師資陣容

蔡政憲

蔡政憲

教授

風險管理與保險學系

  • 電話
    29369647
  • 分機
    29393091 #81240
  • E-Mail
    ctsai@nccu.edu.tw
  • 研究專長
    保險財務管理

學歷

  • 美國喬治亞州立大學風險管理與保險系博士
  • 美國喬治亞州立大學精算研究所碩士
  • 美國卡耐基美隆大學企業管理(學)系碩士
  • 國立臺灣大學財務金融(學)系學士

個人著作

  • Ya-Wen Hwang*;Chenghsien Tsai, 2014.03, 'The Longevity Risk of Life Insurance Policies Induced by Pricing Error, ' The IUP Journal of Financial Risk Management, Vol.11, No.1, pp.34-53.(*為通訊作者)
  • 謝明華;黃雅文*;郭維裕;蔡政憲, 2014.01, '壽險準備金風險之衡量, ' 經濟論文,.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • Tsai, Chenghsien*, 2012.09, 'The Impacts of Surrender Options on Reserve Durations, ' Risk Management and Insurance Review, Vol.15, No.2, pp.165-184.(國科會財務領域B+級期刊)(*為通訊作者)
  • 詹芳書*;蔡政憲, 2012.03, '壽險保單準備金之有效存續期間分析, ' 財務金融學刊, Vol.20, No.1, pp.33-62.(TSSCI)(*為通訊作者)
  • Chiu, Yu-Fen;Ming-Hua Hsieh;Chenghsien Tsai*;Wei-Kuang Chen, 2012.03, 'Valuation of Ratchet Equity-Indexed Annuities, ' 財務金融學刊, Vol.0, No.0, pp.0.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • 張士傑*;蔡政憲;黃雅文, 2011.09, '通貨膨脹風險、學習機制與策略性資產配置, ' 財務金融學刊, Vol.19, No.2, pp.73-109.(TSSCI)(*為通訊作者)
  • Yu, Tzu-Yi;Chenghsien Tsai*;Hsiao-Tzu Huang;Chuen-Lung Chen, 2011.04, 'Applying Simulation Optimization to Dynamic financial analysis for the Asset -Liability Management of a Property-Casualty Insurer, ' Applied Financial Economics,.(*為通訊作者)
  • 游子宜;蔡政憲;黃孝慈, 2010.11, 'Applying Simulation Optimization to the Asset Allocation of a Property-Casualty Insurer, ' European Journal of Operational Research, Vol.1, No.207, pp.499-507.(SCI)
  • 詹芳書;郭維裕;蔡政憲, 2010.05, '剩餘盈餘評價模型於追蹤保險業股價變化之應用, ' 風險管理學報, Vol.1, No.12.
  • 詹芳書*;郭維裕;蔡政憲, 2010.05, 'An Application of the Residual Income Valuation Model to Track the Variation of Stock Prices of Insurance Companies, ' 風險管理學報, Vol.12, No.1, pp.33-51.(*為通訊作者)
  • 詹芳書;蔡政憲, 2010, '壽險保單準備金之有效存續期間分析, ' 財務金融學刊,.(TSSCI)(本論著未刊登但已被接受)
  • 張士傑;蔡政憲;黃雅文, 2010, '通貨膨脹風險、學習機制與策略性資產配置, ' 財務金融學刊,.(TSSCI)(本論著未刊登但已被接受)
  • 邱于芬;謝明華;蔡政憲, 2010, 'Valuation of Ratchet Equity-Indexed Annuities, ' 財務金融學刊,.(TSSCI)(本論著未刊登但已被接受)
  • 蔡政憲*;郭維裕;江彌修, 2009.12, 'The Distributions of Policy Reserves Considering the Policy-year Structures of Surrender Rates and Expense Ratios, ' The Journal of Risk and Insurance, Vol.4, No.76, pp.909-931.(SSCI)(*為通訊作者)
  • 蔡政憲, 2009.06, 'The Term Structure of Reserve Durations and the Duration of Aggregate Reserves, ' Journal of Risk and Insurance, Vol.2, No.76, pp.419-441.(SSCI)
  • 程毅君*;蔡政憲;鄭宇庭, 2008, '心臟冠狀動脈繞道手術之醫療風險評估一個台灣的實證研究, ' 風險管理學報, Vol.10, No.2, pp.183-218.(*為通訊作者)
  • 蔡政憲;宋瑞琳;詹芳書, 2006.12, '風險基礎資本、情境分析及動態模擬破產預測模型之比較, ' 台大管理論叢, Vol.17, No.1, pp.1-30.(TSSCI)
  • 蔡政憲*;宋瑞琳;詹芳書, 2006.12, 'An Empirical Study on the Solvency Prediction of Simulation Analysis, Scenario Analysis, and Risk-Based Capital, ' 台大管理論叢, Vol.17, No.1, pp.1-30.(TSSCI)(*為通訊作者)
  • Chang, Shih-Chieh;Tsai, Chenghsien;Hung, Li-Chuan, 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.1, pp.12-32.
