個人資料
曾郁仁
博士 Temple University, Philadelphia, PA, U.S.A. Ph.D. of Risk Management, Insurance, and Actuarial Science, May 1996
研究室 : 二館 709
電話 : 33661082
傳真 :
E-mail : tzeng@ntu.edu.tw
諮詢時段 :
相關連結 :
相關連結 :
主要研究領域
• 保險理論
• 風險管理
• 投資理論
研究領域摘要
暫無資料
學歷
• Temple University, Philadelphia, PA, U.S.A. Ph.D. of Risk Management, Insurance, and Actuarial Science, May 1996
課程
• 風險管理與保險專題研討一
• 風險管理
• 風險理論
• 保險財務管理
獲獎
獲獎
國立臺灣大學管理學院玉山金控研究獎 (2013, 2015)
中華民國國家科學委員會傑出研究獎 (2008)
國立臺灣大學管理學院台新金控研究學者獎 (2006)
國立臺灣大學92學年度人文社會研究貢獻獎
中華民國管理科學呂鳳章紀念獎章 (2003)
國科會年度甲等研究獎(五次)
國立臺灣大學管理學院學年度研究獎(超過十次)

榮譽:
根據Morris Danielson和Jean Heck合著的“Analysis of Publication Activity in the Leading Risk Management and Insurance Journals: 1984-2013”,他們統計三個在風險管理與保險頂尖的學術期刊(Journal of Risk and Insurance, the Journal of Risk and Uncertainty and the Geneva Risk and Insurance Review),根據從1984到2013發表在這三個期刊的篇數,曾郁仁(Larry Y. Tzeng) 全球排名第十八,如果只看從2004到2013發表在這三個期刊的篇數,曾郁仁(Larry Y. Tzeng) 全球排名第五。
經歷
現職:
國立臺灣大學財務金融系所,(民國八十五年迄今)
教授,民國九十一年迄今
特聘教授,民國九十九年迄今
國立臺灣大學財務金融系系主任,民國一零五年八月迄今

兼職:
台灣風險管理與保險學會 理事長,民國九十八年至一百年 理事,民國九十六年迄今
台灣經濟計量學會 秘書長,民國九十六年至九十九年 理事,民國一百零二年迄今
政治大學 風險管理研究中心 研究員,民國九十九年迄今
CCISSR Research Fellow,民國九十二年迄今

