師資陣容

黃泓智

黃泓智

教授

風險管理與保險學系

  • 電話
    29396207
  • 分機
    29393091 #81126
  • E-Mail
    jerry2@nccu.edu.tw
  • 研究專長
    保險精算、退休金、資產負債管理

學歷

  • 英國赫里奧特-瓦特大學(Heriot-Watt University)精算數學博士
  • 美國愛荷華大學精算科學碩士
  • 私立東吳大學商用數學系學士

個人著作

  • 王昭文;黃泓智*, 2017.01, 'Risk Management of Financial Crises: An Optimal Investment Strategy with Multivariate Jump Diffusion Models, ' ASTIN Bulletin (國科會A-級期刊), pp.n/a.(SSCI)(*為通訊作者)
  • Chou-Wen Wang;Sharon S. Yang;Hong-Chih Huang*, 2015.03, 'Modeling Multi-Country Mortality Dependence and Its Application in Pricing Survivor Index Swaps— A Dynamic Copula Approach, ' Insurance: Mathematics and Economics(國科會A級期刊),.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • Shang-Yin Yang;Chou-Wen Wang;Hong-Chih Huang*, 2014.07, 'The Valuation of Lifetime Health Insurance Policies with Limited Coverage, ' Journal of Risk and Insurance(國科會A-1期刊),.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • Hong-Chih Huang;Chou-Wen Wang;Yung-Tsung Lee*, 2014.05, 'On the valuation of reverse mortgage insurance, ' Scandinavian Actuarial Journal(國科會B+級期刊),.(SSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • 黃泓智;李永淙*, 2014.01, 'Improvement on mortality predictions using the Lee-Carter model and its application to a defined contribution pension plan, ' 管理評論,.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受)
  • Chou-Wen Wang;黃泓智*;I-Chien Liu, 2013.09, 'Mortality Modeling with Non-Gaussian Innovations and Applications to the Valuation of Longevity Swaps, ' Journal of Risk and Insurance(國科會A級期刊), Vol.80, No.3, pp.775-798.(SSCI)(*為通訊作者)
  • Chou-Wen Wang;黃泓智*;De-Chuan Hong, 2013.03, 'A Feasible Natural Hedging Strategy for Insurance Companies, ' Insurance : Mathematics and Economics(國科會A級期刊), Vol.52, No.3, pp.532-541.(SSCI)(*為通訊作者)
  • Huang, Hong-Chih*;Wang, Chou-Wen;Liu, I-Chien, 2012.12, 'Pricing of Lifetime Health Insurance Policies with A Coverage Limit: The Simulation Approach, ' ApproachJournal of Risk Management, pp.121-140.(*為通訊作者)
  • Tzu-Yi Yu*;Yung-Tsung Lee;Hong-Chih Huang, 2012.07, 'On the application of efficient hybrid heuristic algorithms – An insurance, ' Applied Soft Computing (Impactor factor: 2.860), Vol.12, No.2012, pp.3452-3461.(SCI)(*為通訊作者)
  • Yung-Tsung Lee;Chou-Wen Wangb;Hong-Chih Huang*, 2012.06, 'On the valuation of reverse mortgages with regular tenure payments, ' Insurance: Mathematics and Economics (國科會A級期刊), Vol.51, No.2012, pp.430-441.(SSCI)(*為通訊作者)
  • Tzu-Yi Yu*;Hong-Chih Huang;Chun-Lung Chen;Qun-Ting Lin, 2012.03, 'Generating effective defined-contribution pension plan using simulation, ' Expert Systems with Applications (Impact factor: 1.926), Vol.39, No.2012, pp.2684-2689.(SCI)(*為通訊作者)
