Personal Information
Larry Y. Tzeng
Ph.D. Ph.D. of Risk Management, Insurance, and Actuarial Science, May 1996 Temple University, Philadelphia, PA, U.S.A.
Office : Building II, College of Management 709
Tel : 33661082
Fax :
E-mail : tzeng@ntu.edu.tw
Office Hour :
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Research Field
• Insurance Economics
• Insurance Finance
• Risk Management
Research Field Summary
Education
• Ph.D. of Risk Management, Insurance, and Actuarial Science, May 1996 Temple University, Philadelphia, PA, U.S.A.
Courses
• INSURANCE
• RISK MANAGEMENT
• SEMINAR ON INSURANCE TOPICS (I)
Honors
Honors:
Larry Y. Tzeng ranked respectively 18th and 5th for the number of articles published in the three elite risk management and insurance journals (Journal of Risk and Insurance, the Journal of Risk and Uncertainty and the Geneva Risk and Insurance Review) between the years 1984 and 2013 and between the years 2004 and 2013 according to the study, “Analysis of Publication Activity in the Leading Risk Management and Insurance Journals: 1984-2013,” by Morris Danielson and Jean Heck.
 
Award:
Research Award, E. Sun Financial Holding, 2013, 2015, 2018
Excellent Research Award, National Science Council, 2008
Research Award, TaiShin Financial Holding, 2006
Award for Social Science Studies, National Taiwan University, 2004
Experience
Academic Experiences:
National Taiwan University, Department of Finance,
Lecturer, 1996, Assistant Professor, 1997-1998, Associate Professor,
1999-2002, Professor, 2003-2009, Chairman, 2016-2018, Distinguished Professor, since 2010
 
Academic Services:
Serve as the First Vice President of the European Group of Risk and Insurance Economists since 2017 
Serve as an associate editor for Journal of Risk and Insurance, Risk
Management and Insurance Review, APRIA Journal, and Journal of Risk Finance.
Conference Paper
No Data Available
Journal Paper

Selected Publications since 2013

Operations Research and Management Science
1.    Huang, R.J., L.Y. Tzeng, J. Wang and L. Zhao (2018). Comment on Aging Population, Retirement, and Risk Taking, Management Science, forthcoming. 
2.    Tsetlin,I., R.L. Winkler, R.J. Huang, and L.Y. Tzeng (2015). Generalized Almost Stochastic Dominance. Operations Research, 63(2): 363-377.
3.    Tzeng, L.Y., R.J. Huang, and P.-T. Shih (2013). Revisiting Almost Second-Degree Stochastic Dominance. Management Science, 59(5): 1250-1254. 

Risk and Insurance
1.    Huang, Y.C., L.Y. Tzeng (2017) A Mean-Preserving Increase in Ambiguity and Portfolio Choices, Journal of Risk and Insurance, forthcoming. 
2.    Huang, R.J., A. Snow, and L.Y. Tzeng (2017) Advantageous Selection in Insurance Markets with Compound Risk, The Geneva Risk and Insurance Review, 42(2): 171–192.
3.    Chan, L.F.S., Y.C. Huang, and L.Y .Tzeng (2016). Who Obtains Greater Discounts on Automobile Insurance Premiums? The Geneva Risk and Insurance Review, 41(1): 48-72.
4.    Huang, R.J., A. Muermann, and L.Y. Tzeng (2016). Hidden Regret in insurance Markets. Journal of Risk and Insurance, 83(1): 181-216.
5.    Huang, Y.C., L.Y. Tzeng, and L. Zhao (2015). Comparative ambiguity aversion and downside ambiguity aversion. Insurance: Mathematics and Economic, 62: 257-269.
6.    Huang, R.J., L.Y. Tzeng, and K. Wang (2014). Heterogeneity of the Accident Externality from Driving. Journal of Risk and Insurance, 81(4): 735–756.
7.    Huang, R.J., A. Muermann, and L.Y. Tzeng, 2014, Regret and Regulation. The Geneva Risk and Insurance Review, 39: 65–89.
8.    Pao, T.I, L.Y. Tzeng and K.C. Wang (2014). Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan. Journal of Risk and Insurance, 81(1): 91-112. 
9.    Huang, R.J., Y.C. Huang, and L.Y. Tzeng (2013). Insurance Bargaining under Ambiguity. Insurance: Mathematics and Economics, 53(3): 812-820.
10.    Chuang, O., L. Eeckhoudt, R.J. Huang, L.Y. Tzeng (2013). Risky Targets and Effort, Insurance: Mathematics and Economics, 52(3): 465-468. 
11.    Tsai, Jeffrey T., and L.Y. Tzeng, (2013). The Pricing of Mortality-linked Contingent Claims: An Equilibrium Approach. ASTIN Bulletin, 43(2): 97-121.

Others
1.    Hsu, E., V. Lin, J. Tian, and L.Y. Tzeng (2016) Measuring Inequality in Physician Distributions Using Spatially Adjusted Gini Coefficients, International Journal For Quality In Health Care, 28(6): 657–664.
2.    Chuang, O.C., C.M. Kuan, and L.Y. Tzeng (2016) Testing for Central Dominance: Method and Applications, Journal of Econometrics, 196(2): 368-378.
3.    Denuit, M., R.J. Huang, and L.Y. Tzeng (2015). Almost Expectation and Excess Dependence Notions. Theory and Decision, 79(3): 375-401.
4.    Chen, Y., R.J. Huang, J. Tsai, and L.Y. Tzeng (2015). Soft Information and Small Business Lending. Journal of Financial Services Research, 47(1): 115-133.
5.    Denuit, M., R.J. Huang, and L.Y. Tzeng (2014). Bivariate Almost Stochastic Dominance. Economic Theory, 57(2): 377-405.
6.    Chen, Y.T., K.Y. Ho, and L.Y. Tzeng (2014). Riskiness-minimizing Spot-futures Hedge Ratio. Journal of Banking and Finance, 41: 154-164. 
7.    Denuit, M., R.J. Huang, L.Y. Tzeng, and C. Wang (2014). Almost Marginal Conditional Stochastic Dominance. Journal of Banking and Finance, 41: 57-66. 
8.    Huang, R.J., J.C.Y. Miao, and L.Y. Tzeng (2013). Does mortality improvement increase equity risk premiums? A risk perception perspective. Journal of Empirical Finance, 22: 67-77. 

Book
No Data Available
Book Paper
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Technical Report
No Data Available
Other
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