Narrow search
Showing 1 - 10 of 20
Cover Image
On the mortality/longevity risk hedging with mortality immunization
Lin, Tzuling; Tsai, Cary Chi-liang - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 580-596
Persistent link: https://www.econbiz.de/10010227936
Cover Image
Actuarial applications of the linear hazard transform in mortality immunization
Tsai, Cary Chi-liang; Chung, San-lin - In: Insurance / Mathematics & economics 53 (2013) 1, pp. 48-63
Persistent link: https://www.econbiz.de/10009785423
Cover Image
Age-specific copula-AR-GARCH mortality models
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang - In: Insurance / Mathematics & economics 61 (2015), pp. 110-124
Persistent link: https://www.econbiz.de/10010515911
Cover Image
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Insurance / Mathematics & economics 66 (2016), pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
Cover Image
A linear regression approach to modeling mortality rates of different forms
Tsai, Cary Chi-Liang; Yang, Shuai - In: North American actuarial journal 19 (2015) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011420712
Cover Image
A simple linear regression approach to modeling and forecasting mortality rates
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Journal of forecasting 34 (2015) 7, pp. 543-559
Persistent link: https://www.econbiz.de/10011390452
Cover Image
Applications of mortality durations and convexities in natural hedges
Lin, Tzuling; Tsai, Cary Chi-Liang - In: North American actuarial journal 18 (2014) 3, pp. 417-442
Persistent link: https://www.econbiz.de/10011338992
Cover Image
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
Tsai, Cary Chi-Liang; Lin, Tzuling - In: Scandinavian actuarial journal (2017) 5, pp. 419-440
Persistent link: https://www.econbiz.de/10011772204
Cover Image
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality
Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi - In: Insurance / Mathematics & economics 70 (2016), pp. 150-161
Persistent link: https://www.econbiz.de/10011597256
Cover Image
A Bühlmann credibility approach to modeling mortality rates
Tsai, Cary Chi-Liang; Lin, Tzuling - In: North American actuarial journal 21 (2017) 2, pp. 204-227
Persistent link: https://www.econbiz.de/10011858021