學術期刊編輯:
個人自2006年迄今擔任Journal of Risk and Insurance的Associate Editor,Journal of Risk and Insurance為風險管理與保險最重要的四大國際期刊之一。
個人另外於下列期刊擔任編輯委員:Risk Management and Insurance Review,APRIA Journal,Journal of Risk Finance,經濟論文,台大管理論叢,風險管理學報,保險專刊。
研討會論文
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期刊論文
  1. Eeckhoudt, L., R.J. Huang, and L.Y. Tzeng, 2012, Precautionary Effort: A New Look , Journal of Risk and Insurance , Vol.79 , No.2 , 585 - 590 , ( SCI )
  2. Huang, R.J., Y.-J. Liu and L.Y. Tzeng, 2010, Hidden Overconfidence and Advantageous Selection , The Geneva Risk and Insurance Review , Vol.35 , No.2 , 93 - 107 , ( SCI )
  3. Lin, T. and L.Y. Tzeng, 2010, An Additive Stochastic Model of Mortality Rates: An Application to Longevity Risk in Reserve Evaluation , Insurance: Mathematics and Economics , Vol.46 , No.2 , 423 - 435 , ( SCI )
  4. Tsai, J.T., J.L. Wang, and L.Y. Tzeng, 2010, On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk , Insurance: Mathematics and Economics , Vol.46 , No.1 , 235 - 241 , ( SCI )
  5. Wang, K.C., R.J. Huang, and L.Y. Tzeng, 2009, Empirical Evidence for Advantageous Selection in the Commercial Fire Insurance Market , The Geneva Risk and Insurance Review , Vol.34 , No.1 , 1 - 19 , ( SCI )
  6. Huang, R.J., J.T. Tsai, and L.Y. Tzeng, 2008, Government-Provided Annuities under Insolvency Risk , Insurance: Mathematics and Economics , Vol.43 , No.3 , 377 - 385 , ( SCI )
  7. Huang, R.J. and L.Y. Tzeng, 2008, Consumption Externality and Equilibrium Under-insurance , Journal of Risk and Insurance , Vol.75 , No.4 , 1039 - 1054 , ( SCI )
  8. Wang, J.L., V.Y. Chang, G.C. Lai, and L.Y. Tzeng, 2008, Demutualization and Demand for Reinsurance , Geneva Papers on Risk and Insurance: Issues and Practice , Vol.33 , No.3 , 566 - 584 , ( SCI )
  9. 曾郁仁, 2008, An Empirical Analysis of the Effects of Increasing Deductible on Moral Hazard , Journal of Risk and Insurance , Vol.75 , No.3 , 551 - 566
  10. 曾郁仁, 2008, Optimal Tax Deductions for Net Losses Under private Insurance with an Upper Limit , Journal of Risk and Insurance , Vol.74 , No.7 , 883 - 893
  11. 張永郎、何憲章、曾郁仁, 2007, 保險公司對殖利率曲線移動的免疫策略 , 保險專刊 , Forthcoming, 2007
  12. Rachel Huang and Larry Y. Tzeng, 2006, The Design of an Optimal Insurance Contract for Irreplaceable Commodities , The Geneva Risk and Insurance Review , Vol.21 , No.1 , 11 - 21 , ( SSCI )
  13. Rachel Huang and Larry Y. Tzeng, 2006, Optimal Tax Deductions for Net Losses Under Private Insurance with an Upper Limit , Journal of Risk and Insurance , Forthcoming, 2006 , ( SSCI )
  14. 曾郁仁、蔡英哲、鄭安峰, 2006, 台灣車體損失保險不對稱訊息的實證研究 , 管理學報 , Vol.23 , No.2 , 227 - 240 , ( TSSCI )
  15. Larry Y. Tzeng, Jen-Hung Wang, and Jill Tain, 2006, Willingness to Pay and the Demand for Lotto , Applied Economics , Vol.38 , No.10 , 1207 - 1216 , ( SSCI )
  16. Michael R. Powers and Larry Y. Tzeng, 2004, Market Insurance, Self-Insurance, and an Increase in Risk , Journal of Insurance & Risk Management , Vol.2 , No.4 , 15 - 28
  17. Larry Y. Tzeng and Jen-Hung Wang, 2004, Increase in Risk and Saving Behavior , Journal of Economics and Business , Vol.56 , No.5 , 405 - 414
  18. Rachel Huang and Larry Y. Tzeng, 2004, The Optimal Insurance Contract with Tax Deductions , 經濟論文 , Vol.32 , No.2 , 313 - 334 , ( TSSCI )
  19. Jennifer L. Wang, Larry Y. Tzeng, and En-Lin Wang, 2003, The Nightmare of the Leader: The Impact of Deregulation on an Oligopoly Insurance Market , Journal of Insurance Issues , Vol.26 , No.1 , 15 - 28 , ( EI )
  20. S. C. Chang, Larry Y. Tzeng, and Jerry C.Y. Miao, 2003, Pension Funding Incorporating Downside Risks , Insurance: Mathematics and Economics , Vol.32 , No.2 , 217 - 228 , ( SSCI )
  21. Jennifer L. Wang, C. F. Chung, and Larry Y. Tzeng, 2003, The Dynamics of Employers’ s Pension Choices , 管理學報 , Vol.20 , No.4 , 749 - 773 , ( TSSCI )
  22. Jennifer L. Wang and Larry Y. Tzeng, 2003, Parameter Risks in surplus Management , 中國財務學刊 , Vol.11 , No.1 , 95 - 115 , ( TSSCI )
  23. Michael R. Powers and Larry Y. Tzeng, 2003, Competitive Equilibrium in Insurance: A Risk Transfer Analysis , Journal of Insurance & Risk Management , Vol.1 , No.2 , 27 - 45
  24. S.C. Ho and Larry Y. Tzeng, 2002, Revisiting Demand for Insurance , 風險管理學報 , Vol.4 , No.2 , 31 - 44
  25. Larry Y. Tzeng and Jen-Hung Wang, 2002, An Increase in Background Risk and Demand for Loss Reduction , Journal of Insurance Issues , Vol.25 , No.3 , 127 - 141 , ( EI )
  26. 何憲章、曾郁仁, 2002, 再保危機與最適再保險合約 , 保險專刊 , Vol.18 , No.1 , 1 - 10
  27. Michael R. Powers and Larry Y. Tzeng, 2001, Risk Transformations, Deductibles, and Policy Limits , Journal of Risk and Insurance , Vol.68 , No.3 , 465 - 474 , ( SSCI )
  28. Larry Y. Tzeng, 2001, Increase in Risk and Marginal-Payoff Weighted Stochastic Dominance , Journal of Risk and Insurance , Vol.68 , No.2 , 329 - 338 , ( SSCI )
  29. 曾郁仁, 2000, Interaction between Production Decision and the Demand for Insurance under Revenue Uncertainty and Background Risk , 風險管理學報 , Vol.2 , No.2 , 77 - 88
  30. Larry Y. Tzeng, Jennifer L. Wang, and June H. Soo, 2000, Surplus Management under a Stochastic Process , Journal of Risk and Insurance , Vol.67 , No.3 , 451 - 462 , ( SSCI )
  31. 曾郁仁、王儷玲、何素蘭, 1999, 風險趨避程度增加對市場保險與自我保險的需求分析 , 風險管理學報 , Vol.1 , No.2 , 53 - 63
  32. Laureen Regan and Larry Y. Tzeng, 1999, Orginational Form in the Property-Liability Insurance Industry , Journal of Risk and Insurance , Vol.66 , No.2 , 253 - 274 , ( SSCI )
  33. Michael R. Powers and Larry Y. Tzeng, 1998, State Premium Taxes and the Lump-Sum Principle , Public Finance Review , Vol.26 , No.1 , 53 - 66 , ( SSCI )
專書
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專書論文
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技術報告
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其他
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