  • 王昭文;黃泓智*;劉議謙, 2011.10, 'A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations, ' The Geneva Papers on Risk and Insurance - Issues and Practice (國科會B+級期刊), Vol.36, No.4, pp.675-696.(SSCI)(*為通訊作者)
  • 黃泓智;王昭文*;苗莞琦, 2011.10, 'Securitisation of Crossover Risk in Reverse Mortgages, ' The Geneva Papers on Risk and Insurance - Issues and Practice (國科會B+級期刊), Vol.36, No.4, pp.622-647.(SSCI)(*為通訊作者)
  • 黃雅文*;黃泓智, 2011, 'Modified Logistic Model for Mortality Forecasting and the Application of Mortality-Linked Securities / Asia-Pacific Journal of Risk and Insurance, ' Asia-Pacific Journal of Risk and Insurance,.(Asia-Pacific Association of Risk and Insurance)(*為通訊作者)
  • 余清祥*;黃泓智, 2011, 'A Study of Incidence Experience for Taiwan Life Insurance, ' The Geneva Papers on Risk and Insurance - Issues and Practice (國科會B+級期刊), Vol.36, No.4, pp.718-733.(SSCI)(*為通訊作者)
  • 王儷玲*;黃泓智;楊曉文;蔡子皓, 2010.06, 'An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach/Journal of Risk and Insurance, ' Journal of Risk and Insurance (國科會A級期刊), Vol.77, No.2, pp.473-497.(SSCI)(*為通訊作者)
  • 黃泓智*, 2010.06, 'Optimal Multi-Period Asset Allocation: Matching Assets to Liabilities in a Discrete Model/Journal of Risk and Insurance, ' Journal of Risk and Insurance (國科會A級期刊), Vol.77, No.2, pp.451-472.(SSCI)(*為通訊作者)
  • 黃泓智*;李永琮, 2010.06, 'Optimal Asset Allocation for a General Portfolio of Life Insurance Policies/Insurance: Mathematics and Economics, ' Insurance: Mathematics and Economics (國科會A級期刊), Vol.46, pp.271-280.(SSCI)(*為通訊作者)
  • 楊曉文*;余清祥;黃泓智, 2010.06, 'Modeling Longevity Risks using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models/Insurance: Mathematics and Economics, ' Insurance: Mathematics and Economics (國科會A級期刊), Vol.46, pp.254-270.(SSCI)(*為通訊作者)
  • 楊曉文*;黃泓智, 2009.10, 'The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans/ The Geneva Papers on Risk and Insurance - Issues and Practice, ' The Geneva Papers on Risk and Insurance - Issues and Practice (國科會B+級期刊), Vol.34, pp.660-681.(SSCI)(*為通訊作者)
  • 黃泓智*, 2009, '股價指數連結型商品之投資避險策略, ' 財務金融學刊,.(TSSCI)(*為通訊作者)
  • 黃泓智*;吳久傑;林左裕;鄭雅豐, 2008.11, 'The Application of Reverse Mortgages in Aging Society/ 風險管理學報第10卷第3期, ' 風險管理學報第10卷第3期,.(*為通訊作者)
  • 黃泓智*;Hsieh, M-H;Liu, C-C, 2008.07, 'The Maturity Matching od Assets to Liabilities: A Generalized Least Square Formulation/證券市場發展季刊, ' 證券市場發展季刊, Vol.20, No.2.(TSSCI)(*為通訊作者)
  • 黃泓智*;李永琮, 2008, '利變型保單之風險管理:宣告利率與投資決策/保險專刊, ' 保險專刊,.(*為通訊作者)
  • 黃泓智*;余清祥;楊曉文, 2008, 'An Empirical Study of Mortality Models in Taiwan/Asia-Pacific Journal of Risk and Insurance, ' Asia-Pacific Journal of Risk and Insurance, Vol.3, No.1, pp.150-164.(*為通訊作者)
  • 余清祥;黃泓智*;陳志昌, 2007, '類神經網路應用於擬定汽車保險費率/風險管理學報, ' 風險管理學報, Vol.9, No.2.(*為通訊作者)
