Lin, Tzuling; Tsai, Cary Chi-Liang Hierarchical Bayesian modeling of multi-country mortality rates. (English) Zbl 1494.91126 Scand. Actuar. J. 2022, No. 5, 375-398 (2022). Reviewer: Christos E. Kountzakis (Karlovassi) MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{T. Lin} and \textit{C. C. L. Tsai}, Scand. Actuar. J. 2022, No. 5, 375--398 (2022; Zbl 1494.91126) Full Text: DOI
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 PDFBibTeX XMLCite \textit{T. Lin} et al., Eur. Actuar. J. 11, No. 2, 413--440 (2021; Zbl 1482.91184) Full Text: DOI
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \textit{C. C. L. Tsai} and \textit{A. Di Wu}, Insur. Math. Econ. 91, 37--54 (2020; Zbl 1435.91160) Full Text: DOI
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
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; Lu, Yi An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. (English) Zbl 1226.91030 Scand. Actuar. J. 2010, No. 3, 200-220 (2010). MSC: 91B30 60K10 60E15 PDFBibTeX XMLCite \textit{C. C. L. Tsai} and \textit{Y. Lu}, Scand. Actuar. J. 2010, No. 3, 200--220 (2010; Zbl 1226.91030) Full Text: DOI
Mitric, Ilie-Radu; Sendova, Kristina P.; Tsai, Cary Chi-Liang On a multi-threshold compound Poisson process perturbed by diffusion. (English) Zbl 1489.91068 Stat. Probab. Lett. 80, No. 5-6, 366-375 (2010). MSC: 91B05 60K10 62P05 PDFBibTeX XMLCite \textit{I.-R. Mitric} et al., Stat. Probab. Lett. 80, No. 5--6, 366--375 (2010; Zbl 1489.91068) Full Text: DOI
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 PDFBibTeX XMLCite \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
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 PDFBibTeX XMLCite \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