Department of Risk Management & Insurance, NCCU

Name	SHIH-CHIEH CHANG
Email
NCCU Ext.	81122
Teaching Field	精算科學與風險管理
Degree	Ph.D., Statistics, University of Wisconsin-Madison
Job Title	Professor

Year	Paper Title
2024	張士傑;宣葳;李彥寬;曾毓英, 2024.09, 'Evaluating the Efficiency of Capital Enhancement and Investment Constraints in Life Insurance Supervision, ' Asia-Pacific Journal of Risk and Insurance, Vol.18, No.2, pp.1-27.(ProQuest, EconLit)(為通訊作者), vol. 126884, Sep. 2024
2022	廖士傑;張士傑;鄭宗記, 2022.06, 'Index-based Renewable Energy Insurance for Taiwan Solar Photovoltaic Power Plants, ' Risk Management and Insurance Review, Vol.25, No.2, pp.145-172.(AHCI, SCI, SCOPUS)(為通訊作者), vol. 437801, Jun. 2022
2021	杜昌燁;張士傑, 2021.12, '國際板債券之再投資風險估計, ' 證券市場發展季刊, Vol.33, No.4, pp.77-102.(TSSCI)(為通訊作者), vol. 432590, Dec. 2021
2021	許永明;陳瑞祥;張士傑, 2021.09, '採行風險基礎資本制與核保績效:台灣財產保險業的實證結果, ' 證券市場發展季刊, Vol.33, No.3, pp.83-120.(TSSCI)(為通訊作者), vol. 432591, Sep. 2021
2021	廖士傑;張士傑;鄭宗記, 2021.08, 'Managing the Volatility Risk of Renewable Energy: Index Insurance for Offshore Wind Farms in Taiwan, ' sustainability, No.13, pp.8985.(AHCI, SSCI, SCIE)(為通訊作者), vol. 432589, Aug. 2021
2020	張士傑;李彥寬, 2020.06, 'Currency Uncertainty, Interest Guarantee, and Risk-Based Premiums in Life Insurance Guaranty Schemes, ' Asia-Pacific Journal of Risk and Insurance, Vol.14, No.2, pp.1-30.(AHCI, SCOPUS)(為通訊作者), vol. 430633, Jun. 2020
2020	張士傑;廖士傑;陳怡儒, 2020.01, '指數型保險於再生能源風險管理之運用: 台灣離岸風力發電第26號潛力場址, ' 保險專刊, Vol.36, No.1, pp.1-23.(為通訊作者), vol. 430635, Jan. 2020
2019	張士傑;李彥寬;宣威;杜昌燁, 2019.06, 'Allocating Overseas: Risk Assessment of Currency Hedging in Taiwan Life Insurance Industry, ' Asia-Pacific Journal of Risk and Insurance, Vol.14, No.1, pp.1-16.(AHCI, SCOPUS)(為通訊作者), vol. 430631, Jun. 2019
2018	張士傑;廖士傑;柯廷漢, 2018.06, '指數型保險對再生能源風險管理之應用：以太陽能輻射發電為例, ' 風管學報, Vol.20, No.1, pp.50-76.(為通訊作者), vol. 430636, Jun. 2018
2018	張士傑;黃雅文;洪銳棋;曾暐筑, 2018.04, '人壽保險公司之風險及清償能力評估: 檢視利率變動型人壽保險, ' 管理學報, Vol.35, No.3, pp.333-354.(TSSCI)(為通訊作者), vol. 430637, Apr. 2018
2016	張士傑, 2016.06, 'Response to Xiao Wang on His Comments on Our Paper Entitled, “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty”, ' North American Actuarial Journal, Vol.20, No.1, pp.94.(AHCI, SCOPUS), vol. 430645, Jun. 2016
2015	黃雅文;張士傑;吳仰哲, 2015.06, 'Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty, ' North American Actuarial Journal, Vol.19, No.2, pp.94-115.(為通訊作者), vol. 419981, Jun. 2015
2013	黃雅文;張士傑;蔡漢璁, 2013.07, 'Downside Risk Control in a Continuous-Time Portfolio Management, ' Asia Pacific Journal of Financial Studies, Vol.0, No.0, pp.0.(SSCI)(為通訊作者), vol. 395840, Jul. 2013
2013	楊尚穎;黃雅文;張士傑, 2013.06, 'The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance, ' North American Actuarial Journal, Vol.16, No.4, pp.513-523.(為通訊作者), vol. 419982, Jun. 2013
