Edit Profile (opens in new tab) Tsai, Cary Chi-Liang Compute Distance To: Compute Author ID: tsai.cary-chi-liang Published as: Tsai, Cary Chi-Liang; Chi-Liang Tsai, Cary; Tsai, Cary Chi-liang more...less External Links: MGP Documents Indexed: 35 Publications since 2001 Co-Authors: 18 Co-Authors with 30 Joint Publications 702 Co-Co-Authors all top 5 Co-Authors 5 single-authored 11 Lin, Tzuling 4 Lu, Yi 2 Wang, Chou-Wen 2 Willmot, Gordon E. 2 Wu, Adelaide Di 1 Cheng, Echo Sihan 1 Chung, San-Lin 1 Jiang, Lingzhi 1 Kim, Seyeon 1 Liang, Xiaoqing 1 Liang, Xinying 1 Mitric, Ilie-Radu 1 Rabehasaina, Landy 1 Sendova, Kristina P. 1 Sun, Lijuan 1 Yang, Shuai 1 Zhang, Xiaoli 1 Zhang, Ying all top 5 Serials 15 Insurance Mathematics & Economics 10 North American Actuarial Journal 6 Scandinavian Actuarial Journal 1 Statistics & Probability Letters 1 ASTIN Bulletin 1 Journal of Forecasting 1 European Actuarial Journal Fields 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 2 Integral transforms, operational calculus (44-XX) 2 Integral equations (45-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 29 Publications have been cited 256 times in 139 Documents Cited by ▼ Year ▼ A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563Tsai, Cary Chi-Liang; Willmot, Gordon E. 70 2002 On the discounted distribution functions of the surplus process perturbed by diffusion. Zbl 1074.91562Tsai, Cary Chi-Liang 27 2001 On the expectations of the present values of the time of ruin perturbed by diffusion. Zbl 1066.91062Tsai, Cary Chi-Liang 26 2003 On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051Tsai, Cary Chi-Liang; Willmot, Gordon E. 18 2002 On the mortality/longevity risk hedging with mortality immunization. Zbl 1290.91093Lin, Tzuling; Tsai, Cary Chi-Liang 15 2013 Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang 12 2015 Incorporating the Bühlmann credibility into mortality models to improve forecasting performances. Zbl 1401.91198Tsai, Cary Chi-Liang; Lin, Tzuling 10 2017 A Bühlmann credibility approach to modeling mortality rates. Zbl 1414.91237Tsai, Cary Chi-Liang; Lin, Tzuling 9 2017 Actuarial applications of the linear hazard transform in mortality immunization. Zbl 1284.91272Tsai, Cary Chi-Liang; Chung, San-Lin 9 2013 A linear regression approach to modeling mortality rates of different forms. Zbl 1414.91238Tsai, Cary Chi-Liang; Yang, Shuai 8 2015 Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. Zbl 1371.91101Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi 7 2016 On the discounted distribution functions for the Erlang(2) risk process. Zbl 1215.62114Tsai, Cary Chi-Liang; Sun, Li-juan 7 2004 Actuarial applications of the linear hazard transform in life contingencies. Zbl 1218.91073Chi-Liang Tsai, Cary; Jiang, Lingzhi 6 2011 Applications of mortality durations and convexities in natural hedges. Zbl 1414.91215Lin, Tzuling; Tsai, Cary Chi-Liang 5 2014 On the stop-loss transform and order for the surplus process perturbed by diffusion. Zbl 1147.91350Tsai, Cary Chi-Liang 5 2006 A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. Zbl 1411.91317Tsai, Cary Chi-Liang; Zhang, Ying 3 2019 Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary. Zbl 1348.91169Lin, Tzuling; Tsai, Cary Chi-Liang 3 2016 Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. Zbl 1435.91160Tsai, Cary Chi-Liang; Wu, Adelaide Di 3 2020 On a multi-threshold compound Poisson process perturbed by diffusion. Zbl 1489.91068Mitric, Ilie-Radu; Sendova, Kristina P.; Tsai, Cary Chi-Liang 2 2010 A simple linear regression approach to modeling and forecasting mortality rates. Zbl 1365.62478Lin, Tzuling; Tsai, Cary Chi-Liang 2 2015 Application of relational models in mortality immunization. Zbl 1411.91273Chi-Liang Tsai, Cary; Liang, Xinying 1 2018 Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. Zbl 