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Tsai, Cary Chi-Liang

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: 36 Publications since 2001
Co-Authors: 19 Co-Authors with 31 Joint Publications
619 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 315 times in 171 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.
72
2002
On the discounted distribution functions of the surplus process perturbed by diffusion. Zbl 1074.91562
Tsai, Cary Chi-Liang
31
2001
On the expectations of the present values of the time of ruin perturbed by diffusion. Zbl 1066.91062
Tsai, Cary Chi-Liang
29
2003
On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051
Tsai, Cary Chi-Liang; Willmot, Gordon E.
21
2002
The expected discounted penalty at ruin for a Markov-modulated risk process perturbed by diffusion. Zbl 1480.91226
Lu, Yi; Tsai, Cary Chi-Liang
20
2007
On the mortality/longevity risk hedging with mortality immunization. Zbl 1290.91093
Lin, Tzuling; Tsai, Cary Chi-Liang
16
2013
Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
13
2015
A linear regression approach to modeling mortality rates of different forms. Zbl 1414.91238
Tsai, Cary Chi-Liang; Yang, Shuai
13
2015
Incorporating the Bühlmann credibility into mortality models to improve forecasting performances. Zbl 1401.91198
Tsai, Cary Chi-Liang; Lin, Tzuling
11
2017
Applications of mortality durations and convexities in natural hedges. Zbl 1414.91215
Lin, Tzuling; Tsai, Cary Chi-Liang
11
2014
Actuarial applications of the linear hazard transform in mortality immunization. Zbl 1284.91272
Tsai, Cary Chi-Liang; Chung, San-Lin
10
2013
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. Zbl 1371.91101
Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi
10
2016
A Bühlmann credibility approach to modeling mortality rates. Zbl 1414.91237
Tsai, Cary Chi-Liang; Lin, Tzuling
10
2017
On the discounted distribution functions for the Erlang(2) risk process. Zbl 1215.62114
Tsai, Cary Chi-Liang; Sun, Li-juan
7
2004
Actuarial applications of the linear hazard transform in life contingencies. Zbl 1218.91073
Chi-Liang Tsai, Cary; Jiang, Lingzhi
6
2011
On the stop-loss transform and order for the surplus process perturbed by diffusion. Zbl 1147.91350
Tsai, Cary Chi-Liang
5
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
4
2016
Natural hedges with immunization strategies of mortality and interest rates. Zbl 1431.91339
Lin, Tzuling; Tsai, Cary Chi-liang
3
2020
Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. Zbl 1435.91160
Tsai, Cary Chi-Liang; Wu, Adelaide Di
3
2020
Bühlmann credibility-based approaches to modeling mortality rates for multiple populations. Zbl 1455.91229
Tsai, Cary Chi-Liang; Wu, Adelaide Di
3
2020
A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates. Zbl 1411.91317
Tsai, Cary Chi-Liang; Zhang, Ying
3
2019
Hedging mortality/longevity risks for multiple years. Zbl 1437.91397
Lin, Tzuling; Tsai, Cary Chi-Liang
2
2020
On a multi-threshold compound Poisson process perturbed by diffusion. Zbl 1489.91068
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
2
2010
A simple linear regression approach to modeling and forecasting mortality rates. Zbl 1365.62478
Lin, Tzuling; Tsai, Cary Chi-Liang
2
2015
On the ordering of ruin probabilities for the surplus process perturbed by diffusion. Zbl 1224.91088
Tsai, Cary Chi-Liang
1
2009
Incorporating statistical clustering methods into mortality models to improve forecasting performances. Zbl 1467.91153
Tsai, Cary Chi-Liang; Cheng, Echo Sihan
1
2021
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
Application of relational models in mortality immunization. Zbl 1411.91273
Chi-Liang Tsai, Cary; Liang, Xinying
1
2018
Correlated age-specific mortality model: an application to annuity portfolio management. Zbl 1482.91184
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
1
2021
Hierarchical Bayesian modeling of multi-country mortality rates. Zbl 1494.91126
Lin, Tzuling; Tsai, Cary Chi-Liang
1
2022
Hierarchical Bayesian modeling of multi-country mortality rates. Zbl 1494.91126
Lin, Tzuling; Tsai, Cary Chi-Liang
1
2022
Incorporating statistical clustering methods into mortality models to improve forecasting performances. Zbl 1467.91153
Tsai, Cary Chi-Liang; Cheng, Echo Sihan
1
2021
Correlated age-specific mortality model: an application to annuity portfolio management. Zbl 1482.91184
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
1
2021
Natural hedges with immunization strategies of mortality and interest rates. Zbl 1431.91339
Lin, Tzuling; Tsai, Cary Chi-liang
3
2020
Incorporating hierarchical credibility theory into modelling of multi-country mortality rates. Zbl 1435.91160
Tsai, Cary Chi-Liang; Wu, Adelaide Di
3
2020
Bühlmann credibility-based approaches to modeling mortality rates for multiple populations. Zbl 1455.91229
Tsai, Cary Chi-Liang; Wu, Adelaide Di
3
2020
Hedging mortality/longevity risks for multiple years. Zbl 1437.91397
Lin, Tzuling; Tsai, Cary Chi-Liang
2
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
11
2017
A Bühlmann credibility approach to modeling mortality rates. Zbl 1414.91237
Tsai, Cary Chi-Liang; Lin, Tzuling
10
2017
Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality. Zbl 1371.91101
Liang, Xiaoqing; Tsai, Cary Chi-Liang; Lu, Yi
10
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
4
2016
Age-specific copula-AR-GARCH mortality models. Zbl 1314.91143
Lin, Tzuling; Wang, Chou-Wen; Tsai, Cary Chi-Liang
13
2015
A linear regression approach to modeling mortality rates of different forms. Zbl 1414.91238
Tsai, Cary Chi-Liang; Yang, Shuai
13
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
11
2014
On the mortality/longevity risk hedging with mortality immunization. Zbl 1290.91093
Lin, Tzuling; Tsai, Cary Chi-Liang
16
2013
Actuarial applications of the linear hazard transform in mortality immunization. Zbl 1284.91272
Tsai, Cary Chi-Liang; Chung, San-Lin
10
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 1489.91068
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
2
2010
On the ordering of ruin probabilities for the surplus process perturbed by diffusion. Zbl 1224.91088
Tsai, Cary Chi-Liang
1
2009
The expected discounted penalty at ruin for a Markov-modulated risk process perturbed by diffusion. Zbl 1480.91226
Lu, Yi; Tsai, Cary Chi-Liang
20
2007
On the stop-loss transform and order for the surplus process perturbed by diffusion. Zbl 1147.91350
Tsai, Cary Chi-Liang
5
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
29
2003
A generalized defective renewal equation for the surplus process perturbed by diffusion. Zbl 1074.91563
Tsai, Cary Chi-Liang; Willmot, Gordon E.
72
2002
On the moments of the surplus process perturbed by diffusion. Zbl 1063.91051
Tsai, Cary Chi-Liang; Willmot, Gordon E.
21
2002
On the discounted distribution functions of the surplus process perturbed by diffusion. Zbl 1074.91562
Tsai, Cary Chi-Liang
31
2001
all top 5

