Jeffrey Tzuhao Tsai

National Tsing Hua University — Taiwan

Social Sciences · Social Sciences

6h-index232citations17works1.02yr avg
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Research Topics

Insurance, Mortality, Demography, Risk Management(9), Insurance and Financial Risk Management(9), Global Health Care Issues(7), Stochastic processes and financial applications(4), Financial Risk and Volatility Modeling(3)

Publications17 total

Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Pacific-Basin Finance Journal·2024· 1 cited
Modeling underwriting risk: A copula regression analysis on U.S. property-casualty insurance byline loss ratios
Pacific-Basin Finance Journal·2023· 4 cited
Option Valuation with Nonmonotonic Pricing Kernel and Embedded Volatility Component Premiums
The Journal of Derivatives·2023
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Journal of Empirical Finance·2023· 8 cited
CONFIDENCE LEVEL OF A MOTION FEEDBACK SYSTEM FOR ANALYZING EXERCISE TRAINING EFFICACY
Biomedical Engineering Applications Basis and Communications·2021
Dynamics of underwriting profits in the US market: Payout patterns and regulation effects
International Journal of Finance & Economics·2021· 2 cited
Information Content of Continuous and JumpDecomposition of Variances
Zhōngguó cáiwù xuékān·2018
Model specification of conditional jump intensity: Evidence from S&P 500 returns and option prices
The North American Journal of Economics and Finance·2018· 4 cited
Pricing Mortality-Linked Securities with Transformed Gamma Distribution
經濟論文·2014· 1 cited
Price bounds of mortality-linked security in incomplete insurance market
Insurance Mathematics and Economics·2013· 3 cited
THE PRICING OF MORTALITY-LINKED CONTINGENT CLAIMS: AN EQUILIBRIUM APPROACH
Astin Bulletin·2013· 4 cited
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·2013· 9 citedOpen Access
Hedging Longevity Risk When Interest Rates are Uncertain
North American Actuarial Journal·2011· 23 cited
On the optimal product mix in life insurance companies using conditional value at risk
Insurance Mathematics and Economics·2009· 64 cited
An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach
Journal of Risk & Insurance·2009· 102 cited
Government-provided annuities under insolvency risk
Insurance Mathematics and Economics·2007· 7 cited
COMPARISON OF COEFFICIENT OF FRICTION REQUIREMENTS DURING LEVEL WALKING AND STAIR DESCENT IN PERSONS WITH AND WITHOUT A CEREBRAL VASCULAR ACCIDENT.
Journal of Geriatric Physical Therapy·2002

Frequent Co-authors

Larry Y. Tzeng(4), Hung‐Wen Cheng(4), Chien-Ling Lo(3), Jennifer L. Wang(2), Sharon S. Yang(2), Chi-Feng Tzeng(2), Hong Huang(1), Jennifer L. Wang(1), Vincent Y. Chang(1), Li-Han Chang(1), Rachel J. Huang(1), Yu-Lieh Huang(1), Shi‐jie Jiang(1), Feiyun Xiang(1), Ming-Che Chuang(1), Min-Hua Hsieh(1), Judith M. Burnfield(1), Renata Lopes Gonçalves de Souza(1), Judith M. Popovich(1), CM Powers(1)