2024 |
张士杰;宣葳*;李彦宽;曾毓英, 2024.09, 'Evaluating the Efficiency of Capital Enhancement and Investment Constraints in Life Insurance Supervision, ' Asia-Pacific Journal of Risk and Insurance, Vol.18, No.2, pp.1-27.(ProQuest, EconLit)(*为通讯作者), vol. 126884, Sep. 2024 |
2022 |
廖士杰*;张士杰;郑宗记, 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)(*为通讯作者), vol. 437801, Jun. 2022 |
2021 |
杜昌烨*;张士杰, 2021.12, '国际板债券之再投资 风险估计, ' 证券市场发展季刊, Vol.33, No.4, pp.77-102.(TSSCI)(*为通讯作者), vol. 432590, Dec. 2021 |
2021 |
许永明*;陈瑞祥;张士杰, 2021.09, '采行风险基础资本制 与核保绩效:台湾财产保险业的实证结果, ' 证券市场发展季刊, Vol.33, No.3, pp.83-120.(TSSCI)(*为通讯作者), vol. 432591, Sep. 2021 |
2021 |
廖士杰*;张士杰;郑宗记, 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)(*为通讯作者), vol. 432589, Aug. 2021 |
2020 |
张士杰*;李彦宽, 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)(*为通讯作者), vol. 430633, Jun. 2020 |
2020 |
张士杰*;廖士杰;陈怡儒, 2020.01, '指数型保险于再生能源风险管理之运用: 台湾离岸风力发电第26号潜力场址, ' 保险专刊, Vol.36, No.1, pp.1-23.(*为通讯作者), vol. 430635, Jan. 2020 |
2019 |
张士杰*;李彦宽;宣威;杜昌烨, 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)(*为通讯作者), vol. 430631, Jun. 2019 |
2018 |
张士杰*;廖士杰;柯廷汉, 2018.06, '指数型保险对再生能源风险管理之应用:以太阳能辐射发电为例, ' 风管学报, Vol.20, No.1, pp.50-76.(*为通讯作者), vol. 430636, Jun. 2018 |
2018 |
张士杰*;黄雅文;洪锐棋;曾暐筑, 2018.04, '人寿保险公司之风险及清偿能力评估: 检视利率变动型人寿保险, ' 管理学报, Vol.35, No.3, pp.333-354.(TSSCI)(*为通讯作者), vol. 430637, Apr. 2018 |
2016 |
张士杰, 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 |
黄雅文;张士杰;吴仰哲*, 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.(*为通讯作者), vol. 419981, Jun. 2015 |
2013 |
黄雅文*;张士杰;蔡汉璁, 2013.07, 'Downside Risk Control in a Continuous-Time Portfolio Management, ' Asia Pacific Journal of Financial Studies, Vol.0, No.0, pp.0.(SSCI)(*为通讯作者), vol. 395840, Jul. 2013 |
2013 |
杨尚颖*;黄雅文;张士杰, 2013.06, 'The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance, ' North American Actuarial Journal, Vol.16, No.4, pp.513-523.(*为通讯作者), vol. 419982, Jun. 2013 |
2008 |
张士杰;黄雅文, 2008, 'Non-Myopic Portfolio Choice with Minimum Guarantees, ' 证券市场发展季刊, No.21.(TSSCI), vol. 253480, 2008 |
2008 |
张士杰;黄雅文;詹淑卿, 2008, '产物保险公司之核保绩效:1999-2003台湾市场之实证分析, ' 保险实务与制度, Vol.7, No.1, pp.1-19., vol. 253479, 2008 |
2008 |
张士杰;吕旺坤;黄雅文, 2008, '中国大陆人寿保险公司之股权结构与经营效率分析, ' 保险学报, No.4, pp.155-180., vol. 253478, 2008 |
2007 |
张士杰;黄雅文;萱葳, 2007, 'Revisit the Cross-Country Asset Allocation In Long-Term Portfolio Choice, ' 中国统计学报, No.45, pp.254-282., vol. 253477, 2007 |
2007 |
张士杰;Yi-Feng Li, 2007, 'Controlling the Shortfall Risks in Dynamic Asset Allocation, ' 证券市场发展季刊, 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 |
张士杰;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 |
张士杰;许玉蕙, 2005, '投资型态人寿保险之风险承担价差, ' 保险学报, No.2, pp.45-73., vol. 253474, 2005 |
2004 |
张士杰;黄美慧, 2004, '保险公司之最适盈馀分布:模型与实务 Optimal surplus Distribution for Insurance Companies:Model and Practice, ' 保险学报, Vol.1, pp.149-174., vol. 178010, 2004 |
2004 |
张士杰;李意丰, 2004, '退休基金之最适投资决策Ootimal Portfolio Decisions in Pension Fund Mangement, ' 管理学报, 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 |
杜昌烨;邓益俗, 2003, '长期基金之避险与套利行为, ' 保险专刊, Vol.19, No.1, pp.1-21., vol. 178008, 2003 |
2003 |
张士杰*;田嘉蓉;陈奕求, 2003, '投资连结保险之动态避险与内在风险:评估方法与应用, ' 风险管理学报, Vol.5, No.1, pp.25-44.(*为通讯作者), 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)(*为通讯作者), vol. 178002, 2002 |
2001 |
