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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
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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
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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
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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
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Incorporating hierarchical credibility theory into modelling of multi-country mortality rates
Tsai, Cary Chi-Liang; Wu, Adelaide Di - In: Insurance / Mathematics & economics 91 (2020), pp. 37-54
Persistent link: https://www.econbiz.de/10012241979
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A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates
Tsai, Cary Chi-Liang; Zhang, Ying - In: Scandinavian actuarial journal 2019 (2019) 5, pp. 406-431
Persistent link: https://www.econbiz.de/10012194958
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Natural hedges with immunization strategies of mortality and interest rates
Lin, Tzuling; Tsai, Cary Chi-liang - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 155-185
Persistent link: https://www.econbiz.de/10012194116
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Model mortality rates using property and casualty insurance reserving methods
Tsai, Cary Chi-Liang; Kim, Seyeon - In: Insurance / Mathematics & economics 106 (2022), pp. 326-340
Persistent link: https://www.econbiz.de/10013380573
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A new option for mortality-interest rates
Lin, Tzuling; Tsai, Cary Chi-Liang - In: The journal of futures markets 43 (2023) 2, pp. 273-293
Persistent link: https://www.econbiz.de/10014293018