MING-HUA HSIEH
Name MING-HUA HSIEH
Job Title Professor
Unit Dept. of Risk Management and Insurance
Email
Office Tel No. 81236
Teaching Field 保險監理、風險管理、衍生性金融商品、蒙地卡羅模擬。
Year Paper Title
2021 Ming-hua Hsieh;Li-Chen Cheng;Yu-Hsiang Huang;Mu-En Wu*, 2021.11, 'A Novel Trading Strategy Framework Based on Reinforcement Deep Learning for Financial Market Predictions, ' Mathematics, Vol.9, No.23, pp.3094-3106.(SCI, SCOPUS)(*為通訊作者), vol. 435319, Nov. 2021
2021 Ko-LunKung*;Ming-HuaHsieh;Jin-LungPeng;Cheng-Hsien Tsai;Jennifer L.Wang, 2021.05, 'Explaining the risk premiums of life settlements, ' Pacific-Basin Finance Journal, Vol.68, No.無, pp.無.(SSCI)(*為通訊作者), vol. 430822, May. 2021
2021 Yi-Hsi Lee*;Ming-Hua Hsieh;Weiyu Kuo;Chenghsien Jason Tsai, 2021.05, 'How can an economic scenario generation model cope with abrupt changes in financial markets?, ' China Finance Review International, Vol.無, No.無, pp.無.(*為通訊作者), vol. 430821, May. 2021
2021 Ming-hua Hsieh*;Chenghsien Jason Tsai;Jennifer Wang, 2021.01, 'Mortality Risk Management Under the Factor Copula Framework—With Applications to Insurance Policy Pools, ' North American Actuarial Journal, Vol.25, No.1, pp.119~131.(*為通訊作者), vol. 430776, Jan. 2021
2020 King-Jeng Lu*;Chiung-Ju Liang;Ming-Hua Hsieh;Yi-Hsi Lee, 2020.01, 'An Effective Hybrid Variance Reduction Method for Pricing the Asian Options and its Variants, ' The North American Journal of Economics and Finance, pp.-.(SSCI)(*為通訊作者), vol. 424178, Jan. 2020
2019 Yu-Fen Chiu*;Ming-Hua Hsieh;Cheng-hsien Tsai, 2019.10, 'Valuation and analysis on complex equity indexed annuities, ' Pacific-Basin Finance Journal, pp.-.(SSCI, 科技部財務學門A Tier 2級期刊, 2018 Impact Factor: 1.442.)(*為通訊作者), vol. 425309, Oct. 2019
2019 Ming-Hua Hsieh*;Yi-Hsi, Lee;So-De, Shyu;Yu-Fen, Chiu, 2019.10, 'Estimating multifactor portfolio credit risk: A variance reduction approach, ' Pacific-Basin Finance Journal, Vol.57, No.101047, pp.-.(SSCI, 科技部財務學門A Tier 2級期刊, 2018 Impact Factor: 1.442.)(*為通訊作者), vol. 419706, Oct. 2019
2018 Hsieh, M. H.;Wang, L. J.*;Chiu, Y. F.;Chen, Y. C., 2018.01, 'Valuation of Variable Long-term Care Annuities with Guaranteed Lifetime Withdrawal Benefits: A Variance Reduction Approach, ' Insurance: Mathematics and Economics, Vol.80, pp.1-38.(SSCI, 科技部財務學門A Tier 2級期刊, 2016 Impact Factor: 1.363.)(*為通訊作者), vol. 416089, Jan. 2018
2017 Chung, M.T.;Hsieh, M.-H.*;Chi, Y. P., 2017.09, 'Computation of Operational Risk for Financial Institutions, ' Romanian Journal of Economic Forecasting, Vol.20, No.3, pp.78-89.(SSCI)(*為通訊作者), vol. 416088, Sep. 2017
2017 王儷玲(Jennifer L. Wang);邱于芬(Yu-Fen Chiu);謝明華(Ming-Hua Hsieh);陳彥志(Yen-Chih Chen), 2017.05, 'Analysis of the Risk Effect of the Product Design of Long-Term Care Insurance, ' NTU Management Review, Vol.27, No.2S, pp.177-208.(TSSCI), vol. 416354, May. 2017
