| 2015 |
黃雅文;張士傑;吳仰哲*, 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.(*為通訊作者), 419981 |
| 2013 |
黃雅文*;張士傑;蔡漢璁, 2013.07, 'Downside Risk Control in a Continuous-Time Portfolio Management, ' Asia Pacific Journal of Financial Studies, Vol.0, No.0, pp.0.(SSCI)(*為通訊作者), 395840 |
| 2013 |
楊尚穎*;黃雅文;張士傑, 2013.06, 'The Bankruptcy Cost of the Life Insurance Industry Under Regulatory Forbearance, ' North American Actuarial Journal, Vol.16, No.4, pp.513-523.(*為通訊作者), 419982 |
| 2008 |
張士傑;呂旺坤;黃雅文, 2008, '中國大陸人壽保險公司之股權結構與經營效率分析, ' 保險學報, No.4, pp.155-180., 253478 |
| 2008 |
張士傑;黃雅文;詹淑卿, 2008, '產物保險公司之核保績效：1999-2003台灣市場之實證分析, ' 保險實務與制度, Vol.7, No.1, pp.1-19., 253479 |
| 2008 |
張士傑;黃雅文, 2008, 'Non-Myopic Portfolio Choice with Minimum Guarantees, ' 證券市場發展季刊, No.21.(TSSCI), 253480 |
| 2007 |
張士傑;Yi-Feng Li, 2007, 'Controlling the Shortfall Risks in Dynamic Asset Allocation, ' 證券市場發展季刊, Vol.19, No.2, pp.79-118.(TSSCI), 253476 |
| 2007 |
張士傑;黃雅文;萱葳, 2007, 'Revisit the Cross-Country Asset Allocation In Long-Term Portfolio Choice, ' 中國統計學報, No.45, pp.254-282., 253477 |
| 2005 |
張士傑;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), 253475 |
| 2005 |
張士傑;許玉蕙, 2005, '投資型態人壽保險之風險承擔價差, ' 保險學報, No.2, pp.45-73., 253474 |
| 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,., 178011 |
| 2004 |
張士傑;李意豐, 2004, '退休基金之最適投資決策Ootimal Portfolio Decisions in Pension Fund Mangement, ' 管理學報, Vol.21, No.2, pp.278-290.(TSSCI), 178009 |
| 2004 |
張士傑;黃美慧, 2004, '保險公司之最適盈餘分布:模型與實務 Optimal surplus Distribution for Insurance Companies:Model and Practice, ' 保險學報, Vol.1, pp.149-174., 178010 |
| 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), 160315 |
| 2003 |
張士傑*;田嘉蓉;陳奕求, 2003, '投資連結保險之動態避險與內在風險:評估方法與應用, ' 風險管理學報, Vol.5, No.1, pp.25-44.(*為通訊作者), 178007 |
| 2003 |
杜昌燁;鄧益俗, 2003, '長期基金之避險與套利行為, ' 保險專刊, Vol.19, No.1, pp.1-21., 178008 |
| 2002 |
Chang, Shih-Chieh;Hsin-Yi Cheng, 2002.06, 'Pension Valuatoin under Uncertainty:Implementation of A Stochastic, ' Journal of Risk and Insurance,.(SSCI), 159120 |
| 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)(*為通訊作者), 178002 |
| 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., 178005 |
| 2001 |
張士傑;陳絳珠, 2001, '企業退休基金之多期最適提撥與資產配置, ' 管理評論, Vol.20, No.3, pp.21-52.(TSSCI), 153173 |
| 2000 |
張士傑;鄭欣怡, 2000, '公務人員退休撫卹基金之評價與長期財務檢視, ' 退撫基金季刊, Vol.1, No.1, pp.42-55., 178000 |
| 2000 |
田嘉蓉;山中康司, 2000, '蒙地卡羅方法評估保本型變額保險之利率風險, ' 中國統計學報, Vol.38, No.3, pp.281-296., 177998 |
| 2000 |
張士傑, 2000, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice, Vol.8, No.0, pp.5-42., 153170 |
| 2000 |
