國立中央大學教師履歷平台

教師個人簡歷

回上一頁

黃瑞卿

Huang, Jui-Ching

rachel@ncu.edu.tw

推廣教育

財金系11401財金碩士學分班
1140801~1150228
[財金系11401財金碩士學分班 , 財金系11401財金碩士學分班]

在職專班

114學年度財金專班
1140701~1150731
[114學年度財金專班 , 114學年度財金專班]

高教深耕計畫

財金系高教深耕計畫
1140101~1141231
[財金系高教深耕計畫 ]

國科會計畫統計

高階風險態度:理論,實驗與實證
1150801~1160731
高階風險態度:理論,實驗與實證
1140801~1150731
高階風險態度:理論,實驗與實證
1130801~1140731
隨機優越:高階風險態度、避險基金績效與新風險指標
1120801~1130731
[隨機優越,風險趨避,投資組合,避險基金,風險指標 , stochastic dominance,risk aversion,portfolio selection,hedge funds,risk index]
隨機優越:高階風險態度、避險基金績效與新風險指標
1110801~1120731
[隨機優越,風險趨避,投資組合,避險基金,風險指標 , stochastic dominance,risk aversion,portfolio selection,hedge funds,risk index]
隨機優越:高階風險態度、避險基金績效與新風險指標
1100801~1110731
[隨機優越,風險趨避,投資組合,避險基金,風險指標 , stochastic dominance,risk aversion,portfolio selection,hedge funds,risk index]
隨機優越之應用：風險偏好參數估計，健康不均度與所得不均度的衡量
1090801~1101231
[隨機優越,幾乎隨機優越,風險偏好,健康指數不均度,所得不均度 , stochastic dominance,almost stochastic dominance,risk preference,health inequality,income inequality]
隨機優越之應用：風險偏好參數估計，健康不均度與所得不均度的衡量
1080801~1090731
[隨機優越,幾乎隨機優越,風險偏好,健康指數不均度,所得不均度 , stochastic dominance,almost stochastic dominance,risk preference,health inequality,income inequality]
隨機優越之應用：風險偏好參數估計，健康不均度與所得不均度的衡量
1070801~1080731
[隨機優越,幾乎隨機優越,風險偏好,健康指數不均度,所得不均度 , stochastic dominance,almost stochastic dominance,risk preference,health inequality,income inequality]
新的風險指標及其在財務上的應用
1060801~1070731
幾乎隨機優越與動能投資策略
1050801~1061031
新的風險指標及其在財務上的應用
1050801~1060731
廣義幾乎隨機優越法則:實驗估計
1040801~1051031
新的風險指標及其在財務上的應用
1040801~1050731