2016 Hu, Peng;Hsieh, Ming-Hua;Lei, Mingjie;Cui, Bin;Chiu, Sung-Kay;Tzeng, Chi-Meng, 2016.03, 'A Simple Algorithm for Population Classification, ' Scientific Reports, Vol.6, No.23491, pp.1-5.(SCI), vol. 409891, Mar. 2016
2014 謝明華(Ming-Hua Hsieh);陳春龍(Chuen-Lung Chen);廖偉成(Wei-Cheng Liao), 2014.09, 'A Fast Monte Carlo Algorithm for Estimating Value at Risk and Expected Shortfall, ' The Journal of Derivatives, Vol.22, No.2, pp.50-66., vol. 406311, Sep. 2014
2014 謝明華;蔡政憲;郭維裕;黃雅文, 2014.09, '壽險準備金風險之衡量, ' 經濟論文, pp.403-434.(TSSCI), vol. 405589, Sep. 2014
2012 謝明華;邱于芬;蔡政憲*;陳威光, 2012.12, '獲利保障型指數連動年金之評價, ' 財務金融學刊, Vol.Vol. 20, pp.89-107.(TSSCI)(*為通訊作者), vol. 318058, Dec. 2012
2011 Wang, Jennifer L.;Hsieh, Ming-Hua;Chiu, Yu-Fen, 2011.10, 'Using Reverse Mortgage to Hedge Longevity and Financial Risks for Life Insurers: A Generalized Immunization Approach, ' Using Reverse Mortgage to Hedge Longevity and Financial Risks for Life Insurers: A Generalized Immunization Approach,.(SSCI), vol. 352990, Oct. 2011
2011 Yu-Hsiang Yang*;Rua-Huan Tsaih;Ming-Hua Hsieh, 2011.06, 'A systematic design for coping with model risk, ' Expert Systems with Applications, Vol.38, pp.7380-7386.(DBLP, SCI)(*為通訊作者), vol. 326729, Jun. 2011
2011 謝明華;Sun-Kay Chiu;Chi-Meng Tzeng*, 2011, 'Unique marker finder algorithm generates molecular diagnostic markers, ' International Journal of Bioinformatics Research and Applications, Vol.1, No.1, pp.24-42.(*為通訊作者), vol. 318063, 2011
2010 謝明華;邱于芬*;陳松男, 2010.09, 'Fast Algorithms for Pricing Ratchet Equity Indexed Annuities, ' International Research Journal of Finance and Economic, No.48, pp.144-152.(EconLite)(*為通訊作者), vol. 318059, Sep. 2010
2010 謝明華;Yi_Hsi Lee*;So-De Shyu;Min-Lin Lee, 2010.08, 'Relationships between TOPIX Real Estate and Nikkei 225 index, ' International Research Journal of Finance and Economic, Vol.42, pp.150-162.(EconLite)(*為通訊作者), vol. 318060, Aug. 2010
2008 黃泓智*;謝明華;C.-C. Liu, 2008, 'A Generalized Least Square Formulation for Multi-period Optimization of Asset Allocation, ' 證券市場發展季刊, Vol.20, No.2, pp.75-108.(TSSCI)(*為通訊作者), vol. 233524, 2008
2007 江彌修*;岳夢蘭;謝明華, 2007.12, 'An Efficient Algorithm for Basket Default Swap Valuation, ' Journal of Derivatives, Vol.15, No.2, pp.8-19.(SSCI, FLI)(*為通訊作者), vol. 233532, Dec. 2007
2007 馬黛*;謝明華;陳健宏, 2007.11, ' The Probability of Informed Trading and the Performance of Stock in an Order-Driven Market, ' Asia-Pacific Journal of Financial Studies., Vol.36, No.6, pp.871-896.(SSCI)(*為通訊作者), vol. 233528, Nov. 2007
2006 謝明華*;蔡瑞煌;黃瓊玉, 2006.01, 'An Intelligent Primer Design System for Multiplex Reverse Transcription Polymerase Chain Reaction and Complementary DNA Microarray, ' Expert Systems with Applications, Vol.30, pp.129-136.(SCI)(*為通訊作者), vol. 233426, Jan. 2006