張士傑, 2000, '評論限額再保險與整合型風險管理, ' 保險學刊, Vol.0, No.60, pp.87-101., 153169 |
| 2000 |
張士傑;山中康司, 2000, '非傳統型式再保險:風險移轉方式, ' 核保學報, Vol.0, No.0, pp.61-85., 153167 |
| 2000 |
張士傑, 2000, '應用隨機風險控制於退休基金評價, ' 管理學報, Vol.17, No.3.(TSSCI), 177997 |
| 1999 |
張士傑, 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., 153163 |
| 1999 |
張士傑, 1999, 'Optimal Pension Funding Incorporating Stochastic Simulations and Dynamic Programming, ' Asian Pacific Management Review, Vol.0, No.4, pp.1-12., 153155 |
| 1999 |
張士傑;郭怡馨, 1999, '保本型變額壽險之評論:理論與應用, ' Journal of Risk Management (風險管理學報), Vol.1, No.2, pp.15-40., 153159 |
| 1999 |
張士傑, 1999, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice,., 135953 |
| 1999 |
張士傑;林妙姍, 1999, '確定提撥方式下退休所得的風險評估, ' Journal of Risk Management (風險管理學報), Vol.1, No.0, pp.35-62., 153154 |
| 1999 |
張士傑*, 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)(*為通訊作者), 135951 |
| 1998 |
張士傑, 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., 134378 |
| 1997 |
張士傑, 1997, '利用蒙地卡羅馬可夫鏈吉普生抽樣方法分析損失分佈, ' 壽險季刊, No.104, pp.40-51., 253473 |
| 1997 |
張士傑, 1997, '以精算財務觀點分析台灣公共退休金政策, ' 保險專刊, No.50., 253471 |
| 1997 |
張士傑, 1997, '經驗貝氏方法估計損失率, ' 保險專刊, No.47, pp.151-161., 253472 |
| 1997 |
張士傑, 1997, '如何計算脫退率, ' 公務人員退輔基金季刊, No.6, pp.51-62., 134375 |
| 1996 |
張士傑, 1996.09, '可信度理論之分析與實用, '., 130751 |
| 1996 |
張士傑, 1996.09, '數理人口模型之研究, ' 壽險季刊, No.101, pp.69-81., 130749 |
| 1996 |
張士傑;林素華, 1996.09, '可信度理論之探討, ' 保險專刊, No.45, pp.117-128., 130748 |
| 1996 |
張士傑, 1996.09, '多重相依脫退理論的探討, ' 壽險季刊, No.100, pp.8-20., 130750 |
| 1996 |
張士傑, 1996.03, '時間因素對台灣人口死亡結構的影響, ' 壽險季刊, No.99, pp.12-25., 130746 |
| 1996 |
張士傑, 1996.03, '簡易貝氏方法估計契約損失個數:主觀與經驗的綜合, ' 保險專刊, No.43, pp.160-165., 130745 |
| 1996 |
張士傑, 1996, '應用隨機過程分析人壽保險商品, ' 壽險季刊, No.102期, pp.6-16., 134376 |
| 1996 |
張士傑, 1996, '不同利率模型下之債券評價分析, ' 保險專刊, No.46, pp.139-150., 132294 |
| 1995 |
張士傑, 1995.12, '臺灣壽險業第三回經驗生命表混成參數模型分析, ' No.42, pp.112-118., 130743 |
| 1995 |
張士傑, 1995.12, '國內壽險公司資金運用分析:利用多變量Biplot方法, '., 130744 |
| 1995 |
張士傑, 1995, '國內壽險公司資金運用分析, ' 壽險季刊, No.98, pp.62-68., 253469 |
| 0 |
張士傑, 0000, '經驗貝氏方法估計損失率, ' 保險專刊, Vol.47, pp.151-161., 134706 |
| 0 |
張士傑;林素華, 0000, '可信度理論的探討, ' 保險專刊, Vol.45, pp.117-128., 134702 |
| 0 |
張士傑, 0000, '數理人口模型之研究, ' 壽險季刊, No.101期, pp.69-81., 134704 |
| 0 |
張士傑, 0000, '可信度的貝氏理論與應用, ' 陳繼堯教授退休論文集,., 134707 |
| 0 |
張士傑, 0000, '簡易貝氏方法估計契約損失個數：主觀與經驗的綜合, ' 保險專刊, Vol.43, pp.160-165., 134700 |
| 0 |
張士傑, 0000, '時間因素對台灣人口死亡結構的影響, ' 壽險季刊, No.100期, pp.8-20., 134703 |
|
張士傑;Chenghsien Tsai;Huang Ya-Wen, 'Portfolio Selection in Hedging the Inflation Risk for Long-Term Investors, ' Quantitative Finance,.(SSCI), 253481 |