  • Chang, Shih-Chieh;Tu, Chang-Ye;Tsai, Chenghsien, 2005, 'Pension Fund Management Using the Markov Chain Approximation, ' Asia Pacific Management Review, Vol.10, pp.259-266.(TSSCI)
  • 蔡政憲;Kuo, Weiyu;Wei-Kuang Chen, 2003, 'An Empirical Study on the Lapse Rate:The Cointegration Approach, ' Journal of Risk and Insurance, Vol.0, No.70, pp.489-508.(SSCI)
  • 蔡政憲;Weiyu Kuo;Mengyi Li, 2003, 'Value at Risk of Life Insurance Policy Reserves, ' 中國財務學刊, Vol.0, No.11, pp.41-65.(TSSCI)
  • 蔡政憲, 2002, 'Dynamic Funding and Investment Strategy for Defined Benefit Pension Schemes, ' Journal of Actuarial Practice, Vol.0, No.10, pp.131-155.
  • 蔡政憲;陳盈君, 2002, '壽險公司的資本結構與風險, ' 保險專刊, Vol.18, No.1, pp.75-92.
  • 蔡政憲;何憲章;鄒治華, 2002, '壽險保單之存續期間分析, ' 風險管理學報, Vol.4, No.1, pp.47-75.
  • 蔡政憲;王為倩, 2001, '銀行跨業兼營保險之模擬分析, ' 風險管理學報, Vol.3, No.1, pp.71-97.
  • 蔡政憲;吳佳哲, 2000, '保險法中之投資限制對保險業投資績效影響之實證研究, ' 風險管理學報, Vol.2, No.2, pp.1-36.
  • Huang, Becky F.;Chenghsien Tsai, 2015.12, 'Natural Hedging of Mortality Risks and Product Design, ' 台灣風險與保險學會年會暨國際學術研討會議, 台灣風險與保險學會.
  • Huang, Becky F.;Chenghsien Tsai, 2015.08, 'Embedding the Natural Hedging of Mortality/Longevity Risks into Product Design, ' World Risk and Insurance Economics Congress, Asia-Pacific Risk and Insurance Association, American Risk and Insurance Association, etc..
  • MacMinn, Richard D;Ko-Lun Kung;Weiyu Kuo;Chenghsien Tsai, 2014.09, 'Approximating Factor Models on Multi-Population Mortality Modeling, ' International Longevity Risk and Capital Markets Solutions Conference, Universidad Diego Portales.
  • Hsieh, Ming-Hua;Weiyu Kuo;Yu-Ching Li;Chenghsien Tsai*, 2014.08, 'Generating Economics Scenarios for the Long-Term Solvency Assessment of Life Insurance Companies: The Orthogonal ARMA-GARCH Approach, ' American Risk and Insurance Association Annual Meeting, American Risk and Insurance Association.(*為通訊作者)
  • Tsai, Chenghsien*;Hsiao-Tzu Huang, 2013.12, 'Predicting the Insolvencies of Property-Casualty Insurance Companies Using the Weight of Evidence Approach, ' 台灣風險與保險學會年會暨國際學術研討會議, 台灣風險與保險學會.(*為通訊作者)
  • Hsieh, Ming-Hua;Jin-Lung Peng;Chenghsien Tsai;Jennifer L. Wang*, 2013.04, 'Explaining the Rate Spreads on Life Settlements, ' American Risk and Insurance Association Annual Meeting, American Risk and Insurance Association.(*為通訊作者)
  • Wang, Jennifer L.*;Ming-Hua Hsieh;Chenghsien Tsai, 2012.08, 'Using Life Settlements to Hedge the Mortality Risk of Life Insurers: an Asset-Liability Management Approach, ' American Risk and Insurance Association Annual Meeting, American Risk and Insurance Association.(*為通訊作者)
  • Wang, Jennifer L.*;Ming-Hua Hsieh;Chenghsien Tsai, 2011.09, 'Using Life Settlements to Hedge the Mortality Risk of Life Insurers: an Asset-Liability Management Approach, ' the Seventh International Longevity Risk and Capital Markets Solutions Conference, Pensions Institute.(*為通訊作者)
  • Chan, Fang-Shu Linus;Chenghsien Tsai*;Cary Chi-Liang Tsai, 2011.09, 'Applying the Linear Hazard Transform to the Fitting, Prediction, and Hedging of Mortality Improvements, ' the Seventh International Longevity Risk and Capital Markets Solutions Conference, Pensions Institute.(*為通訊作者)