2005 蔡瑞煌*;謝明華;黃瓊玉;張介陽, 2005.09, '互動電視對電子商務影響之探討., ' Chinese Journal of Management, No.2, pp.64-69.(*為通訊作者), vol. 194649, Sep. 2005
2005 徐守德;謝明華;李宜熹*, 2005, '平均選擇權數值訂價方法之比較, ' 台灣金融財務季刊, Vol.6, No.3, pp.81-105.(*為通訊作者), vol. 233433, 2005
2005 謝明華*;黃瓊玉;楊建民, 2005, '客製化資訊軟體業對我國中小企業定期付租收費策略之研究, ' Journal of e-Business, Vol.7, No.4, pp.381-394.(TSSCI)(*為通訊作者), vol. 233419, 2005
2004 Hsieh, M-H.;D. Iglehart;P. Glynn, 2004.10, 'Empirical Performance of Bias-Reducing Estimators for Regenerative Steady-State Simulations, ' ACM Transactions on Modeling and Computer Simulation, Vol.14, pp.325-343.(EI, ACM), vol. 175588, Oct. 2004
2003 M. Hsieh*;Hsu;Chiu;CM TZENG, 2003.01, 'An Efficient Algorithm for Minimal Primer Set Selection, ' Bioinformantics, Vol.1, No.19, pp.285-286.(SCI)(*為通訊作者), vol. 154308, Jan. 2003
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 112 基於人工智慧技術的智能期權交易系統設計(3/3) HSIEH MING-HUA Principal Investigator 2025.08 ~ 2026.07 National Science and Technology Council
MOST Projects 112 基於人工智慧技術的智能期權交易系統設計(2/3) HSIEH MING-HUA Principal Investigator 2024.08 ~ 2026.07 National Science and Technology Council
Other Projects 113 風險與保險研究中心活動補助案 HSIEH MING-HUA Principal Investigator 2024.03 ~ 2026.02
Other Projects 113 從市場監理及風險控管角度探討保險業參與店頭衍生性金融商品集中結算效益及可行性之研究 WANG LI-LING,HSIEH MING-HUA,TSAI CHENG-HSIEN 2024.02 ~ 2024.09
Other Projects 112 國際及臺灣金融業上雲發展趨勢分析與借鏡建言 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2023.12 ~ 2024.03
MOST Projects 112 基於人工智慧技術的智能期權交易系統設計(1/3) HSIEH MING-HUA Principal Investigator 2023.08 ~ 2026.07 National Science and Technology Council
Other Projects 112 國際永續金融的商品與投資策略創新趨勢分析 WANG LI-LING,HSIEH MING-HUA 2023.06 ~ 2023.12
Other Projects 112 法人企業徵信報告自動化流程建議及驗證 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2023.05 ~ 2024.05
Other Projects 112 2023金融科技合作研究專案 WANG LI-LING,HSIEH MING-HUA,PENG JIN-LUNG 2023.01 ~ 2023.07
Other Projects 112 「私募信貸(private debt)市場概況與展望」研究案 HSIEH MING-HUA,WANG LI-LING,TSAI CHENG-HSIEN,PENG JIN-LUNG Principal Investigator 2023.01 ~ 2023.08
Other Projects 111 數位金融轉型諮詢服務 WANG LI-LING,HSIEH MING-HUA,PENG JIN-LUNG,CHEN KUNG 2022.10 ~ 2024.03
MOST Projects 111 附生存保證投資型保險商品設計: 目標波動度投資組合與GMMB HSIEH MING-HUA Principal Investigator 2022.08 ~ 2023.10 National Science and Technology Council
Other Projects 111 金融科技在職教育訓練課程 WANG LI-LING,HSIEH MING-HUA,PENG JIN-LUNG 2022.07 ~ 2022.09
Other Projects 111 臺幣穩定幣(TWDC)研究專案 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2022.06 ~ 2023.06
Other Projects 111 平臺經濟模式下，傳統金融機構與非金融機構之競合分析、衍生議題及監理因應 WANG LI-LING,HSIEH MING-HUA 2022.05 ~ 2023.06
