2015 |
Huang, Becky F.;Chenghsien Tsai, 2015.12, 'Natural Hedging of Mortality Risks and Product Design, ' 台灣風險與保險學會年會暨國際學術研討會議, 台灣風險與保險學會., Dec. 2015 |
2015 |
Huang, Becky F.;Chenghsien Tsai, 2015.08, 'Embedding the Natural Hedging of Mortality/Longevity Risks into Product Design, ' World Risk and Insurance Economics Congress, Asia-Pacific Risk and Insurance Association, American Risk and Insurance Association, etc.., Aug. 2015 |
2014 |
MacMinn, Richard D;Ko-Lun Kung;Weiyu Kuo;Chenghsien Tsai, 2014.09, 'Approximating Factor Models on Multi-Population Mortality Modeling, ' International Longevity Risk and Capital Markets Solutions Conference, Universidad Diego Portales., Sep. 2014 |
2014 |
Hsieh, Ming-Hua;Weiyu Kuo;Yu-Ching Li;Chenghsien Tsai*, 2014.08, 'Generating Economics Scenarios for the Long-Term Solvency Assessment of Life Insurance Companies: The Orthogonal ARMA-GARCH Approach, ' American Risk and Insurance Association Annual Meeting, American Risk and Insurance Association.(*為通訊作者), Aug. 2014 |
2013 |
Tsai, Chenghsien*;Hsiao-Tzu Huang, 2013.12, 'Predicting the Insolvencies of Property-Casualty Insurance Companies Using the Weight of Evidence Approach, ' 台灣風險與保險學會年會暨國際學術研討會議, 台灣風險與保險學會.(*為通訊作者), Dec. 2013 |
2013 |
Hsieh, Ming-Hua;Jin-Lung Peng;Chenghsien Tsai;Jennifer L. Wang*, 2013.04, 'Explaining the Rate Spreads on Life Settlements, ' American Risk and Insurance Association Annual Meeting, American Risk and Insurance Association.(*為通訊作者), Apr. 2013 |
2012 |
Wang, Jennifer L.*;Ming-Hua Hsieh;Chenghsien Tsai, 2012.08, 'Using Life Settlements to Hedge the Mortality Risk of Life Insurers: an Asset-Liability Management Approach, ' American Risk and Insurance Association Annual Meeting, American Risk and Insurance Association.(*為通訊作者), Aug. 2012 |
2011 |
Chan, Fang-Shu Linus;Chenghsien Tsai*;Cary Chi-Liang Tsai, 2011.09, 'Applying the Linear Hazard Transform to the Fitting, Prediction, and Hedging of Mortality Improvements, ' the Seventh International Longevity Risk and Capital Markets Solutions Conference, Pensions Institute.(*為通訊作者), Sep. 2011 |
2011 |
Wang, Jennifer L.*;Ming-Hua Hsieh;Chenghsien Tsai, 2011.09, 'Using Life Settlements to Hedge the Mortality Risk of Life Insurers: an Asset-Liability Management Approach, ' the Seventh International Longevity Risk and Capital Markets Solutions Conference, Pensions Institute.(*為通訊作者), Sep. 2011 |
2009 |
Chiu, Yu-Fen;謝明華;蔡政憲, 2009, 'Valuation of Ratchet Equity Indexed Annuities with Quanto Features, ' American Risk and Insurance Association Annual Meeting., 2009 |
2009 |
詹芳書;蔡政憲, 2009, 'A Revisit on the Effective Durations and Effective Convexities of Life Insurance Reserves, ' American Risk and Insurance Association Annual Meeting., 2009 |
2009 |
詹芳書;蔡政憲, 2009, '壽險保單準備金之有效存續期間分析, ' 兩岸保險與危險管理學術研討會., 2009 |
2009 |
黃孝慈;蔡政憲;陳春龍, 2009, ' A New Approach for the Multi-Period Asset Allocations of a Property-Casualty Insurer, ' 證券市場發展季刊 資產管理研討會., 2009 |