  • 游子宜;蔡政憲;黃孝慈;陳春龍, 2009, 'Applying Simulation Optimization to Dynamic Financial Analysis for the Asset Allocation Problem of a Property-Casualty Insurer, ' 金融風暴與風險管理之策略及發展研討會, 風險管理學會.
  • 黃孝慈;蔡政憲;陳春龍, 2009, ' A New Approach for the Multi-Period Asset Allocations of a Property-Casualty Insurer, ' 證券市場發展季刊 資產管理研討會.
  • 詹芳書;蔡政憲, 2009, '壽險保單準備金之有效存續期間分析, ' 兩岸保險與危險管理學術研討會.
  • 詹芳書;蔡政憲, 2009, 'A Revisit on the Effective Durations and Effective Convexities of Life Insurance Reserves, ' American Risk and Insurance Association Annual Meeting.
  • Chiu, Yu-Fen;謝明華;蔡政憲, 2009, 'Valuation of Ratchet Equity Indexed Annuities with Quanto Features, ' American Risk and Insurance Association Annual Meeting.
  • Chiu, Yu-Fen;謝明華;蔡政憲, 2008, 'Valuation of Ratchet Equity-Indexed Annuities, ' American Risk and Insurance Association Annual Meeting.
  • 詹芳書;蔡政憲, 2008, ' An Analysis of Reserve Duration on a Portfolio of Life Insurance Policies, ' The Twelfth Annual Conference of the Asia-Pacific Risk and Insurance Association.
  • 詹芳書;蔡政憲, 2008, 'An Analysis of Effective Duration on Policy Reserve of Life Insurance Policies, ' 第二屆台灣風險與保險學會年會暨國際學術研討會.
  • 蔡政憲;Jui-Lin Eva Sung;詹芳書, 2006, 'An Empirical Study on the Solvency Prediction of Simulation Analysis, Scenario Analysis, and Risk-Based Capital, ' 第六屆風險管理與保險研討會.
  • Chang, Shih-Chieh;Tsai, Chenghsien;Hwang, Ya-Wen, 2005, 'Hedging Labor Income and Inflation Uncertainties through Capital Market in Defined Contribution Pension Schemes, ' The First World Risk and Insurance Economics Congress.
  • Tsai, Chenghsien;Kuo, Weiyu;Chiang,, Derek Mi-Hsiu, 2005, 'The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios, ' The First World Risk and Insurance Economics Congress.
  • Tsai, Chenghsien, 2004, 'The Impact of Surrender Options on the Durations of Policy Reserves, ' FAPARMO and RMST International Risk and Insurance Management Conference.
  • Chang, Shih-Chieh;Tsai, Chenghsien;Hung, Li-Chuan, 2004, 'Incorporating Foreign Equities in Optimal Portfolio Selection for Insurers, ' 第九屆梁國樹教授紀念學術研討會.
  • 蔡政憲;Jui-Lin Eva Sung,, 2003, 'An Empirical Study on the Solvency Prediction oSimulation Analysis, Scenario Analysis, and Risk-Based Capital, ' 創新資訊科技政策與數位社會國際學術研討會, 政治大學.
  • 蔡政憲;Ching-Syang Jack Yue;Yuan-Chih Pan, 2003, 'The Impact of Correlation on the Effectiveness of Risk-Based Capital, ' The Seventh Annual Conference of the Asia-Pacific Risk and Insurance Association.
  • 蔡政憲;Chan, Fang Shu;Weiyu Kuo, 2003, 'An Application of the Residual Income Valuation Model to the Price of Insurance Companies, ' The Seventh Annual Conference of theAsia-Pacific Risk and Insurance Association.
  • 蔡政憲;Lin, Tzy-Ting, 2003, 'Effective Duration of Life Insurance Policies Estimated with Empirical Surrender Behaviors, ' Western Risk and Insurance Association Annual Meeting.
