SHIH-CHIEH CHANG
Name SHIH-CHIEH CHANG
Job Title Professor
Unit Dept. of Risk Management and Insurance
Email
Office Tel No. 81122
Teaching Field 精算科學與風險管理
Year Paper Title
2022 廖士傑*;張士傑;鄭宗記, 2022.06, 'Index-based Renewable Energy Insurance for Taiwan Solar Photovoltaic Power Plants, ' Risk Management and Insurance Review, Vol.25, No.2, pp.145-172.(AHCI, SCI, SCOPUS)(*為通訊作者), vol. 437801, Jun. 2022
2021 杜昌燁*;張士傑, 2021.12, '國際板債券之再投資 風險估計, ' 證券市場發展季刊, Vol.33, No.4, pp.77-102.(TSSCI)(*為通訊作者), vol. 432590, Dec. 2021
2021 許永明*;陳瑞祥;張士傑, 2021.09, '採行風險基礎資本制 與核保績效:台灣財產保險業的實證結果, ' 證券市場發展季刊, Vol.33, No.3, pp.83-120.(TSSCI)(*為通訊作者), vol. 432591, Sep. 2021
2021 廖士傑*;張士傑;鄭宗記, 2021.08, 'Managing the Volatility Risk of Renewable Energy: Index Insurance for Offshore Wind Farms in Taiwan, ' sustainability, No.13, pp.8985.(AHCI, SSCI, SCIE)(*為通訊作者), vol. 432589, Aug. 2021
2020 張士傑*;李彥寬, 2020.06, 'Currency Uncertainty, Interest Guarantee, and Risk-Based Premiums in Life Insurance Guaranty Schemes, ' Asia-Pacific Journal of Risk and Insurance, Vol.14, No.2, pp.1-30.(AHCI, SCOPUS)(*為通訊作者), vol. 430633, Jun. 2020
2020 張士傑*;廖士傑;陳怡儒, 2020.01, '指數型保險於再生能源風險管理之運用: 台灣離岸風力發電第26號潛力場址, ' 保險專刊, Vol.36, No.1, pp.1-23.(*為通訊作者), vol. 430635, Jan. 2020
2019 張士傑*;李彥寬;宣威;杜昌燁, 2019.06, 'Allocating Overseas: Risk Assessment of Currency Hedging in Taiwan Life Insurance Industry, ' Asia-Pacific Journal of Risk and Insurance, Vol.14, No.1, pp.1-16.(AHCI, SCOPUS)(*為通訊作者), vol. 430631, Jun. 2019
2018 張士傑*;廖士傑;柯廷漢, 2018.06, '指數型保險對再生能源風險管理之應用：以太陽能輻射發電為例, ' 風管學報, Vol.20, No.1, pp.50-76.(*為通訊作者), vol. 430636, Jun. 2018
2018 張士傑*;黃雅文;洪銳棋;曾暐筑, 2018.04, '人壽保險公司之風險及清償能力評估: 檢視利率變動型人壽保險, ' 管理學報, Vol.35, No.3, pp.333-354.(TSSCI)(*為通訊作者), vol. 430637, Apr. 2018
2016 張士傑, 2016.06, 'Response to Xiao Wang on His Comments on Our Paper Entitled, “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty”, ' North American Actuarial Journal, Vol.20, No.1, pp.94.(AHCI, SCOPUS), vol. 430645, Jun. 2016
2015 黃雅文;張士傑;吳仰哲*, 2015.06, 'Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty, ' North American Actuarial Journal, Vol.19, No.2, pp.94-115.(*為通訊作者), vol. 419981, Jun. 2015
2013 黃雅文*;張士傑;蔡漢璁, 2013.07, 'Downside Risk Control in a Continuous-Time Portfolio Management, ' Asia Pacific Journal of Financial Studies, Vol.0, No.0, pp.0.(SSCI)(*為通訊作者), vol. 395840, Jul. 2013
2013 楊尚穎*;黃雅文;張士傑, 2013.06, 'The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance, ' North American Actuarial Journal, Vol.16, No.4, pp.513-523.(*為通訊作者), vol. 419982, Jun. 2013
2008 張士傑;黃雅文, 2008, 'Non-Myopic Portfolio Choice with Minimum Guarantees, ' 證券市場發展季刊, No.21.(TSSCI), vol. 253480, 2008