2008	張士傑;黃雅文, 2008, 'Non-Myopic Portfolio Choice with Minimum Guarantees, ' 證券市場發展季刊, No.21.(TSSCI), vol. 253480, 2008
2008	張士傑;黃雅文;詹淑卿, 2008, '產物保險公司之核保績效：1999-2003台灣市場之實證分析, ' 保險實務與制度, Vol.7, No.1, pp.1-19., vol. 253479, 2008
2008	張士傑;呂旺坤;黃雅文, 2008, '中國大陸人壽保險公司之股權結構與經營效率分析, ' 保險學報, No.4, pp.155-180., vol. 253478, 2008
2007	張士傑;黃雅文;萱葳, 2007, 'Revisit the Cross-Country Asset Allocation In Long-Term Portfolio Choice, ' 中國統計學報, No.45, pp.254-282., vol. 253477, 2007
2007	張士傑;Yi-Feng Li, 2007, 'Controlling the Shortfall Risks in Dynamic Asset Allocation, ' 證券市場發展季刊, Vol.19, No.2, pp.79-118.(TSSCI), vol. 253476, 2007
2005	張士傑;Chang-Ye Tu;Chenghsien Tsai, 2005, 'Pension Fund Management Using the Markov Chain Approximation, ' Asia Pacific Management Review, Vol.10, No.4, pp.259-266.(TSSCI), vol. 253475, 2005
2005	Chang, Shih-Chieh;Hsien Tsai;Li Chuan HungCheng, 2005, 'Incorporating Foreign Equities in the Optimal Asset Allocation of an Insurer with the Consideration for Background Risks:Models and Numerical Illustrations, ' Asia Pacific Journal of Risk and Insurance,., vol. 178011, 2005
2005	張士傑;許玉蕙, 2005, '投資型態人壽保險之風險承擔價差, ' 保險學報, No.2, pp.45-73., vol. 253474, 2005
2004	張士傑;黃美慧, 2004, '保險公司之最適盈餘分布:模型與實務 Optimal surplus Distribution for Insurance Companies:Model and Practice, ' 保險學報, Vol.1, pp.149-174., vol. 178010, 2004
2004	張士傑;李意豐, 2004, '退休基金之最適投資決策Ootimal Portfolio Decisions in Pension Fund Mangement, ' 管理學報, Vol.21, No.2, pp.278-290.(TSSCI), vol. 178009, 2004
2003	Chang, Shih-Chieh;Tzeng LY;Miao JY, 2003.04, 'Pension funding incoporation downside risks, ' INSURANCE MATHEMATICS & ECONOMICS, Vol.32, No.2, pp.217-228.(SSCI, SCIE), vol. 160315, Apr. 2003
2003	杜昌燁;鄧益俗, 2003, '長期基金之避險與套利行為, ' 保險專刊, Vol.19, No.1, pp.1-21., vol. 178008, 2003
2003	張士傑;田嘉蓉;陳奕求, 2003, '投資連結保險之動態避險與內在風險:評估方法與應用, ' 風險管理學報, Vol.5, No.1, pp.25-44.(為通訊作者), vol. 178007, 2003
2002	Chang, Shih-Chieh;Hsin-Yi Cheng, 2002.06, 'Pension Valuatoin under Uncertainty:Implementation of A Stochastic, ' Journal of Risk and Insurance,.(SSCI), vol. 159120, Jun. 2002
2002	Chang, Shih-Chieh;Hsien Tsai;Jung TienCheng;Chang Ye TuChia, 2002, 'Dyanamic Funding and Investment Strategy for Defined Benefit Pension Schemes:Model Incorporation Asset-Liability Matching Criterions, ' Journal of Acturial Practice, pp.131-155., vol. 178005, 2002
2002	Chang, Shih-Chieh;Chiang Chu Chen, 2002, 'Allocating Unfunded Liability in Pension Valuation under Uncertaionty, ' Insurance:Mathematics and Economics, Vol.30, No.3, pp.375-391.(SSCI, SCI)(為通訊作者), vol. 178002, 2002
2001	張士傑;陳絳珠, 2001, '企業退休基金之多期最適提撥與資產配置, ' 管理評論, Vol.20, No.3, pp.21-52.(TSSCI), vol. 153173, 2001
