CHENG-HSIEN TSAI - Social Network

CHENG-HSIEN TSAI (111)
2024-11 Value-enhancing modeling of surrenders and lapses
2023-06 Mitigating the Mortality Risk of the Life Insurance Company through Intra-Product Hedging
2022-03 Multi-population Mortality Modeling: When the Data is Too Much and Not Enough
2021-10 On Voluntary Terminations of Life Insurance: Differentiating Surrender Propensity from Lapse Propensity across Product Types
2021-08 實施IFRS 9 與IFRS 17對我國壽險業監理與經營影響之分析
2021-06 Applying economic measures to lapse risk management with machine learning approaches
2021-05 How can an economic scenario generation model cope with abrupt changes in financial markets?
2020 空氣品質感測網路的時間空間關聯模型
2016-11 A Curve-Fitting Approach to Modeling and Projecting Global Mortality Rates
2014-09 壽險準備金風險之衡量
2014-03 The Longevity Risk of Life Insurance Policies Induced by Pricing Error
2014 跨國死亡率模型之建構
2012.12 獲利保障型指數連動年金之評價
2012.12 Valuation of Rarchet Equit-Indexed Annuities
2012-12 Valuation of Ratchet Equity-Indexed Annuities
2012-09 The Impacts of Surrender Options on Reserve Durations
2012-04 天災風險管理對策之研究：財政管理與風險管理
2012-03 壽險保單準備金之有效存續期間分析
2012 精算與財務方法在壽險保單定價、準備金估計、以及風險管理之運用
2012 當代中國商管議題之整合研究-子計畫七：中國金融保險業經營管理策略研究
2011-06 通貨膨脹風險、學習機制與策略性資產配置
2011-04 Applying Simulation Optimization to Dynamic financial analysis for the Asset -Liability Management of a Property-Casualty Insurer
2011 當代中國商管議題之整合研究-子計畫七：中國金融保險業經營管理策略研究
2011 精算與財務方法在壽險保單定價、準備金估計、以及風險管理之運用
2010-11 Applying Simulation Optimization to the Asset Allocation of a Property-Casualty Insurer
2010-05 剩餘盈餘評價模型於追蹤保險公司股價變化的應用
2010 壽險業準備金評估方法之國際發展趨勢研究
2010 精算與財務方法在壽險保單定價、準備金估計、以及風險管理之運用
2009.09 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios
2009-06 The Term Structure of Reserve Durations and the Duration of Aggregate Reserves
2009 監理機關評估保險業不動產投資風險之模型
2009 模擬最佳化在壽險公司經營管理的運用
2008-10 漫談RBC的是是非非
2008-07 心臟冠狀動脈繞道手術之醫療風險評估 ─ 一個台灣的實證研究
2008 監理機關評估保險業國外投資風險之模型
2008 模擬最佳化在壽險公司經營管理的運用
2007 模擬最佳化在壽險公司經營管理的運用
2006.12 風險基礎資本、情境分析及動態模擬破產預測模型之比較
2006-12 An Empirical Study on the Solvency Prediction of Simulation Analysis, Scenario Analysis, and Risk-based Capital
2006 以巨災權益賣權、巨災交換及衍生性商品之保險期貨、GCCI巨災選擇權等新呆物工具移轉災害風險之研究
2006 台灣保險監理之利率模型系統
2006 以巨災權益賣權、巨災交換及衍生性商品之保險期貨、GCCI巨災選擇權等新財物工具移轉災害風險之研究
2006 以巨災權益賣權、巨災交換，及衍生性商品之保險期貨、GCCI巨災選擇權等新財務工具移轉災害風險之研究
2006 動態財務分析與模擬最佳化在產險公司的應用(II)
2005-10 保險公司如何進行資產管理
2005-08 Pension Fund Management Using the Markov Chain Approximation
2005-06 Effects of Fluconazole Prophylaxis Against Systemic Fungal Infection in Extremely-low-birth-weight Infants
2005-04 財務管理對保險公司的重要性
2005-03 Incorporating Foreign Equities in the Optimal Asset Allocation of an Insurer with the Consideration for Background Risks:Models and Numerical Illustrations
2005 The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios
2005 Hedging Labor Income and Inflation Uncertainties through Capital Market in Defined Contribution Pension Schemes
2005 動態財務分析與模擬最佳化在產險公司的應用(I)
2005 台灣保險監理之利率模型系統
2004 Incorporating Foreign Equities in Optimal Portfolio Selection for Insurers
2004 RBC風險資本額制度實施對於台灣保險業影響之研究
2004 期貨市場交割結算基金總額計算方式之研究
2004 管理一學門財務領域研究社群與學術生涯管理研討會
2004 在利率敏感型解約行為下之壽險責任準備金的實質存續期間