2008 張士傑;黃雅文;詹淑卿, 2008, '產物保險公司之核保績效：1999-2003台灣市場之實證分析, ' 保險實務與制度, Vol.7, No.1, pp.1-19., vol. 253479, 2008
2008 張士傑;呂旺坤;黃雅文, 2008, '中國大陸人壽保險公司之股權結構與經營效率分析, ' 保險學報, No.4, pp.155-180., vol. 253478, 2008
2007 張士傑;黃雅文;萱葳, 2007, 'Revisit the Cross-Country Asset Allocation In Long-Term Portfolio Choice, ' 中國統計學報, No.45, pp.254-282., vol. 253477, 2007
2007 張士傑;Yi-Feng Li, 2007, 'Controlling the Shortfall Risks in Dynamic Asset Allocation, ' 證券市場發展季刊, Vol.19, No.2, pp.79-118.(TSSCI), vol. 253476, 2007
2005 Chang, Shih-Chieh;Hsien Tsai;Li Chuan HungCheng, 2005, 'Incorporating Foreign Equities in the Optimal Asset Allocation of an Insurer with the Consideration for Background Risks:Models and Numerical Illustrations, ' Asia Pacific Journal of Risk and Insurance,., vol. 178011, 2005
2005 張士傑;Chang-Ye Tu;Chenghsien Tsai, 2005, 'Pension Fund Management Using the Markov Chain Approximation, ' Asia Pacific Management Review, Vol.10, No.4, pp.259-266.(TSSCI), vol. 253475, 2005
2005 張士傑;許玉蕙, 2005, '投資型態人壽保險之風險承擔價差, ' 保險學報, No.2, pp.45-73., vol. 253474, 2005
2004 張士傑;黃美慧, 2004, '保險公司之最適盈餘分布:模型與實務 Optimal surplus Distribution for Insurance Companies:Model and Practice, ' 保險學報, Vol.1, pp.149-174., vol. 178010, 2004
2004 張士傑;李意豐, 2004, '退休基金之最適投資決策Ootimal Portfolio Decisions in Pension Fund Mangement, ' 管理學報, Vol.21, No.2, pp.278-290.(TSSCI), vol. 178009, 2004
2003 Chang, Shih-Chieh;Tzeng LY;Miao JY, 2003.04, 'Pension funding incoporation downside risks, ' INSURANCE MATHEMATICS & ECONOMICS, Vol.32, No.2, pp.217-228.(SSCI, SCIE), vol. 160315, Apr. 2003
2003 杜昌燁;鄧益俗, 2003, '長期基金之避險與套利行為, ' 保險專刊, Vol.19, No.1, pp.1-21., vol. 178008, 2003
2003 張士傑*;田嘉蓉;陳奕求, 2003, '投資連結保險之動態避險與內在風險:評估方法與應用, ' 風險管理學報, Vol.5, No.1, pp.25-44.(*為通訊作者), vol. 178007, 2003
2002 Chang, Shih-Chieh;Hsin-Yi Cheng, 2002.06, 'Pension Valuatoin under Uncertainty:Implementation of A Stochastic, ' Journal of Risk and Insurance,.(SSCI), vol. 159120, Jun. 2002
2002 Chang, Shih-Chieh;Hsien Tsai;Jung TienCheng;Chang Ye TuChia, 2002, 'Dyanamic Funding and Investment Strategy for Defined Benefit Pension Schemes:Model Incorporation Asset-Liability Matching Criterions, ' Journal of Acturial Practice, pp.131-155., vol. 178005, 2002
2002 Chang, Shih-Chieh*;Chiang Chu Chen, 2002, 'Allocating Unfunded Liability in Pension Valuation under Uncertaionty, ' Insurance:Mathematics and Economics, Vol.30, No.3, pp.375-391.(SSCI, SCI)(*為通訊作者), vol. 178002, 2002
2001 張士傑;陳絳珠, 2001, '企業退休基金之多期最適提撥與資產配置, ' 管理評論, Vol.20, No.3, pp.21-52.(TSSCI), vol. 153173, 2001
2000 張士傑, 2000, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice, Vol.8, No.0, pp.5-42., vol. 153170, 2000
