Scopus
Article
1
A new option for mortality–interest rates
Lin T., Tsai C.C.L.
Journal of Futures Markets
2023, 43 (2) , 273-293
Article
2
Asset Liability Management of Longevity and Interest Rate Risks: Using Survival–Mortality Bonds
Lin T., Tsai C.C.L., Cheng H.W.
North American Actuarial Journal
2023, 27 (1) , 74-95
Article
3
Hierarchical Bayesian modeling of multi-country mortality rates
Lin T., Tsai C.C.L.
Scandinavian Actuarial Journal
2022, 2022 (5) , 375-398
Article
4
Correlated age-specific mortality model: an application to annuity portfolio management
Lin T., Wang C.W., Tsai C.C.L.
European Actuarial Journal
2021, 11 (2) , 413-440
Article
5
Hedging Mortality/Longevity Risks for Multiple Years
Lin T., Tsai C.C.L.
North American Actuarial Journal
2020, 24 (1) , 118-140
Article
6
Natural Hedges with Immunization Strategies of Mortality and Interest Rates
Lin T., Tsai C.C.L.
ASTIN Bulletin
2020, 50 (1) , 155-185
Article
7
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
Tsai C.C.L., Lin T.
Scandinavian Actuarial Journal
2017, 2017 (5) , 419-440
Article
8
A Bühlmann Credibility Approach to Modeling Mortality Rates
Tsai C.C.L., Lin T.
North American Actuarial Journal
2017, 21 (2) , 204-227
Article
9
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin T., Tsai C.C.L.
Insurance: Mathematics and Economics
2016, 66 , 44-58
Article
10
A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates
Lin T., Tsai C.C.L.
Journal of Forecasting
2015, 34 (7) , 543-559
學術著作
1
Does longevity make individual annuities attractive?
Tzuling Lin and Karen C. Su
Journal of Financial Studies
2015 年
3 月
Journal of Financial Studies,Vol.23, No.1,pp.85-104
期刊論文
2
A simple linear regression to modeling and forecasting mortality rates
Tzuling Lin and Cary C.C.L. Tsai
Journal of Forecasting
2015 年
11 月
Journal of Forecasting,Vol.34, No.,pp.543-559
期刊論文
共 2 筆資料，第 1/1 頁，每頁顯示
筆，到第 頁