Larry Y.
Tzeng
Education
Ph.D. of
Risk Management, Insurance, and Actuarial Science, May 1996
Temple University, Philadelphia, PA, U.S.A.
Employment
Professor
and Fubon Endowed Chair
Department of Finance, National Taiwan University
(since 1996)
Director
Center
for Research in Econometric Theory and Applications, National Taiwan University
(2012-2015, 2018-present)
Academic
Services
The
President of the European Group of Risk and Insurance Economists (2019)
The
President of the Taiwan Risk and Insurance Association (2010-2011)
Associate
editor for Journal of Risk and Insurance (2008-2019)
Award
Research
Award, E. Sun Financial Holding, 2013, 2015, 2018, 2019
Excellent
Research Award, National Science Council, 2008
Research
Award, TaiShin Financial Holding, 2006
Award for
Social Science Studies, National Taiwan University,
2004
Honors
Larry Y.
Tzeng ranked respectively 18thand 5thfor the number of
articles published in the three elite risk management and insurance journals (Journal
of Risk and Insurance,
the Journal of Risk and Uncertainty and the
Geneva
Risk and Insurance Review)
between the years 1984 and 2013 and between the years 2004 and 2013 according to
the study, “Analysis of Publication Activity in the Leading Risk Management and
Insurance Journals: 1984-2013,” by Morris Danielson and Jean Heck.
Selected
Publications
1.
Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance
Deductibles (with Y.-C. Huang, K. Kan and K.C. Wang),
Management Science, forthcoming.
2.
Fractional Degree Stochastic Dominance (with R.J. Huang and L. Zhao),
Management Science, forthcoming.
3.
Comment on Aging Population, Retirement, and Risk Taking (with R.J. Huang, J.
Wang and L. Zhao),
Management Science, 2020,
66(6):2792-2795.
4.
Generalized Almost Stochastic Dominance (with I. Tsetlin, R.L. Winkler and R.J.
Huang),
Operations Research, 2015, 63(2):
363-377.
5.
Revisiting Almost Second-Degree Stochastic Dominance (with R.J. Huang and P.-T.
Shih),
Management Science, 2013, 59(5):
1250-1254.
6.
Precautionary Effort: A New Look (with L. Eeckhoudt and R.J. Huang),
Journal of Risk and Insurance, 2012, 79(2): 585-590.
7.
On the Optimal Product Mix in Life Insurance Companies using Conditional Value
at Risk (with J.T. Tsai and J.L. Wang),
Insurance: Mathematics and Economics,
2010, 46(1): 235-241.
8.
Pension Funding Incorporating Downside Risks (with S.C. Chang and J.C.Y. Miao),
Insurance: Mathematics and Economics, 2003, 32: 217-228.
9.
Organizational Form in the Property-Liability Insurance Industry (with L.
Regan),
Journal of Risk and Insurance,
1999, 66(2): 253-274.