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
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。
 
獲獎:
國立臺灣大學管理學院玉山金控研究獎 (2013, 2015, 2018)
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)
國立臺灣大學人文社會研究貢獻獎 (92學年度)
中華民國管理科學呂鳳章紀念獎章 (2003)
經歷
學術經歷(專職):
國立臺灣大學財務金融系所
從民國八十五年起,歷任講師、助理教授、副教授、教授、系所主任,自民國九十九年起擔任特聘教授迄今 
 
學術經歷(兼職):
The European Group of Risk and Insurance Economists
First Vice President,2017年迄今
(EGRIE 是歐洲在風險與保險領域最重要的學會,曾郁仁是該學會第一位亞洲學者擔任此一職務者)
 
台灣大學經濟計量研究中心
主任,民國一百零一年至一百零四年
主任,民國一百零七年迄今
(該中心於民國一百零七年獲選科技部的大學特色領域研究中心,全國只有18所研究中心獲得補助) 
 
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。
 
實務經歷(2013年之後):
兆豐產物保險公司,獨立董事 (2012-2016)
行政院國家發展基金,管理委員會委員 (2013-2015)
研討會論文
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期刊論文

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. 

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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