Tzuling Lin

Available identifiers

Publication	Date of Publication	Type
Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds	2023-07-03	Paper
Hierarchical Bayesian modeling of multi-country mortality rates	2022-06-13	Paper
Correlated age-specific mortality model: an application to annuity portfolio management	2022-01-14	Paper
Hedging Mortality/Longevity Risks for Multiple Years	2020-05-04	Paper
NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES	2020-02-03	Paper
A Bühlmann Credibility Approach to Modeling Mortality Rates	2019-05-28	Paper
Applications of Mortality Durations and Convexities in Natural Hedges	2019-05-28	Paper
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances	2018-07-13	Paper
A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates	2017-06-30	Paper
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary	2016-01-05	Paper
Age-specific copula-AR-GARCH mortality models	2015-05-26	Paper
On the mortality/longevity risk hedging with mortality immunization	2014-06-23	Paper
An additive stochastic model of mortality rates: an application to longevity risk in reserve evaluation	2012-02-10	Paper

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