2000	張士傑, 2000, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice, Vol.8, No.0, pp.5-42., vol. 153170, 2000
2000	張士傑, 2000, '評論限額再保險與整合型風險管理, ' 保險學刊, Vol.0, No.60, pp.87-101., vol. 153169, 2000
2000	張士傑;山中康司, 2000, '非傳統型式再保險:風險移轉方式, ' 核保學報, Vol.0, No.0, pp.61-85., vol. 153167, 2000
2000	張士傑;鄭欣怡, 2000, '公務人員退休撫卹基金之評價與長期財務檢視, ' 退撫基金季刊, Vol.1, No.1, pp.42-55., vol. 178000, 2000
2000	田嘉蓉;山中康司, 2000, '蒙地卡羅方法評估保本型變額保險之利率風險, ' 中國統計學報, Vol.38, No.3, pp.281-296., vol. 177998, 2000
2000	張士傑, 2000, '應用隨機風險控制於退休基金評價, ' 管理學報, Vol.17, No.3.(TSSCI), vol. 177997, 2000
1999	張士傑, 1999, 'Optimal Pension Funding Incorporating Stochastic Simulations and Dynamic Programming, ' Asian Pacific Management Review, Vol.0, No.4, pp.1-12., vol. 153155, 1999
1999	張士傑;林妙姍, 1999, '確定提撥方式下退休所得的風險評估, ' Journal of Risk Management (風險管理學報), Vol.1, No.0, pp.35-62., vol. 153154, 1999
1999	張士傑, 1999, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice,., vol. 135953, 1999
1999	張士傑, 1999, 'Optimal Pension Funding Through Dynamic Simulations: the Case of Taiwan Public Employees Retirement System, ' Insurance: Mathematics and Economic, Vol.24, No.3, pp.187-199.(SSCI, SCI)(為通訊作者), vol. 135951, 1999
1999	張士傑, 1999, 'Monitoring Solvency Risk of Taiwan Public Employees Retirement System using Simulation-Based Forecast Model, ' Singapore International Insurance and Actuarial Journal, Vol.3, No.1, pp.65-81., vol. 153163, 1999
1999	張士傑;郭怡馨, 1999, '保本型變額壽險之評論:理論與應用, ' Journal of Risk Management (風險管理學報), Vol.1, No.2, pp.15-40., vol. 153159, 1999
1998	張士傑, 1998.11, 'Using Parametric Statistical Models to Estimate Mortality Structure: the Case of Taiwan, ' Journal of Actuarial Practice, U.S.A., Vol.6, No.1., vol. 134378, Nov. 1998
1997	張士傑, 1997, '如何計算脫退率, ' 公務人員退輔基金季刊, No.6, pp.51-62., vol. 134375, 1997
1997	張士傑, 1997, '利用蒙地卡羅馬可夫鏈吉普生抽樣方法分析損失分佈, ' 壽險季刊, No.104, pp.40-51., vol. 253473, 1997
1997	張士傑, 1997, '經驗貝氏方法估計損失率, ' 保險專刊, No.47, pp.151-161., vol. 253472, 1997
1997	張士傑, 1997, '以精算財務觀點分析台灣公共退休金政策, ' 保險專刊, No.50., vol. 253471, 1997
1996	張士傑, 1996.09, '可信度理論之分析與實用, '., vol. 130751, Sep. 1996
1996	張士傑, 1996.09, '多重相依脫退理論的探討, ' 壽險季刊, No.100, pp.8-20., vol. 130750, Sep. 1996
1996	張士傑, 1996.09, '數理人口模型之研究, ' 壽險季刊, No.101, pp.69-81., vol. 130749, Sep. 1996
1996	張士傑;林素華, 1996.09, '可信度理論之探討, ' 保險專刊, No.45, pp.117-128., vol. 130748, Sep. 1996
1996	張士傑, 1996.03, '時間因素對台灣人口死亡結構的影響, ' 壽險季刊, No.99, pp.12-25., vol. 130746, Mar. 1996
1996	張士傑, 1996.03, '簡易貝氏方法估計契約損失個數:主觀與經驗的綜合, ' 保險專刊, No.43, pp.160-165., vol. 130745, Mar. 1996
1996	張士傑, 1996, '應用隨機過程分析人壽保險商品, ' 壽險季刊, No.102期, pp.6-16., vol. 134376, 1996
1996	張士傑, 1996, '不同利率模型下之債券評價分析, ' 保險專刊, No.46, pp.139-150., vol. 132294, 1996
