Cary Chi-Liang Tsai

Available identifiers

zbMath Open tsai.cary-chi-liangMaRDI QIDQ903328

List of research outcomes

Publication	Date of Publication	Type
Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds	2023-07-03	Paper
Model mortality rates using property and casualty insurance reserving methods	2022-09-14	Paper
Hierarchical Bayesian modeling of multi-country mortality rates	2022-06-13	Paper
Ordering Ruin Probabilities Resulting from Layer-Based Claim Amounts for Surplus Process Perturbed by Diffusion	2022-01-19	Paper
Correlated age-specific mortality model: an application to annuity portfolio management	2022-01-14	Paper
The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion	2022-01-10	Paper
Authors’ Reply: The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion - Discussion by Bangwon Ko	2022-01-10	Paper
Incorporating statistical clustering methods into mortality models to improve forecasting performances	2021-07-06	Paper
Bühlmann Credibility-Based Approaches to Modeling Mortality Rates for Multiple Populations	2020-12-11	Paper
Hedging Mortality/Longevity Risks for Multiple Years	2020-05-04	Paper
Incorporating hierarchical credibility theory into modelling of multi-country mortality rates	2020-03-20	Paper
NATURAL HEDGES WITH IMMUNIZATION STRATEGIES OF MORTALITY AND INTEREST RATES	2020-02-03	Paper
Applications of Mortality Durations and Convexities in Natural Hedges	2019-05-28	Paper
A Linear Regression Approach to Modeling Mortality Rates of Different Forms	2019-05-28	Paper
A Bühlmann Credibility Approach to Modeling Mortality Rates	2019-05-28	Paper
A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates	2019-05-10	Paper
Application of Relational Models in Mortality Immunization	2019-05-07	Paper
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances	2018-07-13	Paper
The Optimal Write-Down Coefficients in a Percentage for a Catastrophe Bond	2018-06-20	Paper
A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates	2017-06-30	Paper
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality	2016-12-13	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
Actuarial applications of the linear hazard transform in mortality immunization	2014-04-15	Paper
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process	2013-12-17	Paper
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion	2011-11-26	Paper
Actuarial applications of the linear hazard transform in life contingencies	2011-08-01	Paper
On the ordering of ruin probabilities for the surplus process perturbed by diffusion	2011-02-22	Paper
On a multi-threshold compound Poisson process perturbed by diffusion	2010-03-01	Paper
On the stop-loss transform and order for the surplus process perturbed by diffusion	2006-10-05	Paper
On the discounted distribution functions for the Erlang(2) risk process	2004-11-29	Paper
On the discounted distribution functions of the surplus process perturbed by diffusion.	2003-11-16	Paper
A generalized defective renewal equation for the surplus process perturbed by diffusion.	2003-11-16	Paper
On the moments of the surplus process perturbed by diffusion.	2003-11-16	Paper
On the expectations of the present values of the time of ruin perturbed by diffusion.	2003-11-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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