Jason TSAI
Status Full-time
Name Jason TSAI
Email
Office Tel No. 81240
Job Title Professor
Teaching Field 保險財務管理
Title director
Unit Dept. of Risk Management and Insurance
Year Paper Title
2024 Hsiao-Tzu Huang*;Yawen Hwang*;Linus Fang-Shu Chan;Chenghsien Jason Tsai, 2024.08, 'Value-enhancing modeling of surrenders and lapses, ' Insurance: Mathematics and Economics, Vol.119, pp.48-63.(SSCI)(*為通訊作者), vol. 126636, Aug. 2024
2023 Fang-Wen Huang;Hsiao-Tzu Huang*;Chenghsien Jason Tsai, 2023.03, 'Mitigating the Mortality Risk of the Life Insurance Company through Intra-Product Hedging, ' Journal of Financial Studies,.(TSSCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 104788, Mar. 2023
2022 Ko-Lun Kung;Richard D. MacMinn*;Weiyu Kuo;Chenghsien Jason Tsai, 2022.03, 'Multi-population Mortality Modeling: When the Data is Too Much and Not Enough, ' Insurance: Mathematics and Economics, Vol.103, pp.41-55.(SSCI, SCIE)(*為通訊作者), vol. 434436, Mar. 2022
2021 Yawen Hwang;Linus Fang-Shu Chan;Chenghsien Jason Tsai*, 2021.10, 'On Voluntary Terminations of Life Insurance: Differentiating Surrender Propensity from Lapse Propensity across Product Types, ' North American Actuarial Journal,.(ESCI)(*為通訊作者)(本論著未刊登但已被接受), vol. 434258, Oct. 2021
2021 Ko-Lun Kung;Ming-Hua Hsieh;Jin-Lung Peng;Chenghsien Jason Tsai*;Jennifer L. Wang, 2021.09, 'Explaining the Risk Premiums of Life Settlements, ' Pacific-Basin Finance Journal, Vol.68, pp.101574.(SSCI)(*為通訊作者), vol. 434257, Sep. 2021
2021 Loisel, Stéphane;Piette, Pierrick;Chenghsien Jason Tsai*, 2021.09, 'Applying Economic Measures to Lapse Risk Management with Machine Learning Approaches, ' ASTIN Bulletin, Vol.51, No.3, pp.839-871.(SSCI, SCIE)(*為通訊作者), vol. 430519, Sep. 2021
2021 詹芳書;彭金隆*;蔡政憲, 2021.08, '實施IFRS 9與IFRS 17對我國壽險業監理與經營影響之分析, ' NTU Management Review, Vol.31, No.2, pp.29-62.(TSSCI)(*為通訊作者), vol. 434302, Aug. 2021
2021 Yi-Hsi Lee;Ming-Hua Hsieh;Weiyu Kuo;Chenghsien Jason Tsai*, 2021.08, 'How can an Economic Scenario Generation Model Cope with Abrupt Changes in Financial Markets?, ' China Finance Review International, Vol.11, No.3, pp.372-405.(ESCI)(*為通訊作者), vol. 434256, Aug. 2021
2020 Hsieh, Ming-Hua;Chenghsien Jason Tsai;Jennifer L. Wang*, 2020.01, 'Mortality Risk Management under the Factor Copula Framework - with Applications to Insurance Policy Pools, ' North American Actuarial Journal, Vol.25, No.S1, pp.S119-S131.(ESCI)(*為通訊作者), vol. 434303, Jan. 2020
2019 Chiu, Yu-Fen;Ming-Hua Hsieh*;Chenghsien Jason Tsai, 2019.12, 'Valuation and Analysis on Complex Equity Indexed Annuities, ' Pacific-Basin Finance Journal, Vol.57, pp.1-15.(SSCI)(*為通訊作者), vol. 426216, Dec. 2019
2016 黃孝慈;宮可倫*;郭維裕;蔡政憲, 2016.12, 'A Curve-Fitting Approach to Modeling and Projecting Global Mortality Rates, ' 經濟論文, Vol.44, No.4, pp.537-578.(TSSCI)(*為通訊作者), vol. 416736, Dec. 2016
2014 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), vol. 409455, Mar. 2014
2014 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), vol. 403840, Jan. 2014
2012 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), vol. 381280, Sep. 2012
2012 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), vol. 381281, Mar. 2012
2012 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), vol. 381279, Mar. 2012
2011 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), vol. 381282, Sep. 2011