1995	張士傑, 1995.12, '臺灣壽險業第三回經驗生命表混成參數模型分析, ' No.42, pp.112-118., vol. 130743, Dec. 1995
1995	張士傑, 1995.12, '國內壽險公司資金運用分析:利用多變量Biplot方法, '., vol. 130744, Dec. 1995
1995	張士傑, 1995, '國內壽險公司資金運用分析, ' 壽險季刊, No.98, pp.62-68., vol. 253469, 1995
0000	張士傑, 0000, '可信度的貝氏理論與應用, ' 陳繼堯教授退休論文集,., vol. 134707, 0000
0000	張士傑, 0000, '經驗貝氏方法估計損失率, ' 保險專刊, Vol.47, pp.151-161., vol. 134706, 0000
0000	張士傑, 0000, '數理人口模型之研究, ' 壽險季刊, No.101期, pp.69-81., vol. 134704, 0000
0000	張士傑, 0000, '時間因素對台灣人口死亡結構的影響, ' 壽險季刊, No.100期, pp.8-20., vol. 134703, 0000
0000	張士傑;林素華, 0000, '可信度理論的探討, ' 保險專刊, Vol.45, pp.117-128., vol. 134702, 0000
0000	張士傑, 0000, '簡易貝氏方法估計契約損失個數：主觀與經驗的綜合, ' 保險專刊, Vol.43, pp.160-165., vol. 134700, 0000
	張士傑;Chenghsien Tsai;Huang Ya-Wen, 'Portfolio Selection in Hedging the Inflation Risk for Long-Term Investors, ' Quantitative Finance,.(SSCI), vol. 253481, Dec. 2024

Year	Paper Title
2000	張士傑, 2000.07, 'Application of risk stochastic control to pension fund management., '., Jul. 2000
1999	張士傑;Hsin-Yi Cheng, 1999, 'Pension valuation under uncertainty: a generalized stochastic approach., ' 1999 Risk management and insurance international conference., NCCU., 1999
1999	張士傑, 1999, 'Allocating unfunded liability in pension valuation under uncertainty., ' 1999 risk management and insurance inrternational confreence, NCCU., 1999
1999	張士傑, 1999, 'Benchmark of pension valuation: a case study incorporating policy intervention., ' 1999 Risk management and insurance international conference, NCCU., 1999
1998	張士傑, 1998, 'Solvency Risk of Taiwan Public Employees Retirement System Using Simulation-Based Forecast Model, ' 2nd Annual Conference of Asia-Pacific Risk and Insurance Assocation, 南洋科技大學., 1998
1998	張士傑, 1998, '公務人員退撫系統動態精算模式的建立, ' 1998年公務人員退撫基金專題研討會, 公務人員退撫基金管理與監理委員會., 1998
1998	張士傑;鄭欣怡, 1998, '退休基金精算評價的剖析, ' 國科會人文論壇, 政治大學金融系., 1998
1997	張士傑, 1997, '退休基金精算處理原則的研究, ' 1997中華民國精算學會, 中華民國精算學會., 1997
1997	張士傑, 1997, 'Some Results on the Issues of Employee Benefits: A Case of Taiwan Servants Pension Plan, ' Inaugural Conference of Asia Pacific Risk & Insurance Scolars, 南洋科技大學., 1997
1997	張士傑, 1997, '退休基金評價：公務人員退輔基金的實證研究, ' 中華民國財務學會年會論文集, 中華民國財務學會., 1997
1997	張士傑, 1997, '退撫基金精算模式的建立, ' 86年公務人員退撫基金專題研討會論文, 公務人員退撫基金管理及監理委員會., 1997
1997	張士傑, 1997, '可信度的貝氏理論分析, ' 新世紀保險經營管理學術研討會論文集, 政治大學., 1997
1997	張士傑, 1997, '商業長期看護保險的精算研究, ' 86年全民健保精算研討會論文集, 政治大學., 1997
1996	張士傑, 1996, '可信度理論分析與應用, ' 85年度中華民國精算學年會, 中華民國精算學會., 1996
1996	張士傑, 1996, '多重相依脫退理論的探討, ' 85年度中華統計與機率研討會論文集, 中華統計與機率學會., 1996

Year	Book Title
2021	張士傑, 2021.04, 'IFRS利率與匯率風險將如何改變保險公司的經營, ' 滄海書局出版.(為通訊作者), 430638, Apr. 2021
2019	張士傑, 2019.07, '經營策略與風險管理, ' 滄海書局出版.(為通訊作者), 430639, Jul. 2019
2018	張士傑, 2018.06, '外商保險業的撤資逃亡潮, ' 滄海書局出版.(為通訊作者), 430640, Jun. 2018