张士杰;陈绛珠, 2001, '企业退休基金之多期最适提拨与资产配置, ' 管理评论, Vol.20, No.3, pp.21-52.(TSSCI), vol. 153173, 2001 |
2000 |
张士杰, 2000, '评论限额再保险与整合型风险管理, ' 保险学刊, Vol.0, No.60, pp.87-101., vol. 153169, 2000 |
2000 |
张士杰;郑欣怡, 2000, '公务人员退休抚卹基金之评价与长期财务检视, ' 退抚基金季刊, Vol.1, No.1, pp.42-55., vol. 178000, 2000 |
2000 |
张士杰, 2000, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice, Vol.8, No.0, pp.5-42., vol. 153170, 2000 |
2000 |
张士杰;山中康司, 2000, '非传统型式再保险:风险移转方式, ' 核保学报, Vol.0, No.0, pp.61-85., vol. 153167, 2000 |
2000 |
田嘉蓉;山中康司, 2000, '蒙地卡罗方法评估保本型变额保险之利率风险, ' 中国统计学报, Vol.38, No.3, pp.281-296., vol. 177998, 2000 |
2000 |
张士杰, 2000, '应用随机风险控制于退休基金评价, ' 管理学报, Vol.17, No.3.(TSSCI), vol. 177997, 2000 |
1999 |
张士杰, 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 |
张士杰;郭怡馨, 1999, '保本型变额寿险之评论:理论与应用, ' Journal of Risk Management (风险管理学报), Vol.1, No.2, pp.15-40., vol. 153159, 1999 |
1999 |
张士杰;林妙姗, 1999, '确定提拨方式下退休所得的风险评估, ' Journal of Risk Management (风险管理学报), Vol.1, No.0, pp.35-62., vol. 153154, 1999 |
1999 |
张士杰, 1999, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice,., vol. 135953, 1999 |
1999 |
张士杰*, 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)(*为通讯作者), vol. 135951, 1999 |
1999 |
张士杰, 1999, 'Optimal Pension Funding Incorporating Stochastic Simulations and Dynamic Programming, ' Asian Pacific Management Review, Vol.0, No.4, pp.1-12., vol. 153155, 1999 |
1998 |
张士杰, 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 |
张士杰, 1997, '如何计算脱退率, ' 公务人员退辅基金季刊, No.6, pp.51-62., vol. 134375, 1997 |
1997 |
张士杰, 1997, '利用蒙地卡罗马可夫链吉普生抽样方法分析损失分布, ' 寿险季刊, No.104, pp.40-51., vol. 253473, 1997 |
1997 |
张士杰, 1997, '经验贝氏方法估计损失率, ' 保险专刊, No.47, pp.151-161., vol. 253472, 1997 |
1997 |
张士杰, 1997, '以精算财务观点分析台湾公共退休金政策, ' 保险专刊, No.50., vol. 253471, 1997 |
1996 |
张士杰, 1996.09, '可信度理论之分析与实用, '., vol. 130751, Sep. 1996 |
1996 |
张士杰, 1996.09, '多重相依脱退理论的探讨, ' 寿险季刊, No.100, pp.8-20., vol. 130750, Sep. 1996 |
1996 |
张士杰, 1996.09, '数理人口模型之研究, ' 寿险季刊, No.101, pp.69-81., vol. 130749, Sep. 1996 |
1996 |
张士杰;林素华, 1996.09, '可信度理论之探讨, ' 保险专刊, No.45, pp.117-128., vol. 130748, Sep. 1996 |
1996 |
张士杰, 1996.03, '时间因素对台湾人口死亡结构的影响, ' 寿险季刊, No.99, pp.12-25., vol. 130746, Mar. 1996 |
1996 |
张士杰, 1996.03, '简易贝氏方法估计契约损失个数:主观与经验的综合, ' 保险专刊, No.43, pp.160-165., vol. 130745, Mar. 1996 |
1996 |
张士杰, 1996, '应用随机过程分析人寿保险商品, ' 寿险季刊, No.102期, pp.6-16., vol. 134376, 1996 |
1996 |
张士杰, 1996, '不同利率模型下之债券评价分析, ' 保险专刊, No.46, pp.139-150., vol. 132294, 1996 |
1995 |
张士杰, 1995.12, '国内寿险公司资金运用分析:利用多变量Biplot方法, '., vol. 130744, Dec. 1995 |
1995 |
张士杰, 1995.12, '台湾寿险业第三回经验生命表混成参数模型分析, ' No.42, pp.112-118., vol. 130743, Dec. 1995 |
1995 |
张士杰, 1995, '国内寿险公司资金运用分析, ' 寿险季刊, No.98, pp.62-68., vol. 253469, 1995 |
0000 |
张士杰, 0000, '可信度的贝氏理论与应用, ' 陈继尧教授退休论文集,., vol. 134707, 0000 |
0000 |
张士杰, 0000, '经验贝氏方法估计损失率, ' 保险专刊, Vol.47, pp.151-161., vol. 134706, 0000 |
0000 |
张士杰, 0000, '数理人口模型之研究, ' 寿险季刊, No.101期, pp.69-81., vol. 134704, 0000 |
0000 |
张士杰, 0000, '时间因素对台湾人口死亡结构的影响, ' 寿险季刊, No.100期, pp.8-20., vol. 134703, 0000 |
0000 |
张士杰;林素华, 0000, '可信度理论的探讨, ' 保险专刊, Vol.45, pp.117-128., vol. 134702, 0000 |
0000 |
张士杰, 0000, '简易贝氏方法估计契约损失个数:主观与经验的综合, ' 保险专刊, Vol.43, pp.160-165., vol. 134700, 0000 |
|
张士杰;Chenghsien Tsai;Huang Ya-Wen, 'Portfolio Selection in Hedging the Inflation Risk for Long-Term Investors, ' Quantitative Finance,.(SSCI), vol. 253481, Nov. 2024 |