1287.91095Rabehasaina, Landy; Tsai, Cary Chi-Liang 1 2013 On the ordering of ruin probabilities for the surplus process perturbed by diffusion. Zbl 1224.91088Tsai, Cary Chi-Liang 1 2009 The expected discounted penalty at ruin for a Markov-modulated risk process perturbed by diffusion. Zbl 1480.91226Lu, Yi; Tsai, Cary Chi-Liang 1 2007 Correlated age-specific mortality model: an application to annuity portfolio management. Zbl 1482.91184Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang 1 2021 An effective method for constructing bounds for ruin probabilities for the surplus process perturbed by diffusion. Zbl 1226.91030Tsai, Cary Chi-Liang; Lu, Yi 1 2010 Natural hedges with immunization strategies of mortality and interest rates. Zbl 1431.91339Lin, Tzuling; Tsai, Cary Chi-liang 1 2020 Hedging mortality/longevity risks for multiple years. Zbl 1437.91397Lin, Tzuling; Tsai, Cary Chi-Liang 1 2020 Bühlmann credibility-based approaches to modeling mortality rates for multiple populations. Zbl 1455.91229Tsai, Cary Chi-Liang; Wu, Adelaide Di 1 2020 Correlated age-specific mortality model: an application to annuity portfolio management. Zbl 1482.91184Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang 1 2021 Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. Zbl 1435.91160Tsai, Cary Chi-Liang; Wu, Adelaide Di 3 2020 Natural hedges with immunization strategies of mortality and interest rates. Zbl 1431.91339Lin, Tzuling; Tsai, Cary Chi-liang 1 2020 Hedging mortality/longevity risks for multiple years. Zbl 1437.91397Lin, Tzuling; Tsai, Cary Chi-Liang 1 2020 Bühlmann credibility-based approaches to modeling mortality rates for multiple populations. Zbl 1455.91229Tsai, Cary Chi-Liang; Wu, Adelaide Di 1 2020 A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. Zbl 1411.91317Tsai, Cary Chi-Liang; Zhang, Ying 3 2019 Application of relational models in mortality immunization. Zbl 1411.91273Chi-Liang Tsai, Cary; Liang, Xinying 1 2018 Incorporating the Bühlmann credibility into mortality models to improve forecasting performances. Zbl 1401.91198Tsai, Cary Chi-Liang; Lin, Tzuling 10 2017 A Bühlmann credibility approach to modeling mortality rates. Zbl 1414.91237Tsai, Cary Chi-Liang; Lin, Tzuling 9 2017 Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. Zbl 1371.91101Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi 7 2016 Hedging mortality/longevity risks of insurance portfolios for life insurer/annuity provider and financial intermediary. Zbl 1348.91169Lin, Tzuling; Tsai, Cary Chi-Liang 3 2016 Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang 12 2015 A linear regression approach to modeling mortality rates of different forms. Zbl 1414.91238Tsai, Cary Chi-Liang; Yang, Shuai 8 2015 A simple linear regression approach to modeling and forecasting mortality rates. Zbl 1365.62478Lin, Tzuling; Tsai, Cary Chi-Liang 2 2015 Applications of mortality durations and convexities in natural hedges. Zbl 1414.91215Lin, Tzuling; Tsai, Cary Chi-Liang 5 2014 On the mortality/longevity risk hedging with mortality immunization. Zbl 1290.91093Lin, Tzuling; Tsai, Cary Chi-Liang 15 2013 Actuarial applications of the linear hazard transform in mortality immunization. Zbl 1284.91272Tsai, Cary Chi-Liang; Chung, San-Lin 9 2013 Ruin time and aggregate claim amount up to ruin time for the perturbed risk process. Zbl 1287.91095Rabehasaina, Landy; Tsai, Cary Chi-Liang 1 2013 Actuarial applications of the linear hazard transform in life contingencies. Zbl 1218.91073Chi-Liang Tsai, Cary; Jiang, Lingzhi 6 2011 On a multi-threshold compound Poisson process perturbed by diffusion. Zbl 1489.91068Mitric, 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 1226.91030Tsai, Cary Chi-Liang; Lu, Yi 1 2010 On the ordering of ruin probabilities for the surplus process perturbed by diffusion. Zbl 