2009 |
游子宜;蔡政憲;黃孝慈;陳春龍, 2009, 'Applying Simulation Optimization to Dynamic Financial Analysis for the Asset Allocation Problem of a Property-Casualty Insurer, ' 金融風暴與風險管理之策略及發展研討會, 風險管理學會., 2009 |
2008 |
詹芳書;蔡政憲, 2008, 'An Analysis of Effective Duration on Policy Reserve of Life Insurance Policies, ' 第二屆台灣風險與保險學會年會暨國際學術研討會., 2008 |
2008 |
詹芳書;蔡政憲, 2008, ' An Analysis of Reserve Duration on a Portfolio of Life Insurance Policies, ' The Twelfth Annual Conference of the Asia-Pacific Risk and Insurance Association., 2008 |
2008 |
Chiu, Yu-Fen;謝明華;蔡政憲, 2008, 'Valuation of Ratchet Equity-Indexed Annuities, ' American Risk and Insurance Association Annual Meeting., 2008 |
2006 |
蔡政憲;Jui-Lin Eva Sung;詹芳書, 2006, 'An Empirical Study on the Solvency Prediction of Simulation Analysis, Scenario Analysis, and Risk-Based Capital, ' 第六屆風險管理與保險研討會., 2006 |
2005 |
Tsai, Chenghsien;Kuo, Weiyu;Chiang, Derek Mi-Hsiu, 2005, 'The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios, ' The First World Risk and Insurance Economics Congress., 2005 |
2005 |
Chang, Shih-Chieh;Tsai, Chenghsien;Hwang, Ya-Wen, 2005, 'Hedging Labor Income and Inflation Uncertainties through Capital Market in Defined Contribution Pension Schemes, ' The First World Risk and Insurance Economics Congress., 2005 |
2004 |
Chang, Shih-Chieh;Tsai, Chenghsien;Hung, Li-Chuan, 2004, 'Incorporating Foreign Equities in Optimal Portfolio Selection for Insurers, ' 第九屆梁國樹教授紀念學術研討會., 2004 |
2004 |
Tsai, Chenghsien, 2004, 'The Impact of Surrender Options on the Durations of Policy Reserves, ' FAPARMO and RMST International Risk and Insurance Management Conference., 2004 |
2003 |
蔡政憲;Lin, Tzy-Ting, 2003, 'Effective Duration of Life Insurance Policies Estimated with Empirical Surrender Behaviors, ' Western Risk and Insurance Association Annual Meeting., 2003 |
2003 |
蔡政憲;Chan, Fang Shu;Weiyu Kuo, 2003, 'An Application of the Residual Income Valuation Model to the Price of Insurance Companies, ' The Seventh Annual Conference of theAsia-Pacific Risk and Insurance Association., 2003 |
2003 |
蔡政憲;Ching-Syang Jack Yue;Yuan-Chih Pan, 2003, 'The Impact of Correlation on the Effectiveness of Risk-Based Capital, ' The Seventh Annual Conference of the Asia-Pacific Risk and
Insurance Association., 2003 |
2003 |
蔡政憲;Jui-Lin Eva Sung, 2003, 'An Empirical Study on the Solvency Prediction oSimulation Analysis, Scenario Analysis, and Risk-Based Capital, ' 創新資訊科技政策與數位社會國際學術研討會, 政治大學., 2003 |
2002 |
蔡政憲, 2002, 'Duration Analysis on Life Insurance Policies: A Case of Endowment Policies, ' International Symposium on the Risk Services Industry in Emerging Economies, Ming Chuan University., 2002 |
2002 |
蔡政憲;Weiyu Kuo;Wei-Kuang Chen, 2002, 'Lapse Rate and the Distribution of Policy Reserves, ' 中華金融創新與財務工程學會研討會., 2002 |
2002 |
蔡政憲;Larry Y. Tzeng;Chun-Fang Kuo, 2002, 'Risk-Based Capital and the Life Insurer’s Risk Taking Behaviors, ' The Third Risk Management Theory Seminar, National Chengchi University,., 2002 |