2000 張士傑;山中康司, 2000, '非傳統型式再保險:風險移轉方式, ' 核保學報, Vol.0, No.0, pp.61-85., vol. 153167, 2000
2000 張士傑;鄭欣怡, 2000, '公務人員退休撫卹基金之評價與長期財務檢視, ' 退撫基金季刊, Vol.1, No.1, pp.42-55., vol. 178000, 2000
2000 張士傑, 2000, '評論限額再保險與整合型風險管理, ' 保險學刊, Vol.0, No.60, pp.87-101., vol. 153169, 2000
2000 田嘉蓉;山中康司, 2000, '蒙地卡羅方法評估保本型變額保險之利率風險, ' 中國統計學報, Vol.38, No.3, pp.281-296., vol. 177998, 2000
2000 張士傑, 2000, '應用隨機風險控制於退休基金評價, ' 管理學報, Vol.17, No.3.(TSSCI), vol. 177997, 2000
1999 張士傑, 1999, 'Optimal Pension Funding Incorporating Stochastic Simulations and Dynamic Programming, ' Asian Pacific Management Review, Vol.0, No.4, pp.1-12., vol. 153155, 1999
1999 張士傑, 1999, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice,., vol. 135953, 1999
1999 張士傑*, 1999, 'Optimal Pension Funding Through Dynamic Simulations: the Case of Taiwan Public Employees Retirement System, ' Insurance: Mathematics and Economic, Vol.24, No.3, pp.187-199.(SSCI, SCI)(*為通訊作者), vol. 135951, 1999
1999 張士傑, 1999, 'Monitoring Solvency Risk of Taiwan Public Employees Retirement System using Simulation-Based Forecast Model, ' Singapore International Insurance and Actuarial Journal, Vol.3, No.1, pp.65-81., vol. 153163, 1999
1999 張士傑;林妙姍, 1999, '確定提撥方式下退休所得的風險評估, ' Journal of Risk Management (風險管理學報), Vol.1, No.0, pp.35-62., vol. 153154, 1999
1999 張士傑;郭怡馨, 1999, '保本型變額壽險之評論:理論與應用, ' Journal of Risk Management (風險管理學報), Vol.1, No.2, pp.15-40., vol. 153159, 1999
1998 張士傑, 1998.11, 'Using Parametric Statistical Models to Estimate Mortality Structure: the Case of Taiwan, ' Journal of Actuarial Practice, U.S.A., Vol.6, No.1., vol. 134378, Nov. 1998
1997 張士傑, 1997, '如何計算脫退率, ' 公務人員退輔基金季刊, No.6, pp.51-62., vol. 134375, 1997
1997 張士傑, 1997, '利用蒙地卡羅馬可夫鏈吉普生抽樣方法分析損失分佈, ' 壽險季刊, No.104, pp.40-51., vol. 253473, 1997
1997 張士傑, 1997, '經驗貝氏方法估計損失率, ' 保險專刊, No.47, pp.151-161., vol. 253472, 1997
1997 張士傑, 1997, '以精算財務觀點分析台灣公共退休金政策, ' 保險專刊, No.50., vol. 253471, 1997
1996 張士傑, 1996.09, '可信度理論之分析與實用, '., vol. 130751, Sep. 1996
1996 張士傑, 1996.09, '多重相依脫退理論的探討, ' 壽險季刊, No.100, pp.8-20., vol. 130750, Sep. 1996
1996 張士傑, 1996.09, '數理人口模型之研究, ' 壽險季刊, No.101, pp.69-81., vol. 130749, Sep. 1996
1996 張士傑;林素華, 1996.09, '可信度理論之探討, ' 保險專刊, No.45, pp.117-128., vol. 130748, Sep. 1996
1996 張士傑, 1996.03, '時間因素對台灣人口死亡結構的影響, ' 壽險季刊, No.99, pp.12-25., vol. 130746, Mar. 1996
1996 張士傑, 1996.03, '簡易貝氏方法估計契約損失個數:主觀與經驗的綜合, ' 保險專刊, No.43, pp.160-165., vol. 130745, Mar. 1996
1996 張士傑, 1996, '應用隨機過程分析人壽保險商品, ' 壽險季刊, No.102期, pp.6-16., vol. 134376, 1996
1996 張士傑, 1996, '不同利率模型下之債券評價分析, ' 保險專刊, No.46, pp.139-150., vol. 132294, 1996
