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A simple linear regression approach to modeling and forecasting mortality rates
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Journal of forecasting 34 (2015) 7, pp. 543-559
Persistent link: https://www.econbiz.de/10011390452
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Age-specific copula-AR-GARCH mortality models
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang - In: Insurance / Mathematics & economics 61 (2015), pp. 110-124
Persistent link: https://www.econbiz.de/10010515911
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Applications of mortality durations and convexities in natural hedges
Lin, Tzuling; Tsai, Cary Chi-Liang - In: North American actuarial journal 18 (2014) 3, pp. 417-442
Persistent link: https://www.econbiz.de/10011338992
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Hedging mortality/longevity risks for multiple years
Lin, Tzuling; Tsai, Cary Chi-Liang - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 1, pp. 118-140
Persistent link: https://www.econbiz.de/10012180726
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Incorporating the Bühlmann credibility into mortality models to improve forecasting performances
Tsai, Cary Chi-Liang; Lin, Tzuling - In: Scandinavian actuarial journal (2017) 5, pp. 419-440
Persistent link: https://www.econbiz.de/10011772204
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A Bühlmann credibility approach to modeling mortality rates
Tsai, Cary Chi-Liang; Lin, Tzuling - In: North American actuarial journal 21 (2017) 2, pp. 204-227
Persistent link: https://www.econbiz.de/10011858021
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Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Insurance / Mathematics & economics 66 (2016), pp. 44-58
Persistent link: https://www.econbiz.de/10011442674
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On the mortality/longevity risk hedging with mortality immunization
Lin, Tzuling; Tsai, Cary Chi-liang - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 580-596
Persistent link: https://www.econbiz.de/10010227936
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Natural hedges with immunization strategies of mortality and interest rates
Lin, Tzuling; Tsai, Cary Chi-liang - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 155-185
Persistent link: https://www.econbiz.de/10012194116
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Asset liability management of longevity and interest rate risks : using survival-mortality bonds
Lin, Tzuling; Tsai, Cary Chi-Liang; Cheng, Hung-Wen - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 1, pp. 74-95
Persistent link: https://www.econbiz.de/10014286516