2011 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), vol. 320064, Apr. 2011
2010 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), vol. 316345, Nov. 2010
2010 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), vol. 340637, May. 2010
2010 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., vol. 316348, May. 2010
2010 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), vol. 316351, 2010
2010 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), vol. 316350, 2010
2010 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), vol. 316349, 2010
2009 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), vol. 267710, Dec. 2009
2009 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), vol. 251538, Jun. 2009
2008 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), vol. 329899, 2008
2006 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), vol. 340645, Dec. 2006
2006 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), vol. 214225, Dec. 2006
2005 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), vol. 197063, 2005
2005 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., vol. 196678, 2005
2003 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), vol. 147235, 2003
2003 蔡政憲;Wei-Kuang Chen;Chris Chan, 2003, 'On the Distribution of Life InsurancReserves in a Stochastic Mortality, Interest Rate, and Lapse Rate Environment, ' 證券市場發展季刊, Vol.0, No.15, pp.1-30.(TSSCI), vol. 147234, 2003
2003 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), vol. 147233, 2003
2002 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., vol. 144976, 2002
2002 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., vol. 144975, 2002
2002 蔡政憲;廖詩芸, 2002, '台灣產險業資本要求有效性之模擬研究, ' 保險專刊, Vol.18, No.2, pp.113-130., vol. 144974, 2002
2002 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., vol. 144972, 2002
2002 蔡政憲;Weiyu Kuo;Wei-Kuang Chen, 2002, 'Early Surrender and the Distribution of Policy Reserves, Insurance:, ' Mathematics, and Economics, Vol.0, No.31, pp.429-445.(SCIE), vol. 144971, 2002
2001 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., vol. 147236, 2001
2000 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., vol. 147237, 2000
Project Category Year Project Title Participator Job Title Period Unit
MOST Projects 111 人壽保險解約脫退之研究：終止率曲線模型、利變與投資型商品、美國壽險公司(3/3) TSAI CHENG-HSIEN Principal Investigator 2024.08 ~ 2025.07 National Science and Technology Council
Other Projects 113 私募債權對保險業資產負債管理之效益—國際趨勢與在地挑戰 HSIEH MING-HUA,TSAI CHENG-HSIEN,WANG LI-LING 2024.07 ~ 2025.01
Other Projects 113 「IFRS17與ICS下台灣壽險業的資產負債管理以及管理系統的建置」研究案 HSIEH MING-HUA,TSAI CHENG-HSIEN,WANG LI-LING,PENG JIN-LUNG 2024.05 ~ 2024.12
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
MOST Projects 111 人壽保險解約脫退之研究：終止率曲線模型、利變與投資型商品、美國壽險公司(2/3) TSAI CHENG-HSIEN Principal Investigator 2023.08 ~ 2024.07 National Science and Technology Council
Other Projects 112 國際高等人力培訓外籍生獎學金計畫-第23屆國際經營管理英語碩士學位學程 TSAI CHENG-HSIEN Principal Investigator 2023.08 ~ 2025.07
Other Projects 112 壽險業的經營挑戰分析~清償能力制度變革對我國壽險業發展之影響 PENG JIN-LUNG,TSAI CHENG-HSIEN,LIN SHIH-KUEI 2023.05 ~ 2024.04
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 2023.01 ~ 2023.08