期刊著作

A performance index consistent with fractional-order stochastic dominance
Pacific Basin Finance Journal, 93, 2025-10-01
[ Fractional-order stochastic dominance,Market timing,Omega,Performance index ]
Does size and book-to-market contain intangible information about managerial incentives? Learning from corporate D&O insurance purchase
Pacific Basin Finance Journal, 2021-01-01
[ Advantageous selection,Adverse selection,Book-to-market,Directors' and officers' liability insurance,Intangible information,Size ]
Making socioeconomic health inequality comparisons when health concentration curves intersect
Social Choice and Welfare, 2021-01-01
Insurance-linked lotto
Academia Economic Papers　經濟論文, 49, 3, 321-362, 2021-01-01
[ Demand for insurance,Individual welfare,Lotto,Rank dependent preferences,Regulation ]
Fractional degree stochastic dominance
Management Science, 66, 10, 4630-4647, 2020-10-01
[ Higher-order risk preferences,Risk aversion,Risk lovingness,Risk taking,Stochastic dominance ]
Comment on “aging population, retirement, and risk taking”
Management Science, 66, 6, 2792-2795, 2020-06-01
[ Asymptotic stochastic dominance,Long-run investment,Maximum geometric mean strategy ]
Operational asymptotic stochastic dominance
European Journal of Operational Research, 280, 1, 312-322, 2020-01-01
[ Almost stochastic dominance , Asymptotic stochastic dominance , Long-run investment , Operational asymptotic stochastic dominance , Utility theory ]
Higher-order Omega: A performance index with a decision-theoretic foundation
Journal of Banking and Finance, 100, 43-57, 2019-03-01
[ Acceptance dominance , Almost stochastic dominance , Optimal hedge ratio , Performance index , Riskiness index ]
Advantageous Selection in Insurance Markets with Compound Risk
GENEVA Risk and Insurance Review, 42, 2, 171-192, 2017-09-01
[ Advantageous selection , Adverse selection , Increasing aversion to second-stage risk ]
Measuring discrimination using principles of stochastic dominance
Journal of Economic Theory, 167, 39-52, 2017-01-01
[ Discrimination , Stochastic dominance ]
Hidden regret in insurance markets
Journal of Risk and Insurance, 83, 1, 181-216, 2016-03-01
Almost expectation and excess dependence notions
Theory and Decision, 79, 3, 375-401, 2015-11-01
[ Almost stochastic dominance , Background risk , Diversification , Optimal investment , Portfolio theory ]
Generalized almost stochastic dominance
Operations Research, 63, 2, 363-377, 2015-01-01
[ Decision analysis , Distribution comparisons. Area of review: Decision Analysis , Probability , Risk , Stochastic dominance , Utility ]
Almost marginal conditional stochastic dominance
Journal of Banking and Finance, 41, 1, 57-66, 2014-04-01
[ Almost stochastic dominance , Asset allocation , Marginal conditional stochastic dominance , Optimal investment ]
Regret and regulation
GENEVA Risk and Insurance Review, 39, 1, 65-89, 2014-01-01
[ insurance demand , regret , regulation , tax deduction ]
Heterogeneity of the Accident Externality from Driving
Journal of Risk and Insurance, 81, 4, 735-756, 2014-01-01
Bivariate almost stochastic dominance
Economic Theory, 57, 2, 377-405, 2014-01-01
[ Almost stochastic dominance , Correlation aversion , Correlation loving , Optimal saving ]
Does mortality improvement increase equity risk premiums? A risk perception perspective
Journal of Empirical Finance, 22, 67-77, 2013-06-01
[ Demography , Equity risk premium , Mortality risk , Risk perception ]
Revisiting almost second-degree stochastic dominance
Management Science, 59, 5, 1250-1254, 2013-05-01
[ Almost stochastic dominance , Risk aversion , Stochastic dominance ]
Risky targets and effort
Insurance: Mathematics and Economics, 52, 3, 465-468, 2013-05-01
[ Effort , Higher-order preferences , Increase in risk , Stochastic dominance ]
Insurance bargaining under ambiguity
Insurance: Mathematics and Economics, 53, 3, 812-820, 2013-01-01
[ Ambiguity,Ambiguity aversion,Cooperative bargaining,Insurance bargaining,Non-cooperative bargaining ]
Soft Information and Small Business Lending
Journal of Financial Services Research, 47, 1, 115-133, 2013-01-01
[ Credit scoring , Default prediction , Small business lending , Soft information ]
Disappointment and the optimal insurance contract
GENEVA Risk and Insurance Review, 37, 2, 258-284, 2012-09-01
[ coinsurance , deductible , disappointment , optimal insurance contract ]
Can Vehicle Maintenance Records Predict Automobile Accidents?
Journal of Risk and Insurance, 79, 2, 567-584, 2012-06-01
Precautionary Effort: A New Look
Journal of Risk and Insurance, 79, 2, 585-590, 2012-06-01
Ambiguity aversion, higher-order risk attitude and optimal effort
Insurance: Mathematics and Economics, 50, 3, 338-345, 2012-05-01
[ Ambiguity , Effort , Prevention , Self-protection ]
Hidden overconfidence and advantageous selection
GENEVA Risk and Insurance Review, 35, 2, 93-107, 2010-12-01
[ advantageous selection , adverse selection , asymmetric information , insurance market , moral hazard , overconfidence ]
Empirical evidence for advantageous selection in the commercial fire insurance market
GENEVA Risk and Insurance Review, 34, 1, 1-19, 2009-06-01
[ Advantageous selection , Adverse selection , Asymmetric information , Risk aversion ]
Consumption externality and equilibrium underinsurance
Journal of Risk and Insurance, 75, 4, 1039-1054, 2008-12-01
Government-provided annuities under insolvency risk
Insurance: Mathematics and Economics, 43, 3, 377-385, 2008-12-01
[ Annuity puzzle , Insolvency risk , Optimal annuitization , Public annuity ]
Insurer's insolvency risk and tax deductions for the individual's net losses
GENEVA Risk and Insurance Review, 32, 2, 129-145, 2007-12-01
[ Cross subsidization , Government relief , Insolvency risk , Public insurance , Tax deduction ]
Optimal tax deductions for net losses under private insurance with an upper limit
Journal of Risk and Insurance, 74, 4, 883-893, 2007-12-01
The design of an optimal insurance contract for irreplaceable commodities
GENEVA Risk and Insurance Review, 31, 1, 11-21, 2006-07-01
[ Deductible , Fixed-reimbursement insurance , Irreplaceable commodities , Optimal insurance contract ]

