| 2024 |
張士傑;宣葳*;李彥寬;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)(*為通訊作者), vol. 126884, Sep. 2024 |
| 2022 |
廖士傑*;張士傑;鄭宗記, 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)(*為通訊作者), vol. 437801, Jun. 2022 |
| 2021 |
杜昌燁*;張士傑, 2021.12, '國際板債券之再投資 風險估計, ' 證券市場發展季刊, Vol.33, No.4, pp.77-102.(TSSCI)(*為通訊作者), vol. 432590, Dec. 2021 |
| 2021 |
許永明*;陳瑞祥;張士傑, 2021.09, '採行風險基礎資本制 與核保績效:台灣財產保險業的實證結果, ' 證券市場發展季刊, Vol.33, No.3, pp.83-120.(TSSCI)(*為通訊作者), vol. 432591, Sep. 2021 |
| 2021 |
廖士傑*;張士傑;鄭宗記, 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)(*為通訊作者), vol. 432589, Aug. 2021 |
| 2020 |
張士傑*;李彥寬, 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)(*為通訊作者), vol. 430633, Jun. 2020 |
| 2020 |
張士傑*;廖士傑;陳怡儒, 2020.01, '指數型保險於再生能源風險管理之運用: 台灣離岸風力發電第26號潛力場址, ' 保險專刊, Vol.36, No.1, pp.1-23.(*為通訊作者), vol. 430635, Jan. 2020 |
| 2019 |
張士傑*;李彥寬;宣威;杜昌燁, 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)(*為通訊作者), vol. 430631, Jun. 2019 |
| 2018 |
張士傑*;廖士傑;柯廷漢, 2018.06, '指數型保險對再生能源風險管理之應用：以太陽能輻射發電為例, ' 風管學報, Vol.20, No.1, pp.50-76.(*為通訊作者), vol. 430636, Jun. 2018 |
| 2018 |
張士傑*;黃雅文;洪銳棋;曾暐筑, 2018.04, '人壽保險公司之風險及清償能力評估: 檢視利率變動型人壽保險, ' 管理學報, Vol.35, No.3, pp.333-354.(TSSCI)(*為通訊作者), vol. 430637, Apr. 2018 |
| 2016 |
張士傑, 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 |
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), vol. 419981, Jun. 2015 |
| 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), vol. 395840, Jul. 2013 |
| 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), vol. 419982, Jun. 2013 |
| 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), vol. 253480, 2008 |
| 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., vol. 253479, 2008 |
| 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., vol. 253478, 2008 |
| 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., vol. 253477, 2007 |
| 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), 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 |
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), vol. 253475, 2005 |
| 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., vol. 253474, 2005 |
| 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., vol. 178010, 2004 |
| 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), 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., vol. 178008, 2003 |
| 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), 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)(*為通訊作者), vol. 178002, 2002 |
| 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), vol. 153173, 2001 |
| 2000 |
張士傑, 2000, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice, Vol.8, No.0, pp.5-42., vol. 153170, 2000 |
| 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., vol. 153169, 2000 |
| 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., vol. 153167, 2000 |
| 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., vol. 178000, 2000 |
| 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., vol. 177998, 2000 |
| 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), vol. 177997, 2000 |
| 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., vol. 153163, 1999 |
| 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., vol. 153159, 1999 |
| 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., vol. 153155, 1999 |
| 1999 |
張士傑, 1999, 'Realistic Pension Funding: A Stochastic Approach, ' Journal of Actuarial Practice,., vol. 135953, 1999 |
| 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), vol. 135951, 1999 |
| 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., vol. 153154, 1999 |
| 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., vol. 134378, Nov. 1998 |
| 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., vol. 134375, 1997 |
| 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., vol. 253473, 1997 |
| 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., vol. 253472, 1997 |
| 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., vol. 253471, 1997 |
| 1996 |
張士傑, 1996.09, '可信度理論之分析與實用, '., vol. 130751, Sep. 1996 |
| 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., vol. 130750, Sep. 1996 |
| 1996 |
張士傑, 1996.09, '數理人口模型之研究, ' 壽險季刊, No.101, pp.69-81., vol. 130749, Sep. 1996 |
| 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., vol. 130748, Sep. 1996 |
| 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., vol. 130746, Mar. 1996 |
| 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., vol. 130745, Mar. 1996 |
| 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., vol. 132294, 1996 |
| 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., vol. 134376, 1996 |
| 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, '., vol. 130744, Dec. 1995 |
| 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., vol. 130743, Dec. 1995 |
| 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., vol. 253469, 1995 |
| 0000 |
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,., vol. 134707, 0000 |
| 0000 |
張士傑, 0000, '經驗貝氏方法估計損失率, ' 保險專刊, Vol.47, pp.151-161., vol. 134706, 0000 |
| 0000 |
張士傑, 0000, '數理人口模型之研究, ' 壽險季刊, No.101期, pp.69-81., vol. 134704, 0000 |
| 0000 |
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., vol. 134703, 0000 |
| 0000 |
張士傑;林素華, 0000, '可信度理論的探討, ' 保險專刊, Vol.45, pp.117-128., vol. 134702, 0000 |
| 0000 |
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., vol. 134700, 0000 |
|
張士傑;Chenghsien Tsai;Huang Ya-Wen, 'Portfolio Selection in Hedging the Inflation Risk for Long-Term Investors, ' Quantitative Finance,.(SSCI), vol. 253481, Nov. 2024 |