2017	張士傑, 2017.10, '建立安全社會網, ' 滄海書局出版.(為通訊作者), 430642, Oct. 2017
2017	張士傑, 2017.06, '國際債政策與匯率、利率風險管理, ' 滄海書局出版.(為通訊作者), 430643, Jun. 2017
2015	張士傑, 2015.03, '台灣保險市場發展、監理與評論, ' 台灣金融研訓院出版.(為通訊作者), 430644, Mar. 2015

Project Category	Year	Project Title	Participator	Job Title	Period	Unit
MOST Projects	106	納入外幣計價債券提前贖回選擇權之人壽保險公司資產負債動態模型	CHANG SHIH-CHIEH,CHANG SHIH-CHIEH	Principal Investigator	2017.08 ~ 2019.02	National Science and Technology Council
MOST Projects	105	人壽保險公司之風險及清償能力評估：檢視利率變動型壽險	CHANG SHIH-CHIEH	Principal Investigator	2016.08 ~ 2018.02	National Science and Technology Council
MOST Projects	104	負債公允評價下人壽保險公司之系統性風險與破產成本	CHANG SHIH-CHIEH	Principal Investigator	2015.08 ~ 2017.01	National Science and Technology Council
MOST Projects	103	負債導向基金之動態資產配置：下檔風險限制與違約選擇權	CHANG SHIH-CHIEH	Principal Investigator	2014.08 ~ 2015.08	National Science and Technology Council
MOST Projects	102	負債導向基金之資產配置，績效歸因與違約風險	CHANG SHIH-CHIEH	Principal Investigator	2013.08 ~ 2014.10	National Science and Technology Council
MOST Projects	100	人壽保險公司之資產配置與破產成本分析	CHANG SHIH-CHIEH	Principal Investigator	2011.08 ~ 2012.07	National Science and Technology Council
MOST Projects	99	人壽保險公司與退休基金之違約風險，負債評價與資產配置	CHANG SHIH-CHIEH	Principal Investigator	2010.08 ~ 2011.08	National Science and Technology Council
MOST Projects	96	退休與保險基金之策略性資產配置：預測學習效果下之動態避險（3/3)	CHANG SHIH-CHIEH	Principal Investigator	2009.08 ~ 2010.10	National Science and Technology Council
MOST Projects	96	退休與保險基金之策略性資產配置：預測學習效果下之動態避險（2/3)	CHANG SHIH-CHIEH	Principal Investigator	2008.08 ~ 2009.07	National Science and Technology Council
MOST Projects	96	退休與保險基金之策略性資產配置：預測學習效果下之動態避險（1/3)	CHANG SHIH-CHIEH	Principal Investigator	2007.08 ~ 2008.07	National Science and Technology Council
MOST Projects	95	保險及退休基金於國外投資之風險評估：跨國資產組合模型(2/2)	CHANG SHIH-CHIEH	Principal Investigator	2006.08 ~ 2007.10	National Science and Technology Council
MOST Projects	94	保險及退休於國外投資之風險評估(1/2)	CHANG SHIH-CHIEH	Principal Investigator	2005.08 ~ 2006.08	National Science and Technology Council
MOST Projects	94	赴日本神戶大學參加臺日學術交流研討會(國外差旅費)	CHANG SHIH-CHIEH	Principal Investigator	2005.06 ~ 2008.07	National Science and Technology Council
MOST Projects	93	背景風險下之最適投資組合：建構不完全市場下之隨機控制模型(2/2)	CHANG SHIH-CHIEH	Principal Investigator	2004.08 ~ 2005.07	National Science and Technology Council
MOST Projects	93	管理一學門財務領域研究社群與學術生涯管理研討會	CHANG SHIH-CHIEH,TSAI CHENG-HSIEN,KUO WEIYU	Principal Investigator	2004.06 ~ 2004.10	National Science and Technology Council
MOST Projects	92	背景風險下之最適投資組合：建構不完全市場下之隨機控制模型（1/2）	CHANG SHIH-CHIEH	Principal Investigator	2003.08 ~ 2004.07
MOST Projects	91	考量風險趨避態度及避險條件之退休基金管理：應用隨機控制與平賭理論	CHANG SHIH-CHIEH	Principal Investigator	2002.08 ~ 2003.07	National Science and Technology Council
