國立臺灣大學
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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 :
Home Page : http://www.fin.ntu.edu.tw/~tzeng
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Research Field
• Risk Management
• Insurance Finance
• Insurance Economics
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
2013, 2015, 2018, 2019 Research Award, E. Sun Financial Holding
2008 Excellent Research Award, National Science Council
2006 Research Award, TaiShin Financial Holding
2003 Award for Social Science Studies, National Taiwan University
Larry Y. Tzeng ranked respectively 18thand 5thfor 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.
Experience
2002 - present Professor Department of Finance, National Taiwan University
2019 - 2024 Fubon Endowed Chair Professor Department of Finance, National Taiwan University
1999 - 2002 Associate Professor Department of Finance, National Taiwan University
1997 - 1999 Assistant Professor Department of Finance, National Taiwan University
1996 - 1997 Lecturer Department of Finance, National Taiwan University (1996-1997)
2012-2015, 2018 - 2024 Director, Center for Research in Econometric Theory and Applications, National Taiwan University
2016 - 2018 Department Chairman, Department of Finance, National Taiwan University
2020 - Second Vice President，The European Group of Risk and Insurance Economists
2018 - 2019 First Vice President，The European Group of Risk and Insurance Economists
2019 - 2020 The President of the European Group of Risk and Insurance Economists
2010 - 2011 The President of the Taiwan Risk and Insurance Association
2008 - 2019 Associate editor for Journal of Risk and Insurance
Conference Paper
No Data Available
Journal Paper

Selected Publications

  1. A Simple Approach for Measuring Higher-Order Arrow-Pratt Coefficients of Risk Aversion (with C. Deck, R.J. Huang and L. Zhao), Management Science, forthcoming.
  2. Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance Deductibles (with Y.-C. Huang, K. Kan and K.C. Wang), Management Science, 67(8), 4742-4755.
  3. Fractional Degree Stochastic Dominance (with R.J. Huang and L. Zhao), Management Science, 66(10): 4359-4919.
  4. Comment on Aging Population, Retirement, and Risk Taking (with R.J. Huang, J. Wang and L. Zhao), Management Science, 2020, 66(6):2792-2795.
  5. Generalized Almost Stochastic Dominance (with I. Tsetlin, R.L. Winkler and R.J. Huang), Operations Research, 2015, 63(2): 363-377.
  6. Revisiting Almost Second-Degree Stochastic Dominance (with R.J. Huang and P.-T. Shih), Management Science, 2013, 59(5): 1250-1254.
  7. Precautionary Effort: A New Look (with L. Eeckhoudt and R.J. Huang), Journal of Risk and Insurance, 2012, 79(2): 585-590.
  8. On the Optimal Product Mix in Life Insurance Companies using Conditional Value at Risk (with J.T. Tsai and J.L. Wang), Insurance: Mathematics and Economics, 2010, 46(1): 235-241.
  9. Pension Funding Incorporating Downside Risks (with S.C. Chang and J.C.Y. Miao), Insurance: Mathematics and Economics, 2003, 32: 217-228.
  10. Organizational Form in the Property-Liability Insurance Industry (with L. Regan), Journal of Risk and Insurance, 1999, 66(2): 253-274.

 

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