專書

Handbook of Insurance: Volume II, Thrid Edition
83-94, 2025-01-01
[ Almost stochastic dominance,Demand for insurance,Extreme preferences,Stochastic dominance ]

校外榮譽

112 [國家科學及技術委員會] 112年度國科會傑出研究獎

校內獲獎

113 特聘教授
110 特聘教授
107 特聘教授
104 新聘卓越獎(舊制)

黃瑞卿

Huang, Jui-Ching

現職

專長

專長簡述

最高學歷

相關連結

科技部學門領域

政府GRB研究專長領域

教育部學門領域

推廣教育

財金系11401財金碩士學分班 1140801~1150228 [財金系11401財金碩士學分班 , 財金系11401財金碩士學分班]

在職專班

114學年度財金專班 1140701~1150731 [114學年度財金專班 , 114學年度財金專班]

高教深耕計畫

財金系高教深耕計畫 1140101~1141231 [財金系高教深耕計畫 ]

國科會計畫統計

高階風險態度:理論,實驗與實證 1150801~1160731

高階風險態度:理論,實驗與實證 1140801~1150731

高階風險態度:理論,實驗與實證 1130801~1140731

隨機優越:高階風險態度、避險基金績效與新風險指標 1120801~1130731 [隨機優越,風險趨避,投資組合,避險基金,風險指標 , stochastic dominance,risk aversion,portfolio selection,hedge funds,risk index]

隨機優越:高階風險態度、避險基金績效與新風險指標 1110801~1120731 [隨機優越,風險趨避,投資組合,避險基金,風險指標 , stochastic dominance,risk aversion,portfolio selection,hedge funds,risk index]

隨機優越:高階風險態度、避險基金績效與新風險指標 1100801~1110731 [隨機優越,風險趨避,投資組合,避險基金,風險指標 , stochastic dominance,risk aversion,portfolio selection,hedge funds,risk index]

隨機優越之應用：風險偏好參數估計，健康不均度與所得不均度的衡量 1090801~1101231 [隨機優越,幾乎隨機優越,風險偏好,健康指數不均度,所得不均度 , stochastic dominance,almost stochastic dominance,risk preference,health inequality,income inequality]

隨機優越之應用：風險偏好參數估計，健康不均度與所得不均度的衡量 1080801~1090731 [隨機優越,幾乎隨機優越,風險偏好,健康指數不均度,所得不均度 , stochastic dominance,almost stochastic dominance,risk preference,health inequality,income inequality]

隨機優越之應用：風險偏好參數估計，健康不均度與所得不均度的衡量 1070801~1080731 [隨機優越,幾乎隨機優越,風險偏好,健康指數不均度,所得不均度 , stochastic dominance,almost stochastic dominance,risk preference,health inequality,income inequality]