Other Projects 111 金融科技在職教育訓練課程 WANG LI-LING,HSIEH MING-HUA,PENG JIN-LUNG 2022.04 ~ 2022.12
Other Projects 111 創新型外溢房貸壽險 WANG LI-LING,PENG JIN-LUNG,HSIEH MING-HUA 2022.03 ~ 2023.05
Other Projects 111 2022金融科技合作研究專案 WANG LI-LING,HSIEH MING-HUA,PENG JIN-LUNG 2022.03 ~ 2022.08
Other Projects 110 「永續責任投資對保險業發展的影響」研究案 HSIEH MING-HUA,WANG LI-LING,TSAI CHENG-HSIEN,PENG JIN-LUNG Principal Investigator 2021.12 ~ 2022.06
Other Projects 110 金融科技在職教育訓練課程-Ⅱ WANG LI-LING,HSIEH MING-HUA 2021.12 ~ 2022.01
Other Projects 110 「附生存保證投資型保險商品之評價準則」研究案 HSIEH MING-HUA Principal Investigator 2021.12 ~ 2022.07
Other Projects 110 多元之數位身分驗證機制(含電子簽章)研究案 WANG LI-LING,HSIEH MING-HUA,CHEN KUNG,TSANG CHENG-YUN 2021.09 ~ 2022.08
Other Projects 110 「法遵科技之應用與發展」研究案 TSANG CHENG-YUN,HSIEH MING-HUA 2021.07 ~ 2022.04
Other Projects 110 風險與保險研究中心活動補助案 HSIEH MING-HUA Principal Investigator 2021.03 ~ 2024.02
Other Projects 109 退休理財平台系統之開發與建置 WANG LI-LING,HSIEH MING-HUA 2020.12 ~ 2021.12
Other Projects 109 ICS2.0與SAS SolvencyⅡ的差異分析報告 TSAI CHENG-HSIEN,HSIEH MING-HUA 2020.12 ~ 2021.06
Other Projects 109 AI數據科學教育訓練與專題研究 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2020.12 ~ 2021.10
Other Projects 109 「台灣施行ICS對壽險業資產配置的可能影響」研究案 HSIEH MING-HUA,TSAI CHENG-HSIEN,WANG LI-LING,PENG JIN-LUNG Principal Investigator 2020.12 ~ 2021.05
Other Projects 109 穩定幣的發行原理與潛在影響 HSIEH MING-HUA Principal Investigator 2020.11 ~ 2021.07
Other Projects 109 附保證投資型保險商品的設計與評價 HSIEH MING-HUA,TSAI CHENG-HSIEN,PENG JIN-LUNG,YANG SHARON S. Principal Investigator 2020.10 ~ 2021.06
Other Projects 109 2020金融服務產業未來展望：數位科技創新 WANG LI-LING,HSIEH MING-HUA,PENG JIN-LUNG 2020.09 ~ 2021.03
Other Projects 109 國際保險業監理科技發展及我國導入相關應用之研究 WANG LI-LING,HSIEH MING-HUA,TSANG CHENG-YUN 2020.09 ~ 2021.09
Other Projects 109 金融科技在職教育訓練課程 WANG LI-LING,HSIEH MING-HUA,PENG JIN-LUNG,TSANG CHENG-YUN 2020.09 ~ 2020.11
MOST Projects 109 動態Nelson-Seigel利率模型的技術問題 HSIEH MING-HUA Principal Investigator 2020.08 ~ 2021.10 National Science and Technology Council
Other Projects 109 開放銀行(Open Banking)對我國金融業市場之影響 WANG LI-LING,HSIEH MING-HUA 2020.05 ~ 2020.12
Other Projects 108 開放銀行在電信業之研究與應用 WANG LI-LING,HSIEH MING-HUA,CHEN KUNG,PENG JIN-LUNG,SUNG HUANG-CHIH,TSANG CHENG-YUN 2019.12 ~ 2020.12
MOST Projects 108 亞式選擇權創新蒙地卡羅評價演算法 HSIEH MING-HUA Principal Investigator 2019.08 ~ 2020.10 National Science and Technology Council
Other Projects 108 「壽險業精算簽證報告採隨機模型進行準備金適足性測試之各類資產模型」2019年技術文件維護案 HSIEH MING-HUA,TSAI CHENG-HSIEN Principal Investigator 2019.07 ~ 2019.12
Other Projects 108 參加人自動化連線/收檔作業替代方案之可行性研究 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2019.05 ~ 2019.10
Other Projects 108 自動化人工智能徵信評等系統之網絡分析運算模組：資料視覺化之開發與建置 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2019.04 ~ 2021.03
