• 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
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.
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.
Fractional Degree Stochastic Dominance (with R.J. Huang and L. Zhao), Management Science, 66(10): 4359-4919.
Comment on Aging Population, Retirement, and Risk Taking (with R.J. Huang, J. Wang and L. Zhao), Management Science, 2020, 66(6):2792-2795.
Generalized Almost Stochastic Dominance (with I. Tsetlin, R.L. Winkler and R.J. Huang), Operations Research, 2015, 63(2): 363-377.
Revisiting Almost Second-Degree Stochastic Dominance (with R.J. Huang and P.-T. Shih), Management Science, 2013, 59(5): 1250-1254.
Precautionary Effort: A New Look (with L. Eeckhoudt and R.J. Huang), Journal of Risk and Insurance, 2012, 79(2): 585-590.
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.
Pension Funding Incorporating Downside Risks (with S.C. Chang and J.C.Y. Miao), Insurance: Mathematics and Economics, 2003, 32: 217-228.
Organizational Form in the Property-Liability Insurance Industry (with L. Regan), Journal of Risk and Insurance, 1999, 66(2): 253-274.