新的風險指標及其在財務上的應用 1060801~1070731

幾乎隨機優越與動能投資策略 1050801~1061031

新的風險指標及其在財務上的應用 1050801~1060731

廣義幾乎隨機優越法則:實驗估計 1040801~1051031

新的風險指標及其在財務上的應用 1040801~1050731

期刊著作

A performance index consistent with fractional-order stochastic dominance Pacific Basin Finance Journal, 93, 2025-10-01 [ Fractional-order stochastic dominance,Market timing,Omega,Performance index ]

Making socioeconomic health inequality comparisons when health concentration curves intersect Social Choice and Welfare, 2021-01-01

Insurance-linked lotto Academia Economic Papers 經濟論文, 49, 3, 321-362, 2021-01-01 [ Demand for insurance,Individual welfare,Lotto,Rank dependent preferences,Regulation ]

Fractional degree stochastic dominance Management Science, 66, 10, 4630-4647, 2020-10-01 [ Higher-order risk preferences,Risk aversion,Risk lovingness,Risk taking,Stochastic dominance ]

Comment on “aging population, retirement, and risk taking” Management Science, 66, 6, 2792-2795, 2020-06-01 [ Asymptotic stochastic dominance,Long-run investment,Maximum geometric mean strategy ]

Operational asymptotic stochastic dominance European Journal of Operational Research, 280, 1, 312-322, 2020-01-01 [ Almost stochastic dominance , Asymptotic stochastic dominance , Long-run investment , Operational asymptotic stochastic dominance , Utility theory ]

Higher-order Omega: A performance index with a decision-theoretic foundation Journal of Banking and Finance, 100, 43-57, 2019-03-01 [ Acceptance dominance , Almost stochastic dominance , Optimal hedge ratio , Performance index , Riskiness index ]

Advantageous Selection in Insurance Markets with Compound Risk GENEVA Risk and Insurance Review, 42, 2, 171-192, 2017-09-01 [ Advantageous selection , Adverse selection , Increasing aversion to second-stage risk ]

Measuring discrimination using principles of stochastic dominance Journal of Economic Theory, 167, 39-52, 2017-01-01 [ Discrimination , Stochastic dominance ]

Hidden regret in insurance markets Journal of Risk and Insurance, 83, 1, 181-216, 2016-03-01

Almost expectation and excess dependence notions Theory and Decision, 79, 3, 375-401, 2015-11-01 [ Almost stochastic dominance , Background risk , Diversification , Optimal investment , Portfolio theory ]

Generalized almost stochastic dominance Operations Research, 63, 2, 363-377, 2015-01-01 [ Decision analysis , Distribution comparisons. Area of review: Decision Analysis , Probability , Risk , Stochastic dominance , Utility ]

Almost marginal conditional stochastic dominance Journal of Banking and Finance, 41, 1, 57-66, 2014-04-01 [ Almost stochastic dominance , Asset allocation , Marginal conditional stochastic dominance , Optimal investment ]

Regret and regulation GENEVA Risk and Insurance Review, 39, 1, 65-89, 2014-01-01 [ insurance demand , regret , regulation , tax deduction ]

Heterogeneity of the Accident Externality from Driving Journal of Risk and Insurance, 81, 4, 735-756, 2014-01-01

Bivariate almost stochastic dominance Economic Theory, 57, 2, 377-405, 2014-01-01 [ Almost stochastic dominance , Correlation aversion , Correlation loving , Optimal saving ]

Does mortality improvement increase equity risk premiums? A risk perception perspective Journal of Empirical Finance, 22, 67-77, 2013-06-01 [ Demography , Equity risk premium , Mortality risk , Risk perception ]

Revisiting almost second-degree stochastic dominance Management Science, 59, 5, 1250-1254, 2013-05-01 [ Almost stochastic dominance , Risk aversion , Stochastic dominance ]

