Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang Correlated age-specific mortality model: an application to annuity portfolio management. (English) Zbl 1482.91184 Eur. Actuar. J. 11, No. 2, 413-440 (2021). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{T. Lin} et al., Eur. Actuar. J. 11, No. 2, 413--440 (2021; Zbl 1482.91184) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Cheng, Echo Sihan Incorporating statistical clustering methods into mortality models to improve forecasting performances. (English) Zbl 1467.91153 Insur. Math. Econ. 99, 42-62 (2021). MSC: 91G05 62P05 62H30 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{E. S. Cheng}, Insur. Math. Econ. 99, 42--62 (2021; Zbl 1467.91153) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Wu, Adelaide Di Bühlmann credibility-based approaches to modeling mortality rates for multiple populations. (English) Zbl 1455.91229 N. Am. Actuar. J. 24, No. 2, 290-315 (2020). Reviewer: George Stoica (Saint John) MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{A. Di Wu}, N. Am. Actuar. J. 24, No. 2, 290--315 (2020; Zbl 1455.91229) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang Hedging mortality/longevity risks for multiple years. (English) Zbl 1437.91397 N. Am. Actuar. J. 24, No. 1, 118-140 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, N. Am. Actuar. J. 24, No. 1, 118--140 (2020; Zbl 1437.91397) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Wu, Adelaide Di Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. (English) Zbl 1435.91160 Insur. Math. Econ. 91, 37-54 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{A. Di Wu}, Insur. Math. Econ. 91, 37--54 (2020; Zbl 1435.91160) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-liang Natural hedges with immunization strategies of mortality and interest rates. (English) Zbl 1431.91339 ASTIN Bull. 50, No. 1, 155-185 (2020). MSC: 91G05 91G30 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. l. Tsai}, ASTIN Bull. 50, No. 1, 155--185 (2020; Zbl 1431.91339) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Zhang, Ying A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. (English) Zbl 1411.91317 Scand. Actuar. J. 2019, No. 5, 406-431 (2019). MSC: 91B30 62P10 62M20 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{Y. Zhang}, Scand. Actuar. J. 2019, No. 5, 406--431 (2019; Zbl 1411.91317) Full Text: DOI Link OpenURL
Chi-Liang Tsai, Cary; Liang, Xinying Application of relational models in mortality immunization. (English) Zbl 1411.91273 N. Am. Actuar. J. 22, No. 4, 509-532 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Chi-Liang Tsai} and \textit{X. Liang}, N. Am. Actuar. J. 22, No. 4, 509--532 (2018; Zbl 1411.91273) Full Text: DOI Link OpenURL
Zhang, Xiaoli; Tsai, Cary Chi-Liang The optimal write-down coefficients in a percentage for a catastrophe bond. (English) Zbl 1393.91102 N. Am. Actuar. J. 22, No. 1, 1-21 (2018). MSC: 91B30 91G20 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{C. C. L. Tsai}, N. Am. Actuar. J. 22, No. 1, 1--21 (2018; Zbl 1393.91102) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Lin, Tzuling A Bühlmann credibility approach to modeling mortality rates. (English) Zbl 1414.91237 N. Am. Actuar. J. 21, No. 2, 204-227 (2017). MSC: 91B30 62P05 62M20 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{T. Lin}, N. Am. Actuar. J. 21, No. 2, 204--227 (2017; Zbl 1414.91237) Full Text: DOI OpenURL
Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. (English) Zbl 1371.91101 Insur. Math. Econ. 70, 150-161 (2016). MSC: 91B30 91G20 62P05 PDF BibTeX XML Cite \textit{X. Liang} et al., Insur. Math. Econ. 70, 150--161 (2016; Zbl 1371.91101) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary. (English) Zbl 1348.91169 Insur. Math. Econ. 66, 44-58 (2016). MSC: 91B30 62P05 91D20 91G20 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, Insur. Math. Econ. 66, 44--58 (2016; Zbl 1348.91169) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Yang, Shuai A linear regression approach to modeling mortality rates of different forms. (English) Zbl 1414.91238 N. Am. Actuar. J. 19, No. 1, 1-23 (2015). MSC: 91B30 62P05 62J05 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{S. Yang}, N. Am. Actuar. J. 19, No. 1, 1--23 (2015; Zbl 1414.91238) Full Text: DOI OpenURL