  • 楊曉文*;黃泓智;黃麗容, 2006.10, '投資策略、清償能力與分紅保單公平定價之研究/台大管理論叢, ' 台大管理論叢,.(TSSCI)(*為通訊作者)
  • 王儷玲*;楊曉文;黃泓智, 2006.08, '勞退新制下個人帳戶制與年金保險制之所得替代率分析/勞動法學報, ' 勞動法學報, No.5.(*為通訊作者)
  • 黃泓智*;余清祥;楊曉文;黃彥富, 2006.07, '隨機投資模型與長期投資避險策略之研究/證券市場發展季刊, ' 證券市場發展季刊, Vol.17, No.4.(TSSCI)(*為通訊作者)
  • 黃泓智*;Andrew Cairns, 2006.03, 'On the control of defined-benefit pension plans., ' Insurance: Mathematics and Economics, Vol.38, pp.113-131.(SSCI)(*為通訊作者)
  • 黃泓智*, 2006, '確定提撥制下退休基金之最適提撥率與最適資產配置/台大管理論叢, ' 台大管理論叢,.(TSSCI)(*為通訊作者)
  • 黃泓智;王儷伶;楊曉文, 2006, '勞退新制下個人帳戶與年金保險制最適轉換時點與轉換價值分析/財務金融學刊, ' 財務金融學刊,.(TSSCI)
  • 黃泓智;Cairns,A.J.G, 2004, 'Valuation and Hedging of Limited Price Indexation (LPI) Liability/British Actuarial Journal, ' British Actuarial Journal, Vol.0, No.0, pp.-.
  • 黃泓智;林家玉, 2004, '癌症醫療費用之推估:馬可夫鏈模型之應用, ' 保險專刊, Vol.20, No.1, pp.29 - 51.
  • 黃泓智;余清祥;劉明昌, 2004, '台灣地區重大傷病醫療費用推估/人口學刊, ' 人口學刊, Vol.0, No.0, pp.-.(TSSCI)
  • 楊曉文;黃泓智;鄭宇宏, 2004, '投資型保險保證給付風險之衡量:同調風險衡量值的介紹與應用, ' 保險專刊,.
  • 黃泓智*;Huang Y.W., 2009.09, 'Modifying the Logistic Model for Mortality Forecasting and the Application of Mortality-Linked Securities/The 5th International Longevity Risk and Capital Markets Solutions Conference, New York., ' The 5th International Longevity Risk and Capital Markets Solutions Conference, New York..(*為通訊作者)
  • 黃泓智;Wen-Chieh Wu.;Tsoyu Calvin Lin.;Ya-Fu Cheng, 2008.12, 'The Application of Reverse Mortgages in Aging Society/台灣風險與保險學會第二屆年會暨國際學術研討會議程,國立高雄第一科技大學,高雄。, ' 台灣風險與保險學會第二屆年會暨國際學術研討會議程,國立高雄第一科技大學,高雄。.
  • 3. Yang, Sharon S.;Jack C. Yue;Hong-Chih Huang, 2008.10, 'Modeling Longevity Risk: An Empirical Study and Applications/ Risk Seminar, National Chengchi University., ' Risk Seminar, National Chengchi University..
  • 黃泓智;Yung-Tsung Lee, 2008.09, 'Optimal Asset Allocation Incorporating Longevity Risk in Defined Contribution Pension Plans/The 4th International Longevity Risk and Capital Markets Solutions Conference, Amsterdam., ' The 4th International Longevity Risk and Capital Markets Solutions Conference, Amsterdam..
  • 5. Yang, Sharon S.;Jack C. Yue;Hong-Chih Huang, 2008.09, 'Modeling Longevity Risk: An Empirical Study/ The 4th International Longevity Risk and Capital Markets Solutions Conference, Amsterdam., ' The 4th International Longevity Risk and Capital Markets Solutions Conference, Amsterdam..
  • Yang, Sharo Yang, Sharon S.;Hong-Chih Huang;Yung-Tsung Lee, 2008.07, 'Managing Longevity Risk via Optimal Asset Allocation Strategy under a Defined Contribution Pension Plan/12th APRIA ANNUAL CONFERENCE, SYDNEY ., ' 12th APRIA ANNUAL CONFERENCE, SYDNEY.