MOST Projects 111 人壽保險解約脫退之研究：終止率曲線模型、利變與投資型商品、美國壽險公司(1/3) TSAI CHENG-HSIEN Principal Investigator 2022.08 ~ 2023.07 National Science and Technology Council
Other Projects 111 國際高等人力培訓外籍生獎學金計畫(第22屆) TSAI CHENG-HSIEN Principal Investigator 2022.08 ~ 2024.07
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 2021.12 ~ 2022.06
MOST Projects 108 人壽保險解約與脫退行為之研究(3/3) TSAI CHENG-HSIEN Principal Investigator 2021.08 ~ 2022.12 National Science and Technology Council
Other Projects 109 ICS2.0與SAS SolvencyⅡ的差異分析報告 TSAI CHENG-HSIEN,HSIEH MING-HUA Principal Investigator 2020.12 ~ 2021.06
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 2020.12 ~ 2021.05
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. 2020.10 ~ 2021.06
MOST Projects 108 人壽保險解約與脫退行為之研究(2/3) TSAI CHENG-HSIEN Principal Investigator 2020.08 ~ 2022.12 National Science and Technology Council
MOST Projects 109 新興科技創新營運模式-金融科技創新營運研究中心設立與維運計畫(4/4) WANG LI-LING,WANG WEN-YING,TSAI CHENG-HSIEN,CHEN KUNG,PENG JIN-LUNG,TANG KWEI,SU WEI-CHIEH,LEE CHIA-LIN,CHIOU JYH-SHEN,CHIOU JYH-SHEN,BEI LIEN-TI,SENG JIA-LANG,WU ANNE 2020.06 ~ 2021.05 National Science and Technology Council
Other Projects 108 國際財務報導準則IFRS17號公報下壽險業的商品策略分析研究案 HUANG HONG-CHIH,TSAI CHENG-HSIEN,PENG JIN-LUNG,YANG SHARON S. 2019.08 ~ 2020.03
MOST Projects 108 人壽保險解約與脫退行為之研究(1/3) TSAI CHENG-HSIEN Principal Investigator 2019.08 ~ 2022.12 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 2019.07 ~ 2019.12
MOST Projects 108 新興科技創新營運模式-金融科技創新營運研究中心設立與維運計畫-總計畫及子計畫四(3/4) WANG LI-LING,WANG WEN-YING,TSAI CHENG-HSIEN,CHEN KUNG,PENG JIN-LUNG,TANG KWEI,SU WEI-CHIEH,LEE CHIA-LIN,CHIOU JYH-SHEN,BEI LIEN-TI,SENG JIA-LANG,WU ANNE 2019.06 ~ 2020.08 National Science and Technology Council
Other Projects 108 會計制度變革(IFRS9、IFERS17)對我國金融保險業債務投資工具之影響研究 PENG JIN-LUNG,TSAI CHENG-HSIEN 2019.05 ~ 2020.05
MOST Projects 105 建立內部模型管理壽險公司的死亡率風險(3/3) TSAI CHENG-HSIEN Principal Investigator 2018.08 ~ 2019.10 National Science and Technology Council
Other Projects 107 保險業避險基金投資風險與監理 HUANG HONG-CHIH,TSAI CHENG-HSIEN,PENG JIN-LUNG 2018.07 ~ 2019.02
Other Projects 107 我國發展結合農漁業保險之天氣期貨交易契約可行性研究 TSAI CHENG-HSIEN,LIN SHIH-KUEI,LIN JAN-JUY Principal Investigator 2018.04 ~ 2018.10
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 Principal Investigator 2018.03 ~ 2018.05
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 2017.08 ~ 2018.12
Other Projects 106 How to allocate different risk to different PE HUANG HONG-CHIH,TSAI CHENG-HSIEN,PENG JIN-LUNG 2017.08 ~ 2018.04
MOST Projects 105 建立內部模型管理壽險公司的死亡率風險(2/3) TSAI CHENG-HSIEN,TSAI CHENG-HSIEN Principal Investigator 2017.08 ~ 2019.10 National Science and Technology Council
Other Projects 106 保險安定基金之提撥、合理規模、運用與管理之研究 PENG JIN-LUNG,TSAI CHENG-HSIEN 2017.06 ~ 2018.04
MOST Projects 106 新興科技創新營運模式-金融科技創新營運研究中心設立與維運計畫-子計畫三(1/4) WANG LI-LING,TSAI CHENG-HSIEN,WANG LI-LING 2017.06 ~ 2018.05 National Science and Technology Council
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
MOST Projects 106 建立內部模型管理壽險公司的死亡率風險(延攬) TSAI CHENG-HSIEN Principal Investigator 2017.01 ~ 2017.07 National Science and Technology Council
Other Projects 105 因應IFRS9與IFRS4下保險公司資產配置未來趨勢 HUANG HONG-CHIH,WANG LI-LING,PENG JIN-LUNG,TSAI CHENG-HSIEN 2016.08 ~ 2017.04
MOST Projects 105 建立內部模型管理壽險公司的死亡率風險(1/3) TSAI CHENG-HSIEN Principal Investigator 2016.08 ~ 2019.10 National Science and Technology Council