1995 張士傑, 1995.12, '國內壽險公司資金運用分析:利用多變量Biplot方法, '., vol. 130744, Dec. 1995
1995 張士傑, 1995.12, '臺灣壽險業第三回經驗生命表混成參數模型分析, ' No.42, pp.112-118., vol. 130743, Dec. 1995
1995 張士傑, 1995, '國內壽險公司資金運用分析, ' 壽險季刊, No.98, pp.62-68., vol. 253469, 1995
0000 張士傑, 0000, '可信度的貝氏理論與應用, ' 陳繼堯教授退休論文集,., vol. 134707, 0000
0000 張士傑, 0000, '經驗貝氏方法估計損失率, ' 保險專刊, Vol.47, pp.151-161., vol. 134706, 0000
0000 張士傑, 0000, '數理人口模型之研究, ' 壽險季刊, No.101期, pp.69-81., vol. 134704, 0000
0000 張士傑, 0000, '時間因素對台灣人口死亡結構的影響, ' 壽險季刊, No.100期, pp.8-20., vol. 134703, 0000
0000 張士傑;林素華, 0000, '可信度理論的探討, ' 保險專刊, Vol.45, pp.117-128., vol. 134702, 0000
0000 張士傑, 0000, '簡易貝氏方法估計契約損失個數：主觀與經驗的綜合, ' 保險專刊, Vol.43, pp.160-165., vol. 134700, 0000
張士傑;Chenghsien Tsai;Huang Ya-Wen, 'Portfolio Selection in Hedging the Inflation Risk for Long-Term Investors, ' Quantitative Finance,.(SSCI), vol. 253481, Apr. 2024
Year Book Title
2021 張士傑*, 2021.04, 'IFRS利率與匯率風險將如何改變保險公司的經營, ' 滄海書局出版.(*為通訊作者), 430638, Apr. 2021
2019 張士傑*, 2019.07, '經營策略與風險管理, ' 滄海書局出版.(*為通訊作者), 430639, Jul. 2019
2018 張士傑*, 2018.06, '外商保險業的撤資逃亡潮, ' 滄海書局出版.(*為通訊作者), 430640, Jun. 2018
2017 張士傑*, 2017.10, '建立安全社會網, ' 滄海書局出版.(*為通訊作者), 430642, Oct. 2017
2017 張士傑*, 2017.06, '國際債政策與匯率、利率風險管理, ' 滄海書局出版.(*為通訊作者), 430643, Jun. 2017
2015 張士傑*, 2015.03, '台灣保險市場發展、監理與評論, ' 台灣金融研訓院出版.(*為通訊作者), 430644, Mar. 2015
Project Category Year Project Title Participator Job Title Period Unit
Other Projects 112 公務人員退休撫卹基金第9次精算案監督覆核 CHANG SHIH-CHIEH Principal Investigator 2023.09 ~ 2024.12
Other Projects 112 陽明海運公司風險管理之建置研究 CHANG SHIH-CHIEH Principal Investigator 2023.02 ~ 2023.12
Other Projects 111 陽明海運公司風險管理之建置研究 CHANG SHIH-CHIEH Principal Investigator 2022.01 ~ 2022.12
Other Projects 109 公務人員退休撫卹基金第8次精算案監督覆核 CHANG SHIH-CHIEH Principal Investigator 2020.11 ~ 2021.12
Other Projects 109 台灣壽險業海外投資上限對其資產配置影響之探討 CHANG SHIH-CHIEH,CHANG YUAN-CHEN,CHENG TSUNG-CHI,TZENG YU-YING Principal Investigator 2020.11 ~ 2021.10
Other Projects 108 匯率風險對我國壽險業經營之短中長期影響 CHANG SHIH-CHIEH,CHENG TSUNG-CHI,CHANG YUAN-CHEN Principal Investigator 2019.06 ~ 2020.05
MOST Projects 106 納入外幣計價債券提前贖回選擇權之人壽保險公司資產負債動態模型 CHANG SHIH-CHIEH,CHANG SHIH-CHIEH Principal Investigator 2017.08 ~ 2019.02 National Science and Technology Council
MOST Projects 105 人壽保險公司之風險及清償能力評估：檢視利率變動型壽險 CHANG SHIH-CHIEH Principal Investigator 2016.08 ~ 2018.02 National Science and Technology Council
Other Projects 104 放寬保險業因增加投資效益目的的從事衍生性金融商品交易範圍與作業程序及開放投資型保單投資標的範圍納入期貨信託基金之研究 CHANG SHIH-CHIEH Principal Investigator 2015.10 ~ 2015.12
MOST Projects 104 負債公允評價下人壽保險公司之系統性風險與破產成本 CHANG SHIH-CHIEH Principal Investigator 2015.08 ~ 2017.01 National Science and Technology Council