Other Projects 108 自動化人工智能徵信評等系統內外部資料源串接與整合模組之開發與建置 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2019.04 ~ 2019.12
Other Projects 108 自動化人工智能徵信評等系統之網絡分析運算模組：資料結構設計與儲存之開發與建置 HSIEH MING-HUA Principal Investigator 2019.04 ~ 2021.04
Other Projects 108 自動化人工智能徵信評等系統Advanced Econometrics 運算模組之開發與建置 HSIEH MING-HUA Principal Investigator 2019.04 ~ 2020.03
Other Projects 108 自動化人工智能徵信評等系統之網絡分析運算模組：圖計算核心之開發與建置 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2019.04 ~ 2020.09
Other Projects 108 自動化人工智能徵信評等系統AI（Deep Learning, DL）運算模組之開發與建置 HSIEH MING-HUA Principal Investigator 2019.04 ~ 2021.04
Other Projects 108 自動化人工智能徵信評等系統AI（Machine Learning, ML）運算模組之開發與建置 HSIEH MING-HUA Principal Investigator 2019.04 ~ 2020.12
Other Projects 108 客戶資金需求之AI預測模型與系統雛型 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2019.01 ~ 2020.03
Other Projects 107 企業資金募集之流程創新研究-ICO評分/評等模式之建置 HSIEH MING-HUA Principal Investigator 2018.08 ~ 2018.12
Other Projects 107 制裁與負面新聞查詢:網路爬蟲與資料挖礦 LIN SHIH-KUEI,WANG LI-LING,HSIEH MING-HUA,CHEN KUNG,SUNG HUANG-CHIH,TSAIH RUA-HUAN 2018.08 ~ 2018.12
Other Projects 107 AI在金融產業發展的應用及潛在衝擊 HSIEH MING-HUA,SUNG HUANG-CHIH,PENG JIN-LUNG Principal Investigator 2018.06 ~ 2018.12
Other Projects 107 台灣保險業發行附保證給付保險商品之設計與訂價、利潤測試與風險評估以及法規衝擊影響 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2018.05 ~ 2019.01
Other Projects 107 資金需求之AI預測模型：POC專案 HSIEH MING-HUA,WANG LI-LING Principal Investigator 2018.05 ~ 2019.04
Other Projects 107 專利商轉與商標授權委託研究計畫 SUNG HUANG-CHIH,HSIEH MING-HUA,PENG JIN-LUNG 2018.04 ~ 2018.08
Other Projects 107 壽險業精算簽證報告採隨機模型進行準備金適足性測試之各類資產模型系統維護 TSAI CHENG-HSIEN,KUO WEIYU,HSIEH MING-HUA 2018.03 ~ 2018.05
Other Projects 107 人工智慧選股策略輔助系統開發暨維護 HSIEH MING-HUA,CHENG TSUNG-CHI,LIN SHIH-KUEI Principal Investigator 2018.03 ~ 2020.02
MOST Projects 106 國際產學聯盟計畫－金融科技與創新國際產學聯盟I ROBIN CHOU,PENG JIN-LUNG,SUNG HUANG-CHIH,LEE JIE-HAUN,CHEN KUNG,CHANG HSIN-LU,WANG LI-LING,HSIEH MING-HUA,TSANG CHENG-YUN,CHOW HSING-YI,CHENG YU-TING,TSAIH RUA-HUAN,LIU YU-LI 2017.09 ~ 2018.11 National Science and Technology Council
Other Projects 106 保險業的外幣投資的行為分析（寶島債/國際債） HSIEH MING-HUA,TSAI CHENG-HSIEN Principal Investigator 2017.08 ~ 2018.12
MOST Projects 106 分析區塊鏈遭受惡意攻擊之隨機模型研究 HSIEH MING-HUA,HSIEH MING-HUA Principal Investigator 2017.08 ~ 2018.10 National Science and Technology Council
Other Projects 106 我國保險業金融科技（FinTech/InsurTech）發展趨勢之風險管理及監理機制研究 WANG LI-LING,HSIEH MING-HUA,PENG JIN-LUNG 2017.06 ~ 2018.04
Other Projects 106 學生團體保險暨校園場 所公共意外責任保險線上資訊平臺-第三階段專案計畫 PENG JIN-LUNG,HSIEH MING-HUA,SHIU YUNG-MING 2017.05 ~ 2018.07
Other Projects 106 壽險業精算簽證報告採隨機模型進行準備金適足性測試之各類資產模型版本升級建議書 HSIEH MING-HUA,TSAI CHENG-HSIEN Principal Investigator 2017.04 ~ 2017.10
Other Projects 104 學生團體保險暨校園場所公共意外責任保險線上資訊平台第二階段專案計畫 PENG JIN-LUNG,SHIU YUNG-MING,HSIEH MING-HUA 2015.12 ~ 2016.12
