Tzuling Lin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds North American Actuarial Journal	2023-07-03	Paper
Hierarchical Bayesian modeling of multi-country mortality rates Scandinavian Actuarial Journal	2022-06-13	Paper
Correlated age-specific mortality model: an application to annuity portfolio management European Actuarial Journal	2022-01-14	Paper
Hedging Mortality/Longevity Risks for Multiple Years North American Actuarial Journal	2020-05-04	Paper
Natural hedges with immunization strategies of mortality and interest rates ASTIN Bulletin	2020-02-03	Paper
A Bühlmann credibility approach to modeling mortality rates North American Actuarial Journal	2019-05-28	Paper
Applications of mortality durations and convexities in natural hedges North American Actuarial Journal	2019-05-28	Paper
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances Scandinavian Actuarial Journal	2018-07-13	Paper
A simple linear regression approach to modeling and forecasting mortality rates Journal of Forecasting	2017-06-30	Paper
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary Insurance Mathematics & Economics	2016-01-05	Paper
Age-specific copula-AR-GARCH mortality models Insurance Mathematics & Economics	2015-05-26	Paper
On the mortality/longevity risk hedging with mortality immunization Insurance Mathematics & Economics	2014-06-23	Paper
An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation Insurance Mathematics & Economics	2012-02-10	Paper

Research outcomes over time

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