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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \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
Tsai, Cary Chi-Liang; Lin, Tzuling Incorporating the Bühlmann credibility into mortality models to improve forecasting performances. (English) Zbl 1401.91198 Scand. Actuar. J. 2017, No. 5, 419-440 (2017). MSC: 91B30 62P05 91D20 62P25 PDFBibTeX XMLCite \textit{C. C. L. Tsai} and \textit{T. Lin}, Scand. Actuar. J. 2017, No. 5, 419--440 (2017; Zbl 1401.91198) Full Text: DOI
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 PDFBibTeX XMLCite \textit{T. Lin} and \textit{C. C. L. Tsai}, Insur. Math. Econ. 66, 44--58 (2016; Zbl 1348.91169) Full Text: DOI
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 PDFBibTeX XMLCite \textit{T. Lin} et al., Insur. Math. Econ. 61, 110--124 (2015; Zbl 1314.91143) Full Text: DOI
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 PDFBibTeX XMLCite \textit{L. Rabehasaina} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2013, No. 3, 187--213 (2013; Zbl 1287.91095) Full Text: DOI
Tsai, Cary Chi-Liang On the expectations of the present values of the time of ruin perturbed by diffusion. (English) Zbl 1066.91062 Insur. Math. Econ. 32, No. 3, 413-429 (2003). Reviewer: Neculai Curteanu (Iaşi) MSC: 91B30 60J70 62E17 62E20 PDFBibTeX XMLCite \textit{C. C. L. Tsai}, Insur. Math. Econ. 32, No. 3, 413--429 (2003; Zbl 1066.91062) Full Text: DOI