  • Jack C. Yue;Yang, Sharon S.;Hong-Chih Huang, 2008.01, 'Lee-Carter Model with Jumps, "Living to 100: Survival to Advanced Ages" Symposia /Society of Actuaries, Florida, USA. (Funding by Society of Actuaries)(The 2008 living to 100 and Beyond Symposium on line monograph.), ' Society of Actuaries, Florida, USA. (Funding by Society of Actuaries)(The 2008 living to 100 and Beyond Symposium on line monograph.).
  • 黃泓智;李永琮, 2007.12, '利率型保單之投資策略與獲利分析/台灣風險與保險學會成立大會暨第一屆學術研討會,台中。, ' 台灣風險與保險學會成立大會暨第一屆學術研討會,台中。.
  • 8. Huang, H.C., 2007.09, 'The Application of Reverse Mortgages in Aging Society / Policy and private old-age security arrangements in Asia and Europe, the Netherland., ' Policy and private old-age security arrangements in Asia and Europe, the Netherland..
  • Chen, L-C;Huang, H.C., 2007.09, 'How much is adequate for retirement? It is determined by social status/Policy and private old-age security arrangements in Asia and Europe, the Netherland., ' Policy and private old-age security arrangements in Asia and Europe, the Netherland..
  • Huang, H.C.;Lee, Yung-Tsung,, 2007.07, 'Optimal Multi-Period Asset Allocation for Life Insurance Policies/ 11th International Congress on Insurance: Mathematics and Economics, Greece., ' 11th International Congress on Insurance: Mathematics and Economics, Greece..(SSCI)
  • Huang, H.C.;Hwang, Y-W., 2007.07, 'Extending the Logistic Model for Mortality Forecasting and the Application of Mortality-Linked Securities/11th International Congress on Insurance: Mathematics and Economics, Greece., ' 11th International Congress on Insurance: Mathematics and Economics, Greece..(SSCI)
  • Huang, H.C.;Lee, Yung-Tsung,, 2007.07, 'Optimal Investment Strategy for Life Insurance Reserves/11th APRIA Annual Conference, Taipei., ' 11th APRIA Annual Conference, Taipei..
  • Huang, H-C.;Sharon S. Yang;Jennifer L. Wang;Jeff T. Tsai, 2007.07, 'An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach/The 3rd longevity Symposium., Taipei, Taiwan., ' The 3rd longevity Symposium., Taipei, Taiwan..
  • Huang, H.C.;Lee, Yung-Tsung, 2006.08, ' Longevity Risk and Optimal Asset Allocation for a Defined Contribution Pension Plan/Asia-Pacific Risk Management and Insurance Association, 10th Annual Conference, Tokyo., ' Asia-Pacific Risk Management and Insurance Association, 10th Annual Conference, Tokyo..
  • 黃泓智;林昆亭, 2006.06, '確定提撥制下退休基金之最適提撥率與最適資產配置/The Sixth Risk Management Theory Seminar, National Cheng-Chi Univeristy, Taipei.。, ' The Sixth Risk Management Theory Seminar, National Cheng-Chi Univeristy, Taipei..
  • 楊曉文;黃泓智;黃麗容, 2006.06, '投資策略、清償能力與分紅保單公平定價之研究/The Sixth Risk Management Theory Seminar, National Cheng-Chi Univeristy, Taipei.。, ' The Sixth Risk Management Theory Seminar, National Cheng-Chi Univeristy, Taipei..
