang, JSK Chang, M Yu Journal of Risk and Insurance, 599-617, 1996 | 69 | 1996 |
| Assessing the cost of Taiwan's deposit insurance JC Duan, MT Yu Pacific-Basin Finance Journal 2 (1), 73-90, 1994 | 58 | 1994 |
| Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk JC Duan, MT Yu Journal of Banking & Finance 29 (10), 2435-2454, 2005 | 55 | 2005 |
| Valuation of catastrophe equity puts with Markov‐modulated Poisson processes CC Chang, SK Lin, MT Yu Journal of Risk and Insurance 78 (2), 447-473, 2011 | 47 | 2011 |
| Price limits, margin requirements, and default risk PH Chou, MC Lin, MT Yu Journal of Futures Markets 20 (6), 573-602, 2000 | 43 | 2000 |
| A comparative analysis of accounting-based valuation models KC Ho, SC Lee, CT Lin, MT Yu Journal of Accounting, Auditing & Finance 32 (4), 561-575, 2017 | 36 | 2017 |
| Government deposit insurance and the Diamond-Dybvig model JH McCulloch, MT Yu The Geneva Papers on Risk and Insurance Theory 23, 139-149, 1998 | 36* | 1998 |
| Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry CW Chang, X Li, EMH Lin, MT Yu International Review of Economics & Finance 55, 273-284, 2018 | 32 | 2018 |
| High frequency trading, liquidity, and execution cost EW Sun, T Kruse, MT Yu Annals of Operations Research 223, 403-432, 2014 | 32 | 2014 |
| Loan guarantee portfolios and joint loan guarantees with stochastic interest rates CC Chang, SL Chung, MT Yu The Quarterly Review of Economics and Finance 46 (1), 16-35, 2006 | 31 | 2006 |
| Measuring the true profile of taxpayer losses in the S & L insurance mess EJ Kane, MT Yu Journal of Banking & Finance 19 (8), 1459-1477, 1995 | 31 | 1995 |
| Valuation of insurers’ contingent capital with counterparty risk and price endogeneity CL Lo, JP Lee, MT Yu Journal of Banking & Finance 37 (12), 5025-5035, 2013 | 29 | 2013 |
| Behavioral data-driven analysis with Bayesian method for risk management of financial services EMH Lin, EW Sun, MT Yu International Journal of Production Economics 228, 107737, 2020 | 27 | 2020 |
Dr. Dr. Edward W. SunSenior Professor of Data Science & FinTech; KEDGE Business School FranceVerified email at kedgebs.com