1224.91088Tsai, Cary Chi-Liang 1 2009 The expected discounted penalty at ruin for a Markov-modulated risk process perturbed by diffusion. Zbl 1480.91226Lu, Yi; Tsai, Cary Chi-Liang 1 2007 On the stop-loss transform and order for the surplus process perturbed by diffusion. Zbl 1147.91350Tsai, Cary Chi-Liang 5 2006 On the discounted distribution functions for the Erlang(2) risk process. Zbl 1215.62114Tsai, Cary Chi-Liang; Sun, Li-juan 7 2004 On the expectations of the present values of the time of ruin perturbed by diffusion. Zbl 1066.91062Tsai, Cary Chi-Liang 26 2003 A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563Tsai, Cary Chi-Liang; Willmot, Gordon E. 70 2002 On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051Tsai, Cary Chi-Liang; Willmot, Gordon E. 18 2002 On the discounted distribution functions of the surplus process perturbed by diffusion. Zbl 1074.91562Tsai, Cary Chi-Liang 27 2001 all cited Publications top 5 cited Publications all top 5 Cited by 164 Authors 31 Tsai, Cary Chi-Liang 22 Zhang, Zhimin 11 Lin, Tzuling 7 Li, Shuanming 7 Yang, Hailiang 6 Wu, Rong 6 Yang, Hu 5 Lu, Yi 4 Cheung, Eric C. K. 4 Li, Johnny Siu-Hang 4 Shimizu, Yasutaka 4 Yong, Yaodi 3 Chadjiconstantinidis, Stathis 3 Li, Jackie 3 Lin, X. Sheldon 3 Liu, Chaolin 3 Ren, Jiandong 3 Wang, Guojing 3 Yu, Wenguang 3 Yuen, Kam Chuen 2 Ai, Meiqiao 2 Albrecher, Hansjörg 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 Zhou, Kenneth Q. 2 Zou, Wei 1 Adékambi, Franck 1 Ahn, Soohan 1 Arab, Idir 1 Avanzi, Benjamin 1 Balasooriya, Uditha 1 Bini, Dario Andrea 1 Bladt, Martin 1 Bladt, Mogens 1 Breuer, Lothar 1 Cadena, Meitner 1 Cairns, Andrew J. G. 1 Chen, Yu 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 Elghribi, Moncef 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 Hadjikyriakou, Milto 1 Han, Weiguo 1 He, Jingmin 1 He, Yue 1 Huang, Fei 1 Jaimungal, Sebastian 1 Ji, Lanpeng 1 Kawai, Reiichiro 1 Kim, Jeong-Rae 1 Kim, Seyeon 1 Kolkovska, Ekaterina Todorova 1 Kyprianou, Andreas E. 1 Landriault, David 1 Latouche, Guy 1 Lee, Cheng-Few 1 Lee, Maggie 1 Li, Han 1 Liang, Xinying 1 Liao, Yujie 1 Limin, Wen 1 Ling, Nengxiang 1 Liu, Peng 1 Liu, Yanxin 1 Liu, Yuanyuan ...and 64 more Authors all top 5 Cited in 33 Serials 41 Insurance Mathematics & Economics 16 Scandinavian Actuarial Journal 16 North American Actuarial Journal 11 Journal of Computational and Applied Mathematics 6 Methodology and Computing in Applied Probability 6 ASTIN Bulletin 6 Journal of Industrial and Management Optimization 5 Statistics & Probability Letters 5 Communications in Statistics. Theory and Methods 2 Acta Mathematicae Applicatae Sinica. English Series 2 Journal of the Korean Statistical Society 2 European Actuarial Journal 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 Applied Mathematics and Mechanics. (English Edition) 1 Stochastic Analysis and Applications 1 Mathematical and Computer Modelling 1 SIAM Journal on Scientific Computing 1 Mathematical Methods of Statistics 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Informatica (Vilnius) 1 Acta Mathematica Sinica. English Series 1 Applied Stochastic Models in Business and Industry 1 Stochastic Models 1 Advances in Difference Equations 1 Stochastics 1 Journal of Forecasting 1 Frontiers of Mathematics in China 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Modern Stochastics. Theory and Applications 1 Cogent Mathematics all top 5 Cited in 10 Fields 126 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 75 Probability theory and stochastic processes (60-XX) 48 Statistics (62-XX) 10 Integral equations (45-XX) 5 Integral transforms, operational calculus (44-XX) 2 General and overarching topics; collections (00-XX) 2 Numerical analysis (65-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) 1 Biology and other natural sciences (92-XX) Citations by Year