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Tsai, Cary Chi-Liang

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Author ID: tsai.cary-chi-liang Recent zbMATH articles by "Tsai, Cary Chi-Liang"
Published as: Tsai, Cary Chi-Liang; Chi-Liang Tsai, Cary; Tsai, Cary Chi-liang
External Links: MGP
Documents Indexed: 33 Publications since 2001
Co-Authors: 16 Co-Authors with 27 Joint Publications
296 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

27 Publications have been cited 240 times in 128 Documents Cited by Year
A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563
Tsai, Cary Chi-Liang; Willmot, Gordon E.
64
2002
On the discounted distribution functions of the surplus process perturbed by diffusion. Zbl 1074.91562
Tsai, Cary Chi-Liang
27
2001
On the expectations of the present values of the time of ruin perturbed by diffusion. Zbl 1066.91062
Tsai, Cary Chi-Liang
25
2003
On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051
Tsai, Cary Chi-Liang; Willmot, Gordon E.
18
2002
On the mortality/longevity risk hedging with mortality immunization. Zbl 1290.91093
Lin, Tzuling; Tsai, Cary Chi-Liang
15
2013
Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
11
2015
Actuarial applications of the linear hazard transform in mortality immunization. Zbl 1284.91272
Tsai, Cary Chi-Liang; Chung, San-Lin
9
2013
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances. Zbl 1401.91198
Tsai, Cary Chi-Liang; Lin, Tzuling
9
2017
A Bühlmann credibility approach to modeling mortality rates. Zbl 1414.91237
Tsai, Cary Chi-Liang; Lin, Tzuling
8
2017
On the discounted distribution functions for the Erlang(2) risk process. Zbl 1215.62114
Tsai, Cary Chi-Liang; Sun, Li-juan
7
2004
A linear regression approach to modeling mortality rates of different forms. Zbl 1414.91238
Tsai, Cary Chi-Liang; Yang, Shuai
7
2015
Actuarial applications of the linear hazard transform in life contingencies. Zbl 1218.91073
Chi-Liang Tsai, Cary; Jiang, Lingzhi
6
2011
Applications of mortality durations and convexities in natural hedges. Zbl 1414.91215
Lin, Tzuling; Tsai, Cary Chi-Liang
5
2014
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. Zbl 1371.91101
Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi
5
2016
On the stop-loss transform and order for the surplus process perturbed by diffusion. Zbl 1147.91350
Tsai, Cary Chi-Liang
4
2006
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary. Zbl 1348.91169
Lin, Tzuling; Tsai, Cary Chi-Liang
3
2016
A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. Zbl 1411.91317
Tsai, Cary Chi-Liang; Zhang, Ying
3
2019
Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. Zbl 1435.91160
Tsai, Cary Chi-Liang; Wu, Adelaide Di
3
2020
A simple linear regression approach to modeling and forecasting mortality rates. Zbl 1365.62478
Lin, Tzuling; Tsai, Cary Chi-Liang
2
2015
On a multi-threshold compound Poisson process perturbed by diffusion. Zbl 05676254
Mitric, Ilie-Radu; Sendova, Kristina P.; Tsai, Cary Chi-Liang
2
2010
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. Zbl 1287.91095
Rabehasaina, Landy; Tsai, Cary Chi-Liang
1
2013
On the ordering of ruin probabilities for the surplus process perturbed by diffusion. Zbl 1224.91088
Tsai, Cary Chi-Liang
1
2009
Application of relational models in mortality immunization. Zbl 1411.91273
Chi-Liang Tsai, Cary; Liang, Xinying
1
2018
Natural hedges with immunization strategies of mortality and interest rates. Zbl 1431.91339
Lin, Tzuling; Tsai, Cary Chi-liang
1
2020
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. Zbl 1226.91030
Tsai, Cary Chi-Liang; Lu, Yi
1
2010
Bühlmann credibility-based approaches to modeling mortality rates for multiple populations. Zbl 1455.91229
Tsai, Cary Chi-Liang; Wu, Adelaide Di
1
2020
Hedging mortality/longevity risks for multiple years. Zbl 1437.91397
Lin, Tzuling; Tsai, Cary Chi-Liang
1
2020
Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. Zbl 1435.91160
Tsai, Cary Chi-Liang; Wu, Adelaide Di
3
2020
Natural hedges with immunization strategies of mortality and interest rates. Zbl 1431.91339
Lin, Tzuling; Tsai, Cary Chi-liang
1
2020
Bühlmann credibility-based approaches to modeling mortality rates for multiple populations. Zbl 1455.91229
Tsai, Cary Chi-Liang; Wu, Adelaide Di
1
2020
Hedging mortality/longevity risks for multiple years. Zbl 1437.91397
Lin, Tzuling; Tsai, Cary Chi-Liang
1
2020
A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. Zbl 1411.91317
Tsai, Cary Chi-Liang; Zhang, Ying
3
2019
Application of relational models in mortality immunization. Zbl 1411.91273
Chi-Liang Tsai, Cary; Liang, Xinying
1
2018
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances. Zbl 1401.91198
Tsai, Cary Chi-Liang; Lin, Tzuling
9
2017
A Bühlmann credibility approach to modeling mortality rates. Zbl 1414.91237
Tsai, Cary Chi-Liang; Lin, Tzuling
8
2017
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. Zbl 1371.91101
Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi
5
2016
Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary. Zbl 1348.91169
Lin, Tzuling; Tsai, Cary Chi-Liang
3
2016
Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
11
2015
A linear regression approach to modeling mortality rates of different forms. Zbl 1414.91238
Tsai, Cary Chi-Liang; Yang, Shuai
7
2015
A simple linear regression approach to modeling and forecasting mortality rates. Zbl 1365.62478
Lin, Tzuling; Tsai, Cary Chi-Liang
2
2015
Applications of mortality durations and convexities in natural hedges. Zbl 1414.91215
Lin, Tzuling; Tsai, Cary Chi-Liang
5
2014
On the mortality/longevity risk hedging with mortality immunization. Zbl 1290.91093
Lin, Tzuling; Tsai, Cary Chi-Liang
15
2013
Actuarial applications of the linear hazard transform in mortality immunization. Zbl 1284.91272
Tsai, Cary Chi-Liang; Chung, San-Lin
9
2013
Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. Zbl 1287.91095
Rabehasaina, Landy; Tsai, Cary Chi-Liang
1
2013
Actuarial applications of the linear hazard transform in life contingencies. Zbl 1218.91073
Chi-Liang Tsai, Cary; Jiang, Lingzhi
6
2011
On a multi-threshold compound Poisson process perturbed by diffusion. Zbl 05676254
Mitric, Ilie-Radu; Sendova, Kristina P.; Tsai, Cary Chi-Liang
2
2010
An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. Zbl 1226.91030
Tsai, Cary Chi-Liang; Lu, Yi
1
2010
On the ordering of ruin probabilities for the surplus process perturbed by diffusion. Zbl 1224.91088
Tsai, Cary Chi-Liang
1
2009
On the stop-loss transform and order for the surplus process perturbed by diffusion. Zbl 1147.91350
Tsai, Cary Chi-Liang
4
2006
On the discounted distribution functions for the Erlang(2) risk process. Zbl 1215.62114
Tsai, Cary Chi-Liang; Sun, Li-juan
7
2004
On the expectations of the present values of the time of ruin perturbed by diffusion. Zbl 1066.91062
Tsai, Cary Chi-Liang
25
2003
A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563
Tsai, Cary Chi-Liang; Willmot, Gordon E.
64
2002
On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051
Tsai, Cary Chi-Liang; Willmot, Gordon E.
18
2002
On the discounted distribution functions of the surplus process perturbed by diffusion. Zbl 1074.91562
Tsai, Cary Chi-Liang
27
2001
all top 5