MOST Projects	90	不完全市場下權益連結保險之計價及風險極小化避險策略	CHANG SHIH-CHIEH	Principal Investigator	2001.08 ~ 2002.07
MOST Projects	90	考量收益時間差異及使用避險工具之退休基金最適資產負債動態模型（I）	CHANG SHIH-CHIEH	Principal Investigator	2001.08 ~ 2002.07
MOST Projects	89	巨災保險證券化－財務風險移轉	CHANG SHIH-CHIEH	Principal Investigator	2000.08 ~ 2001.07
MOST Projects	89	退休基金評價的最適提撥策略與資產負債管理	CHANG SHIH-CHIEH	Principal Investigator	2000.08 ~ 2001.07
MOST Projects	89	退休基金評價指標的建立---考量政策干預下的控制模型	CHANG SHIH-CHIEH	Principal Investigator	1999.08 ~ 2000.07	National Science and Technology Council
MOST Projects	88	開放式退休基金動態精算評估系統	CHANG SHIH-CHIEH	Principal Investigator	1998.08 ~ 1999.07	National Science and Technology Council
MOST Projects	87	應用隨機過程分析人身保險之提前給付計畫	CHANG SHIH-CHIEH	Principal Investigator	1997.08 ~ 1998.07	National Science and Technology Council
MOST Projects	86	應用參數模型估計台灣年金生命表結構	CHANG SHIH-CHIEH	Principal Investigator	1996.08 ~ 1997.07	National Science and Technology Council
Other Projects	113	人壽保險市再保險移轉風險機制研究	CHANG SHIH-CHIEH	Principal Investigator	2024.05 ~ 2025.04
Other Projects	112	公務人員退休撫卹基金第9次精算案監督覆核	CHANG SHIH-CHIEH	Principal Investigator	2023.09 ~ 2024.12
Other Projects	112	陽明海運公司風險管理之建置研究	CHANG SHIH-CHIEH	Principal Investigator	2023.02 ~ 2023.12
Other Projects	111	陽明海運公司風險管理之建置研究	CHANG SHIH-CHIEH	Principal Investigator	2022.01 ~ 2022.12
Other Projects	109	公務人員退休撫卹基金第8次精算案監督覆核	CHANG SHIH-CHIEH	Principal Investigator	2020.11 ~ 2021.12
Other Projects	109	台灣壽險業海外投資上限對其資產配置影響之探討	CHANG SHIH-CHIEH,CHANG YUAN-CHEN,CHENG TSUNG-CHI,TZENG YU-YING	Principal Investigator	2020.11 ~ 2021.10
Other Projects	108	匯率風險對我國壽險業經營之短中長期影響	CHANG SHIH-CHIEH,CHENG TSUNG-CHI,CHANG YUAN-CHEN	Principal Investigator	2019.06 ~ 2020.05
Other Projects	104	放寬保險業因增加投資效益目的的從事衍生性金融商品交易範圍與作業程序及開放投資型保單投資標的範圍納入期貨信託基金之研究	CHANG SHIH-CHIEH	Principal Investigator	2015.10 ~ 2015.12
Other Projects	104	協助中小企業建構風險管理機制之研究報告	PENG JIN-LUNG,CHANG SHIH-CHIEH		2015.04 ~ 2015.11
Other Projects	102	中華郵政股份有限公司作業風險執行方案之研究	CHANG SHIH-CHIEH,CHENG TSUNG-CHI	Principal Investigator	2013.01 ~ 2013.09
Other Projects	101	金融控股公司關係人交易之風險管理	CHANG SHIH-CHIEH	Principal Investigator	2012.05 ~ 2013.05
Other Projects	100	天災風險管理對策之研究:財政管理與風險管理	TSAI CHENG-HSIEN,PENG JIN-LUNG,LIN JAN-JUY,CHANG SHIH-CHIEH		2011.06 ~ 2012.02
Other Projects	94	台灣保險監理之利率模型系統	TSAI CHENG-HSIEN,CHANG SHIH-CHIEH,KUO WEIYU		2005.11 ~ 2006.09
Other Projects	92	動態投資組合模型與金融市場之實證研究	CHANG SHIH-CHIEH	Principal Investigator	2003.09 ~ 2004.06
Other Projects	92	如何加強培育金融、證券、保險國際金融管理人才方案	WU SE-HWA, SHEN, CHUNG-HUA,CHOW HSING-YI,CHANG SHIH-CHIEH		2003.08 ~ 2003.12
Other Projects	91	退休公務人員實施展期年金制度精算案監督覆核精算機構研究	CHANG SHIH-CHIEH	Principal Investigator	2002.12 ~ 2003.07
Other Projects	90	全民健保財物精算之研究	CHANG SHIH-CHIEH	Principal Investigator	2001.08 ~ 2002.10