  • 黃泓智;余清祥;楊曉文;許鳴遠, 2006.05, '台灣人口死亡率模型之探討:Reduction Factor 模型的實證研究/2006年臺灣人口學會學術研討會「二十一世紀的臺灣人口與社會發展」,政治大學,台北。, ' 2006年臺灣人口學會學術研討會「二十一世紀的臺灣人口與社會發展」,政治大學,台北。.
  • 楊曉文;余清祥;黃泓智;何正羽, 2006.05, '高齡人口Gompertz死亡率推估模型之建構與應用/2006年臺灣人口學會學術研討會「二十一世紀的臺灣人口與社會發展」,政治大學,台北。, ' 2006年臺灣人口學會學術研討會「二十一世紀的臺灣人口與社會發展」, 政治大學,台北.
  • Huang, H-C;Hsieh, M-H;Liu, C-C, 2005, 'A Generalized Least Square Formulation for Multi-period Optimization of Asset Allocation/ The Fifth Risk Management Theory Seminar, National Cheng-Chi Univeristy, Taipei., ' The Fifth Risk Management Theory Seminar, National Cheng-Chi Univeristy, Taipei..
  • Yang, Sharon S.;Huang, H-C, 2005, 'Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plan Incorporating Longevity Risk/ Risk Management and Insurance Conference, The Fifth Risk Management Theory Seminar, National Cheng-Chi Univeristy, Taipei., ' Risk Management and Insurance Conference, The Fifth Risk Management Theory Seminar, National Cheng-Chi Univeristy, Taipei..
  • 黃泓智;余清祥;劉明昌, 2004, '台灣地區重大傷病醫療費用推估, ' 人口統計學會研討會.
  • 黃泓智, 2004, 'A Theoretical Approach of the Multi-Period Matching of Assets to Liabilities, ' 風險管理研討會, 政治大學.
  • 黃泓智, 2003, '癌症醫療費用之探討, ' 台灣智慧科技與應用統計研討會, ..
  • 黃泓智, 2002.12, 'Dynamic Hedging for the Liabilities with Guarantee, ' International Conference on Applied statistics, Actuarial science and Financial Mathematics.
  • 黃泓智, 2002, 'Valuation and Hedging for LPI Liabilities, ' 6th International Congress on Insurance: Mathematics Economics, ISEQ.
  • 黃泓智, 2001, 'More on the Control of Pension Funds:Optimal Contribution andAsset Strategies, ' 5th International Congress on Insurance:Mathematics and Economics Institute of Actuarial Science, Penn State University.
  • 黃泓智, 2001, 'Hedging for Limited Price Indexation (LPI) Liability, ' 風險管理與保險國際學術研討會, 政治大學.
  • 黃泓智, 1999.07, 'Optimal Control of Stochastic Pension Funds Modeling, ' 3rd International Congress on Insurance: Mathematics and Economics Institute of Actuarial Science, City University.
  • 黃泓智, 1999.03, 'Stochastic Pension Fund Modeling, ' 22nd Research Student Conference, Bristol University.
  • 黃泓智*, 2009, '國民年金費率精算與財務分析, ' 勞保局.(*為通訊作者)
  • 黃泓智*, 2008, '高齡社會的來臨:為2025年的台灣社會規劃之整合研究--退休前與退休後之理財規劃與退休準備, ' 行政院國家科學委員會.(*為通訊作者)
  • 黃泓智*, 2008, '因應退休準備之投資策略的探討, ' 行政院國家科學委員會.(*為通訊作者)
  • 黃泓智*, 2006, '高齡社會之財富適足性與退休財務規劃之研究, ' 行政院國家科學委員會.(*為通訊作者)
  • 黃泓智*, 2005, '確定提撥制下之最佳資產配置及風險控管, ' 行政院國家科學委員會.(*為通訊作者)
  • 黃泓智, 2004.06, '公務人員退休制度兼採節約儲蓄制之可行性研究, ' 銓敘部退撫司.
  • 黃泓智;楊曉文, 2003.08, '重大傷病醫療費用之推估, ' 國科會.
  • 黃泓智, 2002.08, '計量財務與精算統計之合作推廣案, ' 中央研究院統計科學研究所與國內大學學術交流合作計劃.
  • 黃泓智, 2002, '附加年金制破產風險極小化及最適提撥率之探討, ' 國科會.
  • 黃泓智;張士傑;蔡政憲, 2001.08, '全民健康保險費率精算之研究, ' 中央健康保險局.
  • 黃泓智;楊曉文, 2001.08, '因應保險和退休金相關之負債的投資避險策略, ' 國科會.

研究計畫

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