Cited by 142 Authors

29 Tsai, Cary Chi-Liang
20 Zhang, Zhimin
10 Lin, Tzuling
7 Li, Shuanming
6 Wu, Rong
6 Yang, Hailiang
6 Yang, Hu
5 Lu, Yi
4 Cheung, Eric C. K.
4 Li, Johnny Siu-Hang
3 Chadjiconstantinidis, Stathis
3 Li, Jackie Ji
3 Lin, X. Sheldon
3 Liu, Chaolin
3 Ren, Jiandong
3 Shimizu, Yasutaka
3 Wang, Guojing
3 Yong, Yaodi
3 Yuen, Kam Chuen
2 Badescu, Andrei L.
2 Biffis, Enrico
2 Blake, David
2 Bozikas, Apostolos
2 Chen, Yu-Ting
2 Chi, Yichun
2 Dong, Yinghui
2 Haberman, Steven
2 Li, Bo
2 Lü, Zhaoyang
2 Morales, Manuel
2 Papaioannou, Apostolos D.
2 Pitselis, Georgios
2 Rabehasaina, Landy
2 Sendova, Kristina P.
2 Sheu, Yuan-Chung
2 Su, Wen
2 Wang, Chou-Wen
2 Wu, Adelaide Di
2 Xie, Jiehua
2 Xu, Wei
2 Yin, Chuancun
2 Yu, Wenguang
2 Zhou, Kenneth Q.
2 Zou, Wei
1 Ahn, Soohan
1 Ai, Meiqiao
1 Albrecher, Hansjörg
1 Avanzi, Benjamin
1 Balasooriya, Uditha
1 Breuer, Lothar
1 Cadena, Meitner
1 Cairns, Andrew J. G.
1 Cheng, Echo Sihan
1 Chiu, Sung Nok
1 Chuliá, Helena
1 Chung, San-Lin
1 Claramunt, M. Mercè
1 Cossette, Hélène
1 Denuit, Michel M.
1 Dermitzakis, Vaios
1 Dong, Yumo
1 Feng, Runhuan
1 Frostig, Esther
1 Gao, Heli
1 Gao, Shan
1 Gatto, Riccardo
1 Gerber, Hans U.
1 Guillen, Montserrat
1 Guthrie, Simon
1 Han, Weiguo
1 He, Jingmin
1 Huang, Fei
1 Jaimungal, Sebastian
1 Ji, Lanpeng
1 Kim, Jeong-Rae
1 Kolkovska, Ekaterina Todorova
1 Kyprianou, Andreas E.
1 Landriault, David
1 Lee, Cheng-Few
1 Lee, Maggie
1 Li, Han
1 Liang, Xinying
1 Limin, Wen
1 Ling, Nengxiang
1 Liu, Yanxin
1 Liu, Yuanyuan
1 Liu, Zaiming
1 Lu, Yuhua
1 MacMinn, Richard D.
1 Marceau, Étienne
1 Mármol, Maite
1 Martín-González, Ehyter Matías
1 Mitric, Ilie-Radu
1 Mosimann, Michael
1 Moutanabbir, Khouzeima
1 Navickienė, Olga
1 Ng, Andrew Cheuk-Yin
1 Ng, Kai Wang
1 Paroissin, Christian
1 Peng, Xuanhua
...and 42 more Authors

Citations by Year