MOST Projects 104 複雜衍生性商品信用價值調整 (CVA) 高效演算法研究 HSIEH MING-HUA Principal Investigator 2015.08 ~ 2016.12 National Science and Technology Council
Other Projects 102 學生團體保險暨校園場所公共意外責任保險線上資訊平臺專案計畫 PENG JIN-LUNG,HSIEH MING-HUA,SHIU YUNG-MING 2013.11 ~ 2015.03
Other Projects 102 協助富邦金控提升進階風險管理技術專案 TSAI CHENG-HSIEN,HSIEH MING-HUA,KUO WEIYU 2013.08 ~ 2014.01
MOST Projects 102 損失分配法下作業風險值快速蒙地卡羅法的設計 HSIEH MING-HUA Principal Investigator 2013.08 ~ 2015.01 National Science and Technology Council
Other Projects 102 台灣保險業風險基礎資本制度之研究計畫 TSAI CHENG-HSIEN,HSIEH MING-HUA,PENG JIN-LUNG 2013.07 ~ 2013.12
MOST Projects 101 彙集年金：理論、設計與定價 HSIEH MING-HUA Principal Investigator 2012.08 ~ 2014.01 National Science and Technology Council
MOST Projects 99 投資組合信用風險，投資組合市場風險與路徑相依選擇權評價之快速蒙地卡羅演算法研究 HSIEH MING-HUA Principal Investigator 2010.08 ~ 2011.12 National Science and Technology Council
Other Projects 99 壽險業準備金評估方法之國際發展趨勢研究 HSIEH MING-HUA,TSAI CHENG-HSIEN,KUO WEIYU Principal Investigator 2010.05 ~ 2011.06
Other Projects 98 國際主要交易系統選擇權當日有效複式委託撮合處理機制與系統設計方法之研究 KUO WEIYU,HSIEH MING-HUA 2009.11 ~ 2010.05
MOST Projects 97 投資型保險商品評價方法研究(2/2) HSIEH MING-HUA Principal Investigator 2009.08 ~ 2010.07 National Science and Technology Council
Other Projects 98 實施流程管理之規劃-以交換、書號中心、採訪、編目、書目中心、閱覽、參考流程為主 HSIEH MING-HUA Principal Investigator 2009.04 ~ 2009.07
MOST Projects 97 投資型保險商品評價方法研究(1/2) HSIEH MING-HUA Principal Investigator 2008.08 ~ 2009.07 National Science and Technology Council
MOST Projects 96 以回歸方法論求解起始偏誤問題 HSIEH MING-HUA Principal Investigator 2007.08 ~ 2008.07 National Science and Technology Council
Other Projects 96 保險業清償能力評估或檢測機制改進之研究 TSAI CHENG-HSIEN,KUO WEIYU,HSIEH MING-HUA 2007.04 ~ 2008.02
MOST Projects 95 網路模型的快速模擬方法研究 HSIEH MING-HUA Principal Investigator 2006.08 ~ 2007.07 National Science and Technology Council
MOST Projects 94 偏誤修正平行均態模擬方法的研究 HSIEH MING-HUA Principal Investigator 2005.08 ~ 2006.12 National Science and Technology Council
MOST Projects 94 以派工法則求解印刷電路板排程問題 CHEN CHUEN-LUNG,HSIEH MING-HUA 2005.08 ~ 2006.07 National Science and Technology Council
MOST Projects 93 偏誤修正模擬法在均態模擬上的效能比較 HSIEH MING-HUA Principal Investigator 2004.08 ~ 2005.07 National Science and Technology Council
Country School Name Department Degree Duration
U.S.A. 美國史丹福大學 Operations Research 博士 1993.09 ~ 1998.01
U.S.A. 美國史丹福大學 統計學系 碩士 1995.04 ~ 1996.01
U.S.A. 美國史丹福大學 作業研究 碩士 1992.09 ~ 1994.03
TAIWAN, REPUBLIC OF CHINA 國立臺灣大學 資訊工程學系 碩士 1989.09 ~ 1991.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2019.02 ~ 2024.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 副教授 2013.01 ~ 2019.02
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 副教授 2010.02 ~ 2013.01
