師資陣容

謝明華

謝明華

副教授

風險管理與保險學系

  • 電話
    86619400
  • 分機
    29393091 #81236
  • E-Mail
    mhsieh@nccu.edu.tw
  • 研究專長
    保險監理、風險管理、衍生性金融商品、蒙地卡羅模擬。

學歷

  • 美國史丹福大學作業研究博士
  • 美國史丹福大學統計學系碩士
  • 美國史丹福大學作業研究碩士
  • 國立臺灣大學資訊工程學系碩士

個人著作

  • 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,.(SCI)(本論著未刊登但已被接受)
  • 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)
  • 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.
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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).
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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.
  • 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).
  • 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.
  • 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.
  • 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.
  • 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.
  • 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.

研究計畫

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