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang Age-specific copula-AR-GARCH mortality models. (English) Zbl 1314.91143 Insur. Math. Econ. 61, 110-124 (2015). MSC: 91B30 62P20 91B84 91D20 PDF BibTeX XML Cite \textit{T. Lin} et al., Insur. Math. Econ. 61, 110--124 (2015; Zbl 1314.91143) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang Applications of mortality durations and convexities in natural hedges. (English) Zbl 1414.91215 N. Am. Actuar. J. 18, No. 3, 417-442 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, N. Am. Actuar. J. 18, No. 3, 417--442 (2014; Zbl 1414.91215) Full Text: DOI OpenURL
Lin, Tzuling; Tsai, Cary Chi-Liang On the mortality/longevity risk hedging with mortality immunization. (English) Zbl 1290.91093 Insur. Math. Econ. 53, No. 3, 580-596 (2013). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{T. Lin} and \textit{C. C. L. Tsai}, Insur. Math. Econ. 53, No. 3, 580--596 (2013; Zbl 1290.91093) Full Text: DOI OpenURL
Rabehasaina, Landy; Tsai, Cary Chi-Liang Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. (English) Zbl 1287.91095 Scand. Actuar. J. 2013, No. 3, 187-213 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 91B70 60K05 60G51 PDF BibTeX XML Cite \textit{L. Rabehasaina} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2013, No. 3, 187--213 (2013; Zbl 1287.91095) Full Text: DOI OpenURL
Chi-Liang Tsai, Cary; Jiang, Lingzhi Actuarial applications of the linear hazard transform in life contingencies. (English) Zbl 1218.91073 Insur. Math. Econ. 49, No. 1, 70-80 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{C. Chi-Liang Tsai} and \textit{L. Jiang}, Insur. Math. Econ. 49, No. 1, 70--80 (2011; Zbl 1218.91073) Full Text: DOI OpenURL
Mitric, Ilie-Radu; Sendova, Kristina P.; Tsai, Cary Chi-Liang On a multi-threshold compound Poisson process perturbed by diffusion. (English) Zbl 05676254 Stat. Probab. Lett. 80, No. 5-6, 366-375 (2010). MSC: 62-XX 60-XX PDF BibTeX XML Cite \textit{I.-R. Mitric} et al., Stat. Probab. Lett. 80, No. 5--6, 366--375 (2010; Zbl 05676254) Full Text: DOI OpenURL
Lu, Yi; Tsai, Cary Chi-Liang The expected discounted penalty at ruin for a Markov-modulated risk process perturbed by diffusion. (English) Zbl 1480.91226 N. Am. Actuar. J. 11, No. 2, 136-149 (2007). MSC: 91G05 45J05 44A10 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{C. C. L. Tsai}, N. Am. Actuar. J. 11, No. 2, 136--149 (2007; Zbl 1480.91226) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Sun, Li-juan On the discounted distribution functions for the Erlang(2) risk process. (English) Zbl 1215.62114 Insur. Math. Econ. 35, No. 1, 5-19 (2004). MSC: 62P05 91B30 60K05 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{L.-j. Sun}, Insur. Math. Econ. 35, No. 1, 5--19 (2004; Zbl 1215.62114) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Willmot, Gordon E. On the moments of the surplus process perturbed by diffusion. (English) Zbl 1063.91051 Insur. Math. Econ. 31, No. 3, 327-350 (2002). Reviewer: Giacomo Bonanno (Davis) MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{G. E. Willmot}, Insur. Math. Econ. 31, No. 3, 327--350 (2002; Zbl 1063.91051) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang; Willmot, Gordon E. A generalized defective renewal equation for the surplus process perturbed by diffusion. (English) Zbl 1074.91563 Insur. Math. Econ. 30, No. 1, 51-66 (2002). Reviewer: Alexandra Rodkina (Kingston/Jamaica) MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{C. C. L. Tsai} and \textit{G. E. Willmot}, Insur. Math. Econ. 30, No. 1, 51--66 (2002; Zbl 1074.91563) Full Text: DOI OpenURL
Tsai, Cary Chi-Liang On the discounted distribution functions of the surplus process perturbed by diffusion. (English) Zbl 1074.91562 Insur. Math. Econ. 28, No. 3, 401-419 (2001). MSC: 91B30 PDF BibTeX XML Cite \textit{C. C. L. Tsai}, Insur. Math. Econ. 28, No. 3, 401--419 (2001; Zbl 1074.91562) Full Text: DOI OpenURL