Risky targets and effort Insurance: Mathematics and Economics, 52, 3, 465-468, 2013-05-01 [ Effort , Higher-order preferences , Increase in risk , Stochastic dominance ]

Insurance bargaining under ambiguity Insurance: Mathematics and Economics, 53, 3, 812-820, 2013-01-01 [ Ambiguity,Ambiguity aversion,Cooperative bargaining,Insurance bargaining,Non-cooperative bargaining ]

Soft Information and Small Business Lending Journal of Financial Services Research, 47, 1, 115-133, 2013-01-01 [ Credit scoring , Default prediction , Small business lending , Soft information ]

Disappointment and the optimal insurance contract GENEVA Risk and Insurance Review, 37, 2, 258-284, 2012-09-01 [ coinsurance , deductible , disappointment , optimal insurance contract ]

Can Vehicle Maintenance Records Predict Automobile Accidents? Journal of Risk and Insurance, 79, 2, 567-584, 2012-06-01

Precautionary Effort: A New Look Journal of Risk and Insurance, 79, 2, 585-590, 2012-06-01

Ambiguity aversion, higher-order risk attitude and optimal effort Insurance: Mathematics and Economics, 50, 3, 338-345, 2012-05-01 [ Ambiguity , Effort , Prevention , Self-protection ]

Hidden overconfidence and advantageous selection GENEVA Risk and Insurance Review, 35, 2, 93-107, 2010-12-01 [ advantageous selection , adverse selection , asymmetric information , insurance market , moral hazard , overconfidence ]

Empirical evidence for advantageous selection in the commercial fire insurance market GENEVA Risk and Insurance Review, 34, 1, 1-19, 2009-06-01 [ Advantageous selection , Adverse selection , Asymmetric information , Risk aversion ]

Consumption externality and equilibrium underinsurance Journal of Risk and Insurance, 75, 4, 1039-1054, 2008-12-01

Government-provided annuities under insolvency risk Insurance: Mathematics and Economics, 43, 3, 377-385, 2008-12-01 [ Annuity puzzle , Insolvency risk , Optimal annuitization , Public annuity ]

Insurer's insolvency risk and tax deductions for the individual's net losses GENEVA Risk and Insurance Review, 32, 2, 129-145, 2007-12-01 [ Cross subsidization , Government relief , Insolvency risk , Public insurance , Tax deduction ]

Optimal tax deductions for net losses under private insurance with an upper limit Journal of Risk and Insurance, 74, 4, 883-893, 2007-12-01

The design of an optimal insurance contract for irreplaceable commodities GENEVA Risk and Insurance Review, 31, 1, 11-21, 2006-07-01 [ Deductible , Fixed-reimbursement insurance , Irreplaceable commodities , Optimal insurance contract ]

專書

Handbook of Insurance: Volume II, Thrid Edition 83-94, 2025-01-01 [ Almost stochastic dominance,Demand for insurance,Extreme preferences,Stochastic dominance ]

校外榮譽

校內獲獎

財金系11401財金碩士學分班
1140801~1150228
[財金系11401財金碩士學分班 , 財金系11401財金碩士學分班]

114學年度財金專班
1140701~1150731
[114學年度財金專班 , 114學年度財金專班]

財金系高教深耕計畫
1140101~1141231
[財金系高教深耕計畫 ]

高階風險態度:理論,實驗與實證
1150801~1160731

高階風險態度:理論,實驗與實證
1140801~1150731

高階風險態度:理論,實驗與實證
1130801~1140731

隨機優越:高階風險態度、避險基金績效與新風險指標
1120801~1130731
[隨機優越,風險趨避,投資組合,避險基金,風險指標 , stochastic dominance,risk aversion,portfolio selection,hedge funds,risk index]

隨機優越:高階風險態度、避險基金績效與新風險指標
1110801~1120731
[隨機優越,風險趨避,投資組合,避險基金,風險指標 , stochastic dominance,risk aversion,portfolio selection,hedge funds,risk index]