Other Projects 104 強化保險業國外投資之匯率風險管理與監理機制 TSAI CHENG-HSIEN,LIN JAN-JUY,PENG JIN-LUNG Principal Investigator 2015.12 ~ 2016.12
Other Projects 104 台灣保險業新投資工具及其監理規範之研究 HUANG HONG-CHIH,PENG JIN-LUNG,TSAI CHENG-HSIEN 2015.09 ~ 2016.04
MOST Projects 102 跨國死亡率模型之建構(3/3) TSAI CHENG-HSIEN Principal Investigator 2015.08 ~ 2016.07 National Science and Technology Council
MOST Projects 102 跨國死亡率模型之建構(2/3) TSAI CHENG-HSIEN Principal Investigator 2014.08 ~ 2015.07 National Science and Technology Council
Other Projects 103 台灣保險業投資風險及其監理規範配適之研究 TSAI CHENG-HSIEN,PENG JIN-LUNG Principal Investigator 2014.06 ~ 2015.04
Other Projects 103 計算與運用經濟資本 TSAI CHENG-HSIEN,KUO WEIYU,KUO WEIYU,CHEN WEI-KUANG,CHEN WEI-KUANG Principal Investigator 2014.04 ~ 2014.10
Other Projects 103 風險與保險研究中心活動補助案 HUANG HONG-CHIH,TSAI CHENG-HSIEN Principal Investigator 2014.03 ~ 2015.02
Other Projects 102 風險與保險研究中心活動補助案 HUANG HONG-CHIH,TSAI CHENG-HSIEN Principal Investigator 2013.08 ~ 2014.08
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 Principal Investigator 2013.08 ~ 2014.01
MOST Projects 102 跨國死亡率模型之建構(1/3) TSAI CHENG-HSIEN Principal Investigator 2013.08 ~ 2014.07 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 Principal Investigator 2013.07 ~ 2013.12
Other Projects 102 提升投資風險之策略性風險管理 TSAI CHENG-HSIEN,KUO WEIYU,KUO WEIYU,CHEN WEI-KUANG,CHEN WEI-KUANG Principal Investigator 2013.06 ~ 2013.10
MOST Projects 99 精算與財務方法在壽險保單定價、準備金估計、以及風險管理之運用(3/3) TSAI CHENG-HSIEN Principal Investigator 2012.08 ~ 2013.10 National Science and Technology Council
Other Projects 100 Managing the Natural Catastrophe Risks of Taiwan by Government Budget Insurance-Phase II(臺灣天然巨災風險管理-政府預算保險(第二階段) TSAI CHENG-HSIEN,PENG JIN-LUNG Principal Investigator 2011.10 ~ 2012.06
MOST Projects 99 精算與財務方法在壽險保單定價、準備金估計、以及風險管理之運用(2/3) TSAI CHENG-HSIEN 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 Principal Investigator 2011.06 ~ 2012.02
MOST Projects 100 當代中國商管議題之整合研究-子計畫七：中國金融保險業經營管理策略研究（1/3） WANG LI-LING,TSAI CHENG-HSIEN 2011.01 ~ 2011.12 National Science and Technology Council
MOST Projects 99 精算與財務方法在壽險保單定價、準備金估計、以及風險管理之運用(延攬) TSAI CHENG-HSIEN Principal Investigator 2010.08 ~ 2011.07 National Science and Technology Council
MOST Projects 99 精算與財務方法在壽險保單定價、準備金估計、以及風險管理之運用(1/3) TSAI CHENG-HSIEN Principal Investigator 2010.08 ~ 2011.07 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 2010.05 ~ 2011.06
Other Projects 99 Managing the Natural Catastrophe Risks of Taiwan by Government Budget Insurance LIN JAN-JUY,TSAI CHENG-HSIEN 2010.02 ~ 2010.07
MOST Projects 96 模擬最佳化在壽險公司經營管理的運用(3/3) TSAI CHENG-HSIEN,CHEN CHUEN-LUNG Principal Investigator 2009.08 ~ 2010.07 National Science and Technology Council
MOST Projects 96 模擬最佳化在壽險公司經營管理的運用(2/3) TSAI CHENG-HSIEN,CHEN CHUEN-LUNG Principal Investigator 2008.08 ~ 2009.07 National Science and Technology Council
MOST Projects 96 模擬最佳化在壽險公司經營管理的運用(1/3) TSAI CHENG-HSIEN,CHEN CHUEN-LUNG 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 Principal Investigator 2007.04 ~ 2008.02
MOST Projects 95 動態財務分析與模擬最佳化在產險公司的應用（2/2） TSAI CHENG-HSIEN,CHEN CHUEN-LUNG Principal Investigator 2006.07 ~ 2007.07 National Science and Technology Council
Other Projects 95 核能電廠重大異常事件損害成本與社會成本之評估 TSAI CHENG-HSIEN Principal Investigator 2006.05 ~ 2007.03