Other Projects 104 協助中小企業建構風險管理機制之研究報告 PENG JIN-LUNG,CHANG SHIH-CHIEH 2015.04 ~ 2015.11
MOST Projects 103 負債導向基金之動態資產配置：下檔風險限制與違約選擇權 CHANG SHIH-CHIEH Principal Investigator 2014.08 ~ 2015.08 National Science and Technology Council
MOST Projects 102 負債導向基金之資產配置，績效歸因與違約風險 CHANG SHIH-CHIEH Principal Investigator 2013.08 ~ 2014.10 National Science and Technology Council
Other Projects 102 中華郵政股份有限公司作業風險執行方案之研究 CHANG SHIH-CHIEH,CHENG TSUNG-CHI Principal Investigator 2013.01 ~ 2013.09
Other Projects 101 金融控股公司關係人交易之風險管理 CHANG SHIH-CHIEH Principal Investigator 2012.05 ~ 2013.05
MOST Projects 100 人壽保險公司之資產配置與破產成本分析 CHANG SHIH-CHIEH Principal Investigator 2011.08 ~ 2012.07 National Science and Technology Council
Other Projects 100 天災風險管理對策之研究:財政管理與風險管理 TSAI CHENG-HSIEN,PENG JIN-LUNG,LIN JAN-JUY,CHANG SHIH-CHIEH 2011.06 ~ 2012.02
MOST Projects 99 人壽保險公司與退休基金之違約風險，負債評價與資產配置 CHANG SHIH-CHIEH Principal Investigator 2010.08 ~ 2011.08 National Science and Technology Council
MOST Projects 96 退休與保險基金之策略性資產配置：預測學習效果下之動態避險（3/3) CHANG SHIH-CHIEH Principal Investigator 2009.08 ~ 2010.10 National Science and Technology Council
MOST Projects 96 退休與保險基金之策略性資產配置：預測學習效果下之動態避險（2/3) CHANG SHIH-CHIEH Principal Investigator 2008.08 ~ 2009.07 National Science and Technology Council
MOST Projects 96 退休與保險基金之策略性資產配置：預測學習效果下之動態避險（1/3) CHANG SHIH-CHIEH Principal Investigator 2007.08 ~ 2008.07 National Science and Technology Council
MOST Projects 95 保險及退休基金於國外投資之風險評估：跨國資產組合模型(2/2) CHANG SHIH-CHIEH Principal Investigator 2006.08 ~ 2007.10 National Science and Technology Council
Other Projects 94 台灣保險監理之利率模型系統 TSAI CHENG-HSIEN,CHANG SHIH-CHIEH,KUO WEIYU 2005.11 ~ 2006.09
MOST Projects 94 保險及退休於國外投資之風險評估(1/2) CHANG SHIH-CHIEH Principal Investigator 2005.08 ~ 2006.08 National Science and Technology Council
MOST Projects 94 赴日本神戶大學參加臺日學術交流研討會(國外差旅費) CHANG SHIH-CHIEH Principal Investigator 2005.06 ~ 2008.07 National Science and Technology Council
MOST Projects 93 背景風險下之最適投資組合：建構不完全市場下之隨機控制模型(2/2) CHANG SHIH-CHIEH Principal Investigator 2004.08 ~ 2005.07 National Science and Technology Council
MOST Projects 93 管理一學門財務領域研究社群與學術生涯管理研討會 CHANG SHIH-CHIEH,TSAI CHENG-HSIEN,KUO WEIYU Principal Investigator 2004.06 ~ 2004.10 National Science and Technology Council
Other Projects 92 動態投資組合模型與金融市場之實證研究 CHANG SHIH-CHIEH Principal Investigator 2003.09 ~ 2004.06
Other Projects 92 如何加強培育金融、證券、保險國際金融管理人才方案 WU SE-HWA, SHEN, CHUNG-HUA,CHOW HSING-YI,CHANG SHIH-CHIEH 2003.08 ~ 2003.12
MOST Projects 92 背景風險下之最適投資組合：建構不完全市場下之隨機控制模型（1/2） CHANG SHIH-CHIEH Principal Investigator 2003.08 ~ 2004.07
Other Projects 91 退休公務人員實施展期年金制度精算案監督覆核精算機構研究 CHANG SHIH-CHIEH Principal Investigator 2002.12 ~ 2003.07