隨機優越:高階風險態度、避險基金績效與新風險指標
1100801~1110731
[隨機優越,風險趨避,投資組合,避險基金,風險指標 , stochastic dominance,risk aversion,portfolio selection,hedge funds,risk index]

隨機優越之應用：風險偏好參數估計，健康不均度與所得不均度的衡量
1090801~1101231
[隨機優越,幾乎隨機優越,風險偏好,健康指數不均度,所得不均度 , stochastic dominance,almost stochastic dominance,risk preference,health inequality,income inequality]

隨機優越之應用：風險偏好參數估計，健康不均度與所得不均度的衡量
1080801~1090731
[隨機優越,幾乎隨機優越,風險偏好,健康指數不均度,所得不均度 , stochastic dominance,almost stochastic dominance,risk preference,health inequality,income inequality]

隨機優越之應用：風險偏好參數估計，健康不均度與所得不均度的衡量
1070801~1080731
[隨機優越,幾乎隨機優越,風險偏好,健康指數不均度,所得不均度 , stochastic dominance,almost stochastic dominance,risk preference,health inequality,income inequality]

新的風險指標及其在財務上的應用
1060801~1070731

幾乎隨機優越與動能投資策略
1050801~1061031

新的風險指標及其在財務上的應用
1050801~1060731

廣義幾乎隨機優越法則:實驗估計
1040801~1051031

新的風險指標及其在財務上的應用
1040801~1050731

A performance index consistent with fractional-order stochastic dominance
Pacific Basin Finance Journal, 93, 2025-10-01
[ Fractional-order stochastic dominance,Market timing,Omega,Performance index ]

Making socioeconomic health inequality comparisons when health concentration curves intersect
Social Choice and Welfare, 2021-01-01

Insurance-linked lotto
Academia Economic Papers　經濟論文, 49, 3, 321-362, 2021-01-01
[ Demand for insurance,Individual welfare,Lotto,Rank dependent preferences,Regulation ]

Fractional degree stochastic dominance
Management Science, 66, 10, 4630-4647, 2020-10-01
[ Higher-order risk preferences,Risk aversion,Risk lovingness,Risk taking,Stochastic dominance ]

Comment on “aging population, retirement, and risk taking”
Management Science, 66, 6, 2792-2795, 2020-06-01
[ Asymptotic stochastic dominance,Long-run investment,Maximum geometric mean strategy ]

Operational asymptotic stochastic dominance
European Journal of Operational Research, 280, 1, 312-322, 2020-01-01
[ Almost stochastic dominance , Asymptotic stochastic dominance , Long-run investment , Operational asymptotic stochastic dominance , Utility theory ]

Higher-order Omega: A performance index with a decision-theoretic foundation
Journal of Banking and Finance, 100, 43-57, 2019-03-01
[ Acceptance dominance , Almost stochastic dominance , Optimal hedge ratio , Performance index , Riskiness index ]

Advantageous Selection in Insurance Markets with Compound Risk
GENEVA Risk and Insurance Review, 42, 2, 171-192, 2017-09-01
[ Advantageous selection , Adverse selection , Increasing aversion to second-stage risk ]

Measuring discrimination using principles of stochastic dominance
Journal of Economic Theory, 167, 39-52, 2017-01-01
[ Discrimination , Stochastic dominance ]

Hidden regret in insurance markets
Journal of Risk and Insurance, 83, 1, 181-216, 2016-03-01

Almost expectation and excess dependence notions
Theory and Decision, 79, 3, 375-401, 2015-11-01
[ Almost stochastic dominance , Background risk , Diversification , Optimal investment , Portfolio theory ]

Generalized almost stochastic dominance
Operations Research, 63, 2, 363-377, 2015-01-01
[ Decision analysis , Distribution comparisons. Area of review: Decision Analysis , Probability , Risk , Stochastic dominance , Utility ]

Almost marginal conditional stochastic dominance
Journal of Banking and Finance, 41, 1, 57-66, 2014-04-01
[ Almost stochastic dominance , Asset allocation , Marginal conditional stochastic dominance , Optimal investment ]