Current NATIONAL CHENGCHI UNIVERSITY Department of Management Information System 副教授 2006.02 ~ 2010.02
Current NATIONAL CHENGCHI UNIVERSITY Department of Management Information System 助理教授 2001.08 ~ 2006.02
Honor Category Year Award Name Awarding Unit
Inside School 108 資深優良教師(20年) 國立政治大學
Inside School 98 資深優良教師(10年) 國立政治大學
Inside School 97 政治大學 政治大學
Inside School 95 政治大學 政治大學
Inside School 94 政治大學 政治大學
Year Paper Title
2017 Hsieh, Ming-Hua*;Chiu, Yu-Fen;Wang, Jennifer L.;Chen, Yen-Chih, 2017.09, 'The Consumer Benefit and Innovative Design of the Long-Term Care Annuity Product., ' The 13th International Longevity Risk and Capital Markets Solutions Conference, 政治大學風險與保險研究中心(RIRC);國立政治大學風險管理與保險學系;英國Pensions Institute、Cass Business School.(*為通訊作者), Sep. 2017
2017 Hsieh, Ming-Hua*;Kuo, Weiyu;Li, Yu-Ching;Tsai, Chenghsien, 2017.08, 'Generating Economics Scenarios for the Solvency Assessment of Life Insurance Companies: The Orthogonal ARMA-GARCH Method., ' 21st APRIA 2017 Annual Conference., Asia-Pacific Risk and Insurance Association.(*為通訊作者), Aug. 2017
2016 Hsieh, Ming-Hua*;Tsai, Jason C.;Wang, Jennifer L., 2016.09, 'Mortality Risk Management under the Factor Copula Framework- with Applications to Insurance Policy Pools., ' The 12th International Longevity Risk and Capital Markets Solutions Conference., Society of Actuaries and Pensions Institute, Cass Business School.(*為通訊作者), Sep. 2016
2015 謝明華;Yu-Fen Chiu;Jennifer L. Wang*;Yen-Chih Chen, 2015.09, 'Valuation of Variable Long-term Care Annuities with Guaranteed Lifetime Withdrawal Benefit: A Variance Reduction Approach, '.(*為通訊作者), Sep. 2015
2015 Chiu, Yu-Fen*;Hsieh, Ming-Hua;Huang, Chung-Jian, 2015.07, 'Valuation of Complex Quanto Variable Annuities: A Variance Reduction Approach, ' The 23rd Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, Rutgers - The State University of New Jersey, USA.(*為通訊作者), Jul. 2015
2013 Yu-Fen Chiu*;Ming-Hua Hsieh, 2013.12, 'Effective Pooled Annuity Scheme, ' 2013臺灣風險與保險國際學術研討會, Taiwan Risk and Insurance Association.(*為通訊作者), Dec. 2013
2013 Ming-Hua Hsieh;Yu-Fen Chiu;Jennifer L. Wang*, 2013.09, 'Efficient Valuation of GMWB Annuities: A Varianceariance Reduction Approach, ' The Ninth International Longevity Risk and Capital Markets Solutions Conference, China Institute for Actuarial Science (CIAS), Central University of Finance & Economics (CUFE).(*為通訊作者), Sep. 2013
2012 Ming-Hua Hsieh;Jin-Lung Peng;Chenghsien Tsai;Jennifer Wang*, 2012.09, 'Explaining the Risk Premium of Life Settlements, ' Eighth International Longevity Risk and Capital Markets Solutions Conference.(*為通訊作者), Sep. 2012