Other Projects 95 以巨災權益賣權、巨災交換及衍生性商品之保險期貨、GCCI巨災選擇權等新財物工具移轉災害風險之研究 LIN JAN-JUY,TSAI CHENG-HSIEN,CHOW HSING-YI,WANG LI-LING 2006.03 ~ 2006.11
Other Projects 94 台灣保險監理之利率模型系統 TSAI CHENG-HSIEN,CHANG SHIH-CHIEH,KUO WEIYU Principal Investigator 2005.11 ~ 2006.09
MOST Projects 94 管理一學門財務領域重點研究議題規劃 TSAI CHENG-HSIEN,CHANG YUAN-CHEN 2005.10 ~ 2006.07 National Science and Technology Council
MOST Projects 94 動態財務分析與模擬最佳化在產險公司的應用(1/2) TSAI CHENG-HSIEN,CHEN CHUEN-LUNG Principal Investigator 2005.06 ~ 2006.08 National Science and Technology Council
MOST Projects 93 在利率敏感型解約行為下之壽險責任準備金的實質存續期間 TSAI CHENG-HSIEN 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 2004.06 ~ 2004.10 National Science and Technology Council
Other Projects 92 期貨市場交割結算基金總額計算方式之研究 CHEN WEI-KUANG,TSAI CHENG-HSIEN,KUO WEIYU 2003.09 ~ 2004.02
MOST Projects 92 分紅保單之實質存續期間 TSAI CHENG-HSIEN Principal Investigator 2003.08 ~ 2004.07
MOST Projects 91 模擬分析，情境分析，資本適足率，與風險基礎資本破產預警能力之實證分析 TSAI CHENG-HSIEN Principal Investigator 2002.08 ~ 2003.10 National Science and Technology Council
MOST Projects 90 共變矩陣在產險業資本要求的重要性 TSAI CHENG-HSIEN Principal Investigator 2001.08 ~ 2002.07
MOST Projects 89 多險種壽險公司準備金之涉險值 TSAI CHENG-HSIEN Principal Investigator 2000.08 ~ 2001.07
MOST Projects 89 保險財務監理有效性之模擬測試 TSAI CHENG-HSIEN Principal Investigator 1999.08 ~ 2000.07 National Science and Technology Council
Country School Name Department Degree Duration
U.S.A. Georgia State University Risk Management and Insurance 博士 1994.06 ~ 1998.08
U.S.A. 美國喬治亞州立大學 精算研究所 碩士 1997.03 ~ 1998.03
U.S.A. 美國卡耐基美隆大學 企業管理(學)系 碩士 1992.08 ~ 1994.05
TAIWAN, REPUBLIC OF CHINA 國立臺灣大學 財務金融(學)系 學士 1986.10 ~ 1990.06
Experience Category Organization Title Department Job Title Duration
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2020.08 ~ Up to today
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2016.08 ~ 2020.02
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2013.01 ~ 2016.02
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 教授 2010.08 ~ 2013.01
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 副教授 2008.07 ~ 2010.08
Current NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 助理教授 1998.08 ~ 2003.02
Part Time NATIONAL CHENGCHI UNIVERSITY International Master of Business Administration 學程主任 2024.08 ~ 2025.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 系主任 2024.08 ~ 2025.07
Part Time NATIONAL CHENGCHI UNIVERSITY International Master of Business Administration 學程主任 2023.08 ~ 2024.07
Part Time NATIONAL CHENGCHI UNIVERSITY Department of Risk Management and Insurance 系主任 2023.08 ~ 2024.07
Experience 風險管理學報 副主編
Honor Category Year Award Name Awarding Unit
Inside School 107 資深優良教師(20年) 國立政治大學
Inside School 97 學術研究成果國際化優等研究獎 政治大學
Inside School 97 資深優良教師(10年) 國立政治大學
Inside School 93 學術研究成果國際化優等研究獎 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 87 國科會甲種研究獎勵 科技部(國科會)
Year Paper Title
2015 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., Dec. 2015
2015 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.., Aug. 2015
2014 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., Sep. 2014
2014 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), Aug. 2014
2013 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), Dec. 2013
2013 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), Apr. 2013
2012 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), Aug. 2012