Regret and regulation
GENEVA Risk and Insurance Review, 39, 1, 65-89, 2014-01-01
[ insurance demand , regret , regulation , tax deduction ]

Heterogeneity of the Accident Externality from Driving
Journal of Risk and Insurance, 81, 4, 735-756, 2014-01-01

Bivariate almost stochastic dominance
Economic Theory, 57, 2, 377-405, 2014-01-01
[ Almost stochastic dominance , Correlation aversion , Correlation loving , Optimal saving ]

Does mortality improvement increase equity risk premiums? A risk perception perspective
Journal of Empirical Finance, 22, 67-77, 2013-06-01
[ Demography , Equity risk premium , Mortality risk , Risk perception ]

Revisiting almost second-degree stochastic dominance
Management Science, 59, 5, 1250-1254, 2013-05-01
[ Almost stochastic dominance , Risk aversion , Stochastic dominance ]

Risky targets and effort
Insurance: Mathematics and Economics, 52, 3, 465-468, 2013-05-01
[ Effort , Higher-order preferences , Increase in risk , Stochastic dominance ]

Insurance bargaining under ambiguity
Insurance: Mathematics and Economics, 53, 3, 812-820, 2013-01-01
[ Ambiguity,Ambiguity aversion,Cooperative bargaining,Insurance bargaining,Non-cooperative bargaining ]

Soft Information and Small Business Lending
Journal of Financial Services Research, 47, 1, 115-133, 2013-01-01
[ Credit scoring , Default prediction , Small business lending , Soft information ]

Disappointment and the optimal insurance contract
GENEVA Risk and Insurance Review, 37, 2, 258-284, 2012-09-01
[ coinsurance , deductible , disappointment , optimal insurance contract ]

Can Vehicle Maintenance Records Predict Automobile Accidents?
Journal of Risk and Insurance, 79, 2, 567-584, 2012-06-01

Precautionary Effort: A New Look
Journal of Risk and Insurance, 79, 2, 585-590, 2012-06-01

Ambiguity aversion, higher-order risk attitude and optimal effort
Insurance: Mathematics and Economics, 50, 3, 338-345, 2012-05-01
[ Ambiguity , Effort , Prevention , Self-protection ]

Hidden overconfidence and advantageous selection
GENEVA Risk and Insurance Review, 35, 2, 93-107, 2010-12-01
[ advantageous selection , adverse selection , asymmetric information , insurance market , moral hazard , overconfidence ]

Empirical evidence for advantageous selection in the commercial fire insurance market
GENEVA Risk and Insurance Review, 34, 1, 1-19, 2009-06-01
[ Advantageous selection , Adverse selection , Asymmetric information , Risk aversion ]

Consumption externality and equilibrium underinsurance
Journal of Risk and Insurance, 75, 4, 1039-1054, 2008-12-01

Government-provided annuities under insolvency risk
Insurance: Mathematics and Economics, 43, 3, 377-385, 2008-12-01
[ Annuity puzzle , Insolvency risk , Optimal annuitization , Public annuity ]

Insurer's insolvency risk and tax deductions for the individual's net losses
GENEVA Risk and Insurance Review, 32, 2, 129-145, 2007-12-01
[ Cross subsidization , Government relief , Insolvency risk , Public insurance , Tax deduction ]

Optimal tax deductions for net losses under private insurance with an upper limit
Journal of Risk and Insurance, 74, 4, 883-893, 2007-12-01

The design of an optimal insurance contract for irreplaceable commodities
GENEVA Risk and Insurance Review, 31, 1, 11-21, 2006-07-01
[ Deductible , Fixed-reimbursement insurance , Irreplaceable commodities , Optimal insurance contract ]

Handbook of Insurance: Volume II, Thrid Edition
83-94, 2025-01-01
[ Almost stochastic dominance,Demand for insurance,Extreme preferences,Stochastic dominance ]