2010 Ming-hua Hsieh;Jennifer L. Wang, 2010.09, 'The Optimal Product Portfolios for Hedging Longevity and Financial Risk for Life Insurers: An Generalized Immunization Approach, ' Sixth International Longevity Risk and Capital Markets Solutions Conference, Australian Institute for Population Ageing Research(AIPAR)., Sep. 2010
2009 Ming-hua Hsieh;Peter W. Glynn, 2009.12, 'New estimators for parallel steady-state simulations, ' Proceedings of the 2009 Winter Simulation Conference, Institute of Electrical and Electronics Engineers (IEEE), Association of Computing Machinery (ACM).(EI), Dec. 2009
2009 M.-H. Hsieh;Chiu, Y.-F.;C.H. Tsai, 2009.08, 'Valuation of Ratchet Equity Indexed Annuities with Quanto Features, ' ARIA 2009 Annual Meeting, 美國風險管理與保險學會(ARIA).(SSCI), Aug. 2009
2008 3. Hsieh, M.-H., 2008, 'Valuation of Variable Annuity Contracts with Cliquet Options in Asia Market, ' Proceedings of the 2008 Winter Simulation Conference, Institute of Electrical and Electronics Engineers (IEEE), Association of Computing Machinery (ACM), pp.602-606.(EI), 2008
2008 Chiu, Y.-F.;M.-H. Hsieh;C.H. Tsai, 2008, 'Valuation of Equity Indexed Annuities, ' ARIA 2008 Annual Meeting, 美國風險管理與保險學會(ARIA).(SSCI), 2008
2007 Hsieh, M.-H;Y.-F. Chiu, 2007, 'Monte Carlo methods for valuation of ratchet equity indexed annuities, ' Proceedings of the 2007 Winter Simulation Conference, Institute of Electrical and Electronics Engineers (IEEE), Association of Computing Machinery (ACM), pp.998-1003.(EI), 2007
2006 Hsieh, M.-H., 2006.12, 'A New Approach for Parallel Steady-State Simulations, ' Proceedings of the 2006 Winter Simulation Conference, Institute of Electrical and Electronics Engineers (IEEE), Association of Computing Machinery (ACM), pp.192-197.(EI), Dec. 2006
2003 李宜熹;徐守德, 2003, '資科採礦在財務危機預警之應用, ' 財務新進學者學術計劃研討會, 國科會 管理學門(一)., 2003
2003 Ming-hua Hsieh, 2003, 'Pricing Models for Employee Stock Options, ' 創新資訊科技政策與數位社會國際學術研討會, 政治大學., 2003
2002 Ming-hua Hsieh, 2002.12, 'Adaptive Monte Carlo Methods for Rare Event Simulations, ' 2002 Winter Simulation Conference, Institute of Electrical and Electronics Engineers, pp.108-115., Dec. 2002
2002 Ming-hua Hsieh;P. W. Glynn, 2002.11, 'Confidence Regions for Stochastic Approximation Algorithms, ' 2002 Winter Simulation Conference, Institute of Electrical and Electronics Engineers, pp.370-376., Nov. 2002
2001 Ming-hua Hsieh, 2001, '動態二元數模型:路徑相依選擇權評價之數值計算新架構, ' 財務及會計領域專題研究計劃成果發表會, 行政院國家科學委員會人文及社會科學發展處，管理學門., 2001
2000 Tai Ma;Ming-hua Hsieh;J. Chen, 2000.12, 'The Probability of Informed Trading and the Performance of Stock in an Order Driven Market, ' 9th International Conference of Securities and Financial Markets, Taiwan., Dec. 2000
1999 Ming-hua Hsieh;K Chang;Hung, 1999.12, 'Efficient Procedure for Valuing Cover Warrant with Reset Strike Features, ' 8th International Conference of Securties and Financial Markets, Taiwan., Dec. 1999