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 :
主要研究領域
• 投資理論
• 風險管理
• 保險理論
研究領域摘要
學歷
• Temple University, Philadelphia, PA, U.S.A. Ph.D. of Risk Management, Insurance, and Actuarial Science, May 1996
課程
• 保險財務管理
• 風險管理
• 風險理論
• 風險管理與保險專題研討一
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, June 2012, Precautionary Effort: A New Look, Journal of Risk and Insurance, 585 - 590.
  2. Huang, R.J., Y.-J. Liu and L.Y. Tzeng, December 2010, Hidden Overconfidence and Advantageous Selection, The Geneva Risk and Insurance Review, 93 - 107.
  3. Lin, T. and L.Y. Tzeng, April 2010, An Additive Stochastic Model of Mortality Rates: An Application to Longevity Risk in Reserve Evaluation, Insurance: Mathematics and Economics, 423 - 435.
  4. Tsai, J.T., J.L. Wang, and L.Y. Tzeng, February 2010, On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk, Insurance: Mathematics and Economics, 235 - 241.
  5. Wang, K.C., R.J. Huang, and L.Y. Tzeng, June 2009, Empirical Evidence for Advantageous Selection in the Commercial Fire Insurance Market, The Geneva Risk and Insurance Review, 1 - 19.
  6. Huang, R.J., J.T. Tsai, and L.Y. Tzeng, December 2008, Government-Provided Annuities under Insolvency Risk, Insurance: Mathematics and Economics, 377 - 385.
  7. Huang, R.J. and L.Y. Tzeng, December 2008, Consumption Externality and Equilibrium Under-insurance, Journal of Risk and Insurance, 1039 - 1054.
  8. Wang, J.L., V.Y. Chang, G.C. Lai, and L.Y. Tzeng, July 2008, Demutualization and Demand for Reinsurance, Geneva Papers on Risk and Insurance: Issues and Practice, 566 - 584.
  9. 曾郁仁, 2008, An Empirical Analysis of the Effects of Increasing Deductible on Moral Hazard, Journal of Risk and Insurance, 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, 883 - 893.
  11. 張永郎、何憲章、曾郁仁, June 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, June 2006, The Design of an Optimal Insurance Contract for Irreplaceable Commodities, The Geneva Risk and Insurance Review, 11 - 21.
  13. Rachel Huang and Larry Y. Tzeng, June 2006, Optimal Tax Deductions for Net Losses Under Private Insurance with an Upper Limit, Journal of Risk and Insurance, Forthcoming, 2006.
  14. 曾郁仁、蔡英哲、鄭安峰, June 2006, 台灣車體損失保險不對稱訊息的實證研究, 管理學報, 227 - 240.
  15. Larry Y. Tzeng, Jen-Hung Wang, and Jill Tain, June 2006, Willingness to Pay and the Demand for Lotto, Applied Economics, 1207 - 1216.
  16. Michael R. Powers and Larry Y. Tzeng, June 2004, Market Insurance, Self-Insurance, and an Increase in Risk, Journal of Insurance & Risk Management, 15 - 28.
  17. Larry Y. Tzeng and Jen-Hung Wang, June 2004, Increase in Risk and Saving Behavior, Journal of Economics and Business, 405 - 414.
  18. Rachel Huang and Larry Y. Tzeng, June 2004, The Optimal Insurance Contract with Tax Deductions, 經濟論文, 313 - 334.
  19. Jennifer L. Wang, Larry Y. Tzeng, and En-Lin Wang, June 2003, The Nightmare of the Leader: The Impact of Deregulation on an Oligopoly Insurance Market, Journal of Insurance Issues, 15 - 28.
  20. S. C. Chang, Larry Y. Tzeng, and Jerry C.Y. Miao, June 2003, Pension Funding Incorporating Downside Risks, Insurance: Mathematics and Economics, 217 - 228.
  21. Jennifer L. Wang, C. F. Chung, and Larry Y. Tzeng, June 2003, The Dynamics of Employers’ s Pension Choices, 管理學報, 749 - 773.
  22. Jennifer L. Wang and Larry Y. Tzeng, June 2003, Parameter Risks in surplus Management, 中國財務學刊, 95 - 115.
  23. Michael R. Powers and Larry Y. Tzeng, June 2003, Competitive Equilibrium in Insurance: A Risk Transfer Analysis, Journal of Insurance & Risk Management, 27 - 45.
  24. S.C. Ho and Larry Y. Tzeng, June 2002, Revisiting Demand for Insurance, 風險管理學報, 31 - 44.
  25. Larry Y. Tzeng and Jen-Hung Wang, June 2002, An Increase in Background Risk and Demand for Loss Reduction, Journal of Insurance Issues, 127 - 141.
  26. 何憲章、曾郁仁, June 2002, 再保危機與最適再保險合約, 保險專刊, 1 - 10.
  27. Michael R. Powers and Larry Y. Tzeng, June 2001, Risk Transformations, Deductibles, and Policy Limits, Journal of Risk and Insurance, 465 - 474.
  28. Larry Y. Tzeng, June 2001, Increase in Risk and Marginal-Payoff Weighted Stochastic Dominance, Journal of Risk and Insurance, 329 - 338.
  29. 曾郁仁, June 2000, Interaction between Production Decision and the Demand for Insurance under Revenue Uncertainty and Background Risk, 風險管理學報, 77 - 88.
  30. Larry Y. Tzeng, Jennifer L. Wang, and June H. Soo, June 2000, Surplus Management under a Stochastic Process, Journal of Risk and Insurance, 451 - 462.
  31. 曾郁仁、王儷玲、何素蘭, June 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, 53 - 63.
  32. Laureen Regan and Larry Y. Tzeng, June 1999, Orginational Form in the Property-Liability Insurance Industry, Journal of Risk and Insurance, 253 - 274.
  33. Michael R. Powers and Larry Y. Tzeng, June 1998, State Premium Taxes and the Lump-Sum Principle, Public Finance Review, 53 - 66.
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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