2011 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), Sep. 2011
2011 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), Sep. 2011
2009 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., 2009
2009 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., 2009
2009 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., 2009
2009 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., 2009
2009 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., 2009
2008 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., 2008
2008 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., 2008
2008 Chiu, Yu-Fen;謝明華;蔡政憲, 2008, 'Valuation of Ratchet Equity-Indexed Annuities, ' American Risk and Insurance Association Annual Meeting., 2008
2006 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., 2006
2005 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., 2005
2005 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., 2005
2004 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., 2004
2004 Tsai, Chenghsien, 2004, 'The Impact of Surrender Options on the Durations of Policy Reserves, ' FAPARMO and RMST International Risk and Insurance Management Conference., 2004
2003 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., 2003
2003 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., 2003
2003 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., 2003
2003 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., 2003
2002 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., 2002
2002 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., 2002
2002 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,., 2002
2002 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., 2002
2002 蔡政憲;Hsien-Chan Ho;Chih-Hua Tsou, 2002, 'Duration Analysis on Life Insurance Policies, The Third Risk Management Theory Seminar, ' The Third Risk Management Theory Seminar, National Chengchi University., 2002
2002 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., 2002
2001 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., 2001
2001 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., 2001
2001 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., 2001
2000 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., 2000
2000 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., 2000
2000 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., 2000
2000 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., 2000
2000 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., 2000
2000 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., 2000
2000 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., 2000
1999 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., 1999
1999 蔡政憲;Liao, Shih-Yun, 1999, 'Simulation Tests on the Effectiveness of Insurance Solvency Regulation, ' American Risk and Insurance Association Annual Meeting., 1999
1999 蔡政憲;Phillips, Richard D., 1999, 'Random Premium Insurance Contracts: Theory and Empirical Evidence, ' American Risk and Insurance Association Annual Meeting., 1999
Year Research Title Publish Date Authors
2002 蔡政憲, 2002, '分紅保單之實質存續期間, ' 國科會.
蔡政憲, '多險種壽險公司準備金之涉險值, ' 國科會. 2024-11-01
蔡政憲, '保險財務監理有效姓之模擬測試, ' 國科會. 2024-11-01
蔡政憲, '共變矩陣在產險業資本要求的重要性, ' 國科會. 2024-11-01