  • 蔡政憲;Chang, Shih-Chieh;Chia-Jung Tien;Chang-Ye Tu, 2002, 'Dynamic Funding and Investment Strategy for Defined Benefit Pension Schemes: Model Incorporating Asset-Liability Matching Criterions, ' The Sixth Annual Conference of the Asia-Pacific Risk and Insurance Association.
  • 蔡政憲;Weiyu Kuo;Wei-Kuang Chen, 2002, 'The Distribution of Policy Reserves with the Term Structure of Lapse Rate, ' The Sixth Annual Conference of the Asia-Pacific Risk and Insurance Association.
  • 蔡政憲;Larry Y. Tzeng;Chun-Fang Kuo, 2002, 'Risk-Based Capital and the Life Insurer’s Risk Taking Behaviors, ' The Third Risk Management Theory Seminar, National Chengchi University,.
  • 蔡政憲;Weiyu Kuo;Wei-Kuang Chen, 2002, 'Lapse Rate and the Distribution of Policy Reserves, ' 中華金融創新與財務工程學會研討會.
  • 蔡政憲, 2002, 'Duration Analysis on Life Insurance Policies: A Case of Endowment Policies, ' International Symposium on the Risk Services Industry in Emerging Economies, Ming Chuan University.
  • 蔡政憲;Ho, Hsien-Chan, 2001, 'Risk Analyses of Life Insurance Reserves, ' 國科會人文及社會科學發展處管理一學門財務及會計領域專題研究計畫成果發表會, 國科會.
  • 蔡政憲;Tsung-Yu Lin, 2001, 'How does Correlation Matter in Capital Requirements: A Simulation Study on the Property-Casualty Insurance Industry, ' 風險管理與保險國際學術研討會& 風險管理學術研討會, 政治大學.
  • 蔡政憲;Tsung-Yu Lin, 2001, 'How does the Correlation among Risks Matter in thEffectiveness of Capital Requirements: A Simulation Study on the Property-Casualty Insurance Industry, ' 第二屆風險管理理論研討會, 政治大學.
  • 蔡政憲;Li, Meng-Yi, 2000, 'Value at Risk for the Reserves of Multi-Product Life Insurers, ' American Risk and Insurance Association Annual Meeting.
  • 蔡政憲;Chen, Ying-Chun, 2000, 'Determinants of Capital Structure in the Insurance Industry, ' American Risk and Insurance Association Annual Meeting& The Fourth Annual Conference of Asia Pacific Risk and Insurance Association.
  • 蔡政憲;Lin, Tzy-Ting, 2000, 'The Comparison of Value at Risk and Risk Based Capital in Insurance Solvency Regulation, ' The Fourth Annual Conference of Asia Pacific Risk and Insurance Association.
  • 蔡政憲;Lu, Pi-Ju, 2000, 'An Empirical Study on the Solvency Prediction of Value at Risk and Risk-Based Capital, ' 跨世紀危險管理與保險學術暨實務研討會, 逢甲大學.
  • 蔡政憲;王為倩, 2000, '銀行與保險業整合之風險與獲利性模擬分析, ' 跨世紀風險管理與保險學術暨實務研討會, 高雄第一科大學.
  • 蔡政憲;Chan, Chih-Ching;Wei-Kuang Chen;Weiyu Kuo, 2000, 'The Estimation of Value at Risk for the Reserves of the Life/Health Insurance Company, ' 亞太會計與財務研究研討會, 成功大學.
  • 蔡政憲;吳佳哲, 2000, '保險法中之投資限制對保險業投資績效影響之實證研究, ' 第一屆風險管理理論研討會, 政治大學.
  • 蔡政憲;Phillips, Richard D., 1999, 'Random Premium Insurance Contracts: Theory and Empirical Evidence, ' American Risk and Insurance Association Annual Meeting.
  • 蔡政憲;Liao, Shih-Yun, 1999, 'Simulation Tests on the Effectiveness of Insurance Solvency Regulation, ' American Risk and Insurance Association Annual Meeting.
  • 蔡政憲;Chan, Chih-Ching, 1999, 'The Application of Value at Risk to the Life Insurance Industry, ' The Third Annual Conference of Asia Pacific Risk and Insurance Association.
  • 蔡政憲, 2002, '分紅保單之實質存續期間, ' 國科會.
  • 蔡政憲, '共變矩陣在產險業資本要求的重要性, ' 國科會.
  • 蔡政憲, '保險財務監理有效姓之模擬測試, ' 國科會.
  • 蔡政憲, '多險種壽險公司準備金之涉嫌值, ' 國科會.

研究計畫

N/A
N/A