MOST Projects 91 考量風險趨避態度及避險條件之退休基金管理：應用隨機控制與平賭理論 CHANG SHIH-CHIEH Principal Investigator 2002.08 ~ 2003.07 National Science and Technology Council
Other Projects 90 全民健保財物精算之研究 CHANG SHIH-CHIEH Principal Investigator 2001.08 ~ 2002.10
MOST Projects 90 考量收益時間差異及使用避險工具之退休基金最適資產負債動態模型（I） CHANG SHIH-CHIEH Principal Investigator 2001.08 ~ 2002.07
MOST Projects 90 不完全市場下權益連結保險之計價及風險極小化避險策略 CHANG SHIH-CHIEH Principal Investigator 2001.08 ~ 2002.07
Other Projects 89 年輕族群對壽險業意向調查之研究 CHANG SHIH-CHIEH Principal Investigator 2000.09 ~ 2001.02
MOST Projects 89 退休基金評價的最適提撥策略與資產負債管理 CHANG SHIH-CHIEH Principal Investigator 2000.08 ~ 2001.07
MOST Projects 89 巨災保險證券化－財務風險移轉 CHANG SHIH-CHIEH Principal Investigator 2000.08 ~ 2001.07
MOST Projects 89 退休基金評價指標的建立---考量政策干預下的控制模型 CHANG SHIH-CHIEH Principal Investigator 1999.08 ~ 2000.07 National Science and Technology Council
Other Projects 88 公務人員退休撫卹基金精算監督覆核案 CHANG SHIH-CHIEH Principal Investigator 1999.05 ~ 2000.03
MOST Projects 88 開放式退休基金動態精算評估系統 CHANG SHIH-CHIEH Principal Investigator 1998.08 ~ 1999.07 National Science and Technology Council
MOST Projects 87 應用隨機過程分析人身保險之提前給付計畫 CHANG SHIH-CHIEH Principal Investigator 1997.08 ~ 1998.07 National Science and Technology Council
MOST Projects 86 應用參數模型估計台灣年金生命表結構 CHANG SHIH-CHIEH Principal Investigator 1996.08 ~ 1997.07 National Science and Technology Council
Country School Name Department Degree Duration
U.S.A. University of Wisconsin-Madison Statistics 博士 1989.02 ~ 1994.12
TAIWAN, REPUBLIC OF CHINA 國立臺灣大學 數學系 學士 1981.09 ~ 1985.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2020.08 ~ 2024.02
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2017.08 ~ 2020.02
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2014.02 ~ 2017.02
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2013.01 ~ 2013.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2012.02 ~ 2013.01
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2010.07 ~ 2011.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2000.02 ~ 2006.07
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 副教授 1995.08 ~ 2000.02
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 系主任 2004.08 ~ 2005.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 系主任 2003.08 ~ 2004.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 系主任 2002.08 ~ 2003.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 系主任 2001.08 ~ 2002.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 系主任 2000.08 ~ 2001.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 系主任 2000.02 ~ 2000.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 系主任 1999.08 ~ 2000.07