Other Projects	89	年輕族群對壽險業意向調查之研究	CHANG SHIH-CHIEH	Principal Investigator	2000.09 ~ 2001.02
Other Projects	88	公務人員退休撫卹基金精算監督覆核案	CHANG SHIH-CHIEH	Principal Investigator	1999.05 ~ 2000.03

Year	Research Title	Authors
2004	張士傑, 2004, '風險背景下隻最適投資組合：建構不完全市場下之隨機控制模型(1/2), ' 行政院國科會.
2002	張士傑, 2002, '不完全市場下權益連結保險之計價及風險極小化避險策略, ' 行政院國科會.
2002	張士傑, 2002, '考量風險趨避態度及避險條件之退休基金管理:應用隨機控制與平賭理論, ' 國科會.
2002	張士傑, 2002, '考量收益時間差異及使用避險工具之退休基金最適負債動態模型(1), ' 行政院國科會.
2001	張士傑, 2001, '退休基金評價的最適提撥策略與資產負債管理, ' 行政院國科會.
2001	張士傑, 2001, '巨災保險證券化─財務風險移轉, ' 行政院國科會.
2000	張士傑, 2000, '退休基金評價指標的建立：考量政策干預下的控制模型, ' 行政院國科會.
1999	張士傑, 1999, '開放式退休基金動態精算評估系統, ' 行政院國科會.
1994	張士傑, 1994, 'Some Results on Measurement Error Model, ' University of Wisconsin Madison Department of Statistics.

Country	School Name	Department	Degree	Duration
U.S.A.	University of Wisconsin-Madison	Statistics	博士	1989.02 ~ 1994.12
TAIWAN, REPUBLIC OF CHINA	國立臺灣大學	數學系	學士	1981.09 ~ 1985.06

Experience Category	Organization Title	Department	Job Title	Duration
Current	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	教授	2024.08 ~ Up to today
Current	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	教授	2020.08 ~ 2024.02
Current	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	教授	2017.08 ~ 2020.02
Current	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	教授	2014.02 ~ 2017.02
Current	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	教授	2013.01 ~ 2013.08
Current	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	教授	2012.02 ~ 2013.01
Current	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	教授	2010.07 ~ 2011.08
Current	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	教授	2000.02 ~ 2006.07
Current	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	副教授	1995.08 ~ 2000.02
Part Time	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	系主任	2004.08 ~ 2005.07
Part Time	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	系主任	2003.08 ~ 2004.07
Part Time	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	系主任	2001.08 ~ 2002.07
Part Time	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	系主任	2000.08 ~ 2001.07
Part Time	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	系主任	2000.02 ~ 2000.07
Part Time	NATIONAL CHENGCHI UNIVERSITY	Department of Risk Management and Insurance	系主任	1999.08 ~ 2000.07
Experience	風險管理學報		主編

Honor Category	Year	Award Name	Awarding Unit
Inside School	104	資深優良教師(20年)	國立政治大學
Inside School	101	特聘教授	國立政治大學
Inside School	95	三等服務獎章	政治大學
Inside School	94	資深優良教師(10年)	國立政治大學
Inside School	92	學術研究成果國際化優等研究獎	政治大學
Inside School	90	學術研究成果國際化優等研究獎	政治大學
Inside School	90	傑出研究講座	政治大學
Inside School	89	國科會甲種研究獎勵	科技部(國科會)
Inside School	88	國科會甲種研究獎勵	科技部(國科會)
Inside School	87	國科會甲種研究獎勵	科技部(國科會)