Details about Jeffrey Tzuhao Tsai

Access statistics for papers by Jeffrey Tzuhao Tsai.

Last updated 2014-06-18. Update your information in the RePEc Author Service.

Short-id: pts111

Journal Articles

2014

1. Price bounds of mortality-linked security in incomplete insurance market
   Insurance: Mathematics and Economics, 2014, 55, (C), 30-39 View citations (3)
2. Quantile Regression Analysis of Corporate Liquidity: Evidence from the U.S. Property–Liability Insurance Industry
   The Geneva Papers on Risk and Insurance - Issues and Practice, 2014, 39, (1), 77-89 View citations (3)

2010

3. An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach
   Journal of Risk & Insurance, 2010, 77, (2), 473-497 View citations (36)
4. On the optimal product mix in life insurance companies using conditional value at risk
   Insurance: Mathematics and Economics, 2010, 46, (1), 235-241 View citations (28)

2008

5. Government-provided annuities under insolvency risk
   Insurance: Mathematics and Economics, 2008, 43, (3), 377-385 View citations (4)