Cited by 213 Authors

33 Tsai, Cary Chi-Liang
26 Zhang, Zhimin
12 Lin, Tzuling
8 Li, Shuanming
8 Yang, Hailiang
8 Yang, Hu
7 Wu, Rong
6 Cheung, Eric C. K.
6 Lu, Yi
5 Liu, Chaolin
4 Chadjiconstantinidis, Stathis
4 Landriault, David
4 Li, Johnny Siu-Hang
4 Ren, Jiandong
4 Shimizu, Yasutaka
4 Yong, Yaodi
4 Yu, Wenguang
3 Ai, Meiqiao
3 Badescu, Andrei L.
3 Li, Jackie
3 Lin, X. Sheldon
3 Papaioannou, Apostolos D.
3 Wang, Guojing
3 Yuen, Kam Chuen
2 Albrecher, Hansjörg
2 Biffis, Enrico
2 Blake, David
2 Bozikas, Apostolos
2 Breuer, Lothar
2 Chen, Yu-Ting
2 Chi, Yichun
2 Dong, Yinghui
2 Haberman, Steven
2 Li, Bo
2 Lü, Zhaoyang
2 Martín-González, Ehyter Matías
2 Morales, Manuel
2 Pitselis, Georgios
2 Rabehasaina, Landy
2 Sendova, Kristina P.
2 Sheu, Yuan-Chung
2 Shi, Tianxiang
2 Su, Wen
2 Wang, Chou-Wen
2 Wu, Adelaide Di
2 Xie, Jiehua
2 Xu, Wei
2 Yang, Yang
2 Yin, Chuancun
2 Zhou, Kenneth Q.
2 Zhu, Dan
2 Zou, Wei
1 Adékambi, Franck
1 Aguilar, Jean-Philippe
1 Ahn, Soohan
1 Arab, Idir
1 Avanzi, Benjamin
1 Balasooriya, Uditha
1 Bazyari, Abouzar
1 Behme, Anita Diana
1 Bini, Dario Andrea
1 Bladt, Martin
1 Bladt, Mogens
1 Cadena, Meitner
1 Cairns, Andrew J. G.
1 Chen, Yu
1 Cheng, Echo Sihan
1 Cheng, Hung-Wen
1 Cheng, Jianhua
1 Cheng, Li-Hsueh
1 Chien, Li-Chu
1 Chiu, Sung Nok
1 Chuliá, Helena
1 Chung, San-Lin
1 Claramunt, M. Mercè
1 Cossette, Hélène
1 Deelstra, Griselda
1 Delsing, G. A.
1 Denuit, Michel M.
1 Dermitzakis, Vaios
1 Diao, Liqun
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 Hieber, Peter
1 Hong, Li-Syuan
1 Huang, Fei
1 Imamura, Yuri
1 Jaimungal, Sebastian
...and 113 more Authors
all top 5

Cited in 38 Serials

45 Insurance Mathematics & Economics
20 North American Actuarial Journal
19 Scandinavian Actuarial Journal
15 Journal of Computational and Applied Mathematics
9 Methodology and Computing in Applied Probability
8 ASTIN Bulletin
6 Communications in Statistics. Theory and Methods
6 Journal of Industrial and Management Optimization
5 Statistics & Probability Letters
4 Journal of the Korean Statistical Society
3 European Actuarial Journal
2 Applied Mathematics and Computation
2 Acta Mathematicae Applicatae Sinica. English Series
2 Probability in the Engineering and Informational Sciences
2 Stochastic Models
1 Journal of Mathematical Analysis and Applications
1 Journal of Applied Probability
1 Journal of Statistical Planning and Inference
1 Applied Mathematics and Mechanics. (English Edition)
1 Stochastic Analysis and Applications
1 Chinese Journal of Applied Probability and Statistics
1 Mathematical and Computer Modelling
1 European Journal of Operational Research
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 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
1 International Journal of Mathematics for Industry

Citations by Year