2003-09 An Empirical Study on the Lapse Rate: The Cointegration Approach
2003-09 An Empirical Study on the Lapse Rate:The Cointegration Approach
2003-09 An Empirical Study on the Lapse Rate:The Cointegration Approach
2003-08 An empirical study on the Lapse Rate: the cointegration approach
2003-07 On the distribution of life insurance reserves in a stochastic mortality interest rate and surrender rate enviroment
2003-07 On the Distribution of Life Insurance Reserves in a Stochastic Mortality Interest Rate and Lapse Rate Environment
2003-04 Value at risk of life insurance policy reserves
2003-04 Value at Risk of Life Insurance Policy Reserves
2003-04 企業的財務風險管理
2003 Effective Duration of Life Insurance Policies Estimated with Empirical Surrender Behaviors
2003 The Impact of Correlation on the Effectiveness of Risk-Based Capital
2003 An Empirical Study on the Solvency Prediction of Simulation Analysis Scenario Analysis and Risk-Based Capital
2003 An application of the residual income valuation model to the price of insurance companies
2003 台灣壽險公司財務評等研究計畫II
2003 壽險財務清償能力專案
2003 分紅保單之實質存續期間
2002-12 Early Surrender and the Distribution of Policy Reserves
2002-12 Early Surrender and the Distribution of Policy Reserves
2002-12 臺灣產險業資本要求有效性之模擬研究
2002-09 從財務管理的觀點看風險分析
2002-06 壽險公司的資本結構與風險
2002 Duration Analysis on Life Insurance Policies: A Case of Endowment Policies
2002 Lapse Rate and the Distribution of Policy Reserves
2002 Risk-Based Capital and the Life Insurer’s Risk Taking Behaviors
2002 Duration Analysis on Life Insurance Policies The Third Risk Management Theory Seminar
2002 The Distribution of Policy Reserves with the Term Structure of Lapse Rate
2002 Dynamic Funding and Investment Strategy for Defined Benefit Pension Schemes: Model Incorporating Asset-Liability Matching Criterions
2002 Dynamic Funding and Investment Strategy for Defined Benefit Pension Schemes
2002 台灣壽險公司財務評等
2002 保險業風險資本額制度專案工作小組清償能力分析組
2002 模擬分析，情境分析，資本適足率，與風險基礎資本破產預警能力之實證分析
2001-05 銀行跨業兼營保險之模擬分析
2001 How does the Correlation among Risks Matter in the Effectiveness of Capital Requirements: A Simulation Study on the Property-Casualty Insurance Industry
2001 How does Correlation Matter in Capital Requirements: A Simulation Study on the Property-Casualty Insurance Industry
2001 Risk Analyses of Life Insurance Reserves
2001 全民健康保險費率精算之研究
2001 共變矩陣在產險業資本要求的重要性
2001 全民健保財務精算之研究
2000-11 保險法中之投資限制對保險業投資績效影響之實證研究
2000-07 保險業面臨金融整合空前威脅--金融整合壓縮保險業生存空間
2000-05 壽險保單之存續期間分析
2000 保險法中之投資限制對保險業投資績效影響之實證研究
2000 The Estimation of Value at Risk for the Reserves of the Life/Health Insurance Company
2000 銀行與保險業整合之風險與獲利性模擬分析
2000 An Empirical Study on the Solvency Prediction of Value at Risk and Risk-Based Capital
2000 The Comparison of Value at Risk and Risk Based Capital in Insurance Solvency Regulation
2000 Determinants of Capital Structure in the Insurance Industry
2000 Value at Risk for the Reserves of Multi-Product Life Insurers
2000 保險財務監理有效性之模擬測試
2000 多險種壽險公司準備金之涉險值
1999 The Application of Value at Risk to the Life Insurance Industry
1999 Simulation Tests on the Effectiveness of Insurance Solvency Regulation
1999 Random Premium Insurance Contracts: Theory and Empirical Evidence