Experience 風險管理學報 主編
Honor Category Year Award Name Awarding Unit
Inside School 104 國立政治大學 國立政治大學
Inside School 101 國立政治大學 國立政治大學
Inside School 95 三等服務獎章 政治大學
Inside School 94 國立政治大學 國立政治大學
Inside School 92 學術研究成果國際化優等研究獎 政治大學
Inside School 90 學術研究成果國際化優等研究獎 政治大學
Inside School 90 傑出研究講座 政治大學
Inside School 89 國科會甲種研究獎勵 科技部(國科會)
Inside School 88 國科會甲種研究獎勵 科技部(國科會)
Inside School 87 國科會甲種研究獎勵 科技部(國科會)
Year Paper Title
2000 張士傑, 2000.07, 'Application of risk stochastic control to pension fund management., '., Jul. 2000
1999 張士傑;Hsin-Yi Cheng, 1999, 'Pension valuation under uncertainty: a generalized stochastic approach., ' 1999 Risk management and insurance international conference., NCCU., 1999
1999 張士傑, 1999, 'Allocating unfunded liability in pension valuation under uncertainty., ' 1999 risk management and insurance inrternational confreence, NCCU., 1999
1999 張士傑, 1999, 'Benchmark of pension valuation: a case study incorporating policy intervention., ' 1999 Risk management and insurance international conference, NCCU., 1999
1998 張士傑, 1998, 'Solvency Risk of Taiwan Public Employees Retirement System Using Simulation-Based Forecast Model, ' 2nd Annual Conference of Asia-Pacific Risk and Insurance Assocation, 南洋科技大學., 1998
1998 張士傑, 1998, '公務人員退撫系統動態精算模式的建立, ' 1998年公務人員退撫基金專題研討會, 公務人員退撫基金管理與監理委員會., 1998
1998 張士傑;鄭欣怡, 1998, '退休基金精算評價的剖析, ' 國科會人文論壇, 政治大學金融系., 1998
1997 張士傑, 1997, 'Some Results on the Issues of Employee Benefits: A Case of Taiwan Servants Pension Plan, ' Inaugural Conference of Asia Pacific Risk & Insurance Scolars, 南洋科技大學., 1997
1997 張士傑, 1997, '退休基金評價：公務人員退輔基金的實證研究, ' 中華民國財務學會年會論文集, 中華民國財務學會., 1997
1997 張士傑, 1997, '退撫基金精算模式的建立, ' 86年公務人員退撫基金專題研討會論文, 公務人員退撫基金管理及監理委員會., 1997
1997 張士傑, 1997, '退休基金精算處理原則的研究, ' 1997中華民國精算學會, 中華民國精算學會., 1997
1997 張士傑, 1997, '商業長期看護保險的精算研究, ' 86年全民健保精算研討會論文集, 政治大學., 1997
1997 張士傑, 1997, '可信度的貝氏理論分析, ' 新世紀保險經營管理學術研討會論文集, 政治大學., 1997
1996 張士傑, 1996, '可信度理論分析與應用, ' 85年度中華民國精算學年會, 中華民國精算學會., 1996
1996 張士傑, 1996, '多重相依脫退理論的探討, ' 85年度中華統計與機率研討會論文集, 中華統計與機率學會., 1996
Year Research Title Authors
2004 張士傑, 2004, '風險背景下隻最適投資組合：建構不完全市場下之隨機控制模型(1/2), ' 行政院國科會.
2002 張士傑, 2002, '考量風險趨避態度及避險條件之退休基金管理:應用隨機控制與平賭理論, ' 國科會.
2002 張士傑, 2002, '考量收益時間差異及使用避險工具之退休基金最適負債動態模型(1), ' 行政院國科會.
2002 張士傑, 2002, '不完全市場下權益連結保險之計價及風險極小化避險策略, ' 行政院國科會.
2001 張士傑, 2001, '退休基金評價的最適提撥策略與資產負債管理, ' 行政院國科會.
2001 張士傑, 2001, '巨災保險證券化─財務風險移轉, ' 行政院國科會.
2000 張士傑, 2000, '退休基金評價指標的建立：考量政策干預下的控制模型, ' 行政院國科會.
1999 張士傑, 1999, '開放式退休基金動態精算評估系統, ' 行政院國科會.
1994 張士傑, 1994, 'Some Results on Measurement Error Model, ' University of Wisconsin Madison Department of Statistics.