2002 |
蔡政憲;Hsien-Chan Ho;Chih-Hua Tsou, 2002, 'Duration Analysis on Life Insurance Policies, The Third Risk Management Theory Seminar, ' The Third Risk Management Theory Seminar, National Chengchi University., 2002 |
2002 |
蔡政憲;Weiyu Kuo;Wei-Kuang Chen, 2002, 'The Distribution of Policy Reserves with the Term Structure of Lapse Rate, ' The Sixth Annual Conference of the Asia-Pacific Risk and Insurance Association., 2002 |
2002 |
蔡政憲;Chang, Shih-Chieh;Chia-Jung Tien;Chang-Ye Tu, 2002, 'Dynamic Funding and Investment Strategy for Defined Benefit Pension Schemes: Model Incorporating Asset-Liability Matching Criterions, ' The Sixth Annual Conference of the Asia-Pacific Risk and Insurance
Association., 2002 |
2001 |
蔡政憲;Tsung-Yu Lin, 2001, 'How does the Correlation among Risks Matter in thEffectiveness of Capital Requirements: A Simulation Study on the Property-Casualty Insurance Industry, ' 第二屆風險管理理論研討會, 政治大學., 2001 |
2001 |
蔡政憲;Tsung-Yu Lin, 2001, 'How does Correlation Matter in Capital Requirements: A Simulation Study on the Property-Casualty Insurance Industry, ' 風險管理與保險國際學術研討會& 風險管理學術研討會, 政治大學., 2001 |
2001 |
蔡政憲;Ho, Hsien-Chan, 2001, 'Risk Analyses of Life Insurance Reserves, ' 國科會人文及社會科學發展處管理一學門財務及會計領域專題研究計畫成果發表會, 國科會., 2001 |
2000 |
蔡政憲;吳佳哲, 2000, '保險法中之投資限制對保險業投資績效影響之實證研究, ' 第一屆風險管理理論研討會, 政治大學., 2000 |
2000 |
蔡政憲;Chan, Chih-Ching;Wei-Kuang Chen;Weiyu Kuo, 2000, 'The Estimation of Value at Risk for the Reserves of the Life/Health Insurance Company, ' 亞太會計與財務研究研討會, 成功大學., 2000 |
2000 |
蔡政憲;王為倩, 2000, '銀行與保險業整合之風險與獲利性模擬分析, ' 跨世紀風險管理與保險學術暨實務研討會, 高雄第一科大學., 2000 |
2000 |
蔡政憲;Lu, Pi-Ju, 2000, 'An Empirical Study on the Solvency Prediction of Value at Risk and Risk-Based Capital, ' 跨世紀危險管理與保險學術暨實務研討會, 逢甲大學., 2000 |
2000 |
蔡政憲;Lin, Tzy-Ting, 2000, 'The Comparison of Value at Risk and Risk Based Capital in Insurance Solvency Regulation, ' The Fourth Annual Conference of Asia Pacific Risk and Insurance
Association., 2000 |
2000 |
蔡政憲;Chen, Ying-Chun, 2000, 'Determinants of Capital Structure in the Insurance Industry, ' American Risk and Insurance Association Annual Meeting& The
Fourth Annual Conference of Asia Pacific Risk and Insurance Association., 2000 |
2000 |
蔡政憲;Li, Meng-Yi, 2000, 'Value at Risk for the Reserves of Multi-Product Life Insurers, ' American Risk and Insurance Association Annual Meeting., 2000 |
1999 |
蔡政憲;Chan, Chih-Ching, 1999, 'The Application of Value at Risk to the Life Insurance Industry, ' The Third Annual Conference of Asia Pacific Risk and Insurance Association., 1999 |
1999 |
蔡政憲;Liao, Shih-Yun, 1999, 'Simulation Tests on the Effectiveness of Insurance Solvency Regulation, ' American Risk and Insurance Association Annual Meeting., 1999 |
1999 |
蔡政憲;Phillips, Richard D., 1999, 'Random Premium Insurance Contracts: Theory and Empirical Evidence, ' American Risk and Insurance Association Annual Meeting., 1999 |