|
|
Larry Y. Tzeng
Professor in the Department of Finance
National Taiwan University
Taipei, Taiwan
Selected Publications
1.
Huang, Y.-C., K. Kan, L.Y. Tzeng, and K.C. Wang
(2020). Estimating the Critical Parameter in Almost Stochastic Dominance
from Insurance Deductibles,
Management Science,
forthcoming.
2.
Huang, R.J., L.Y. Tzeng, and L. Zhao (2019).
Fractional Degree Stochastic Dominance,
Management Science,
forthcoming.
3.
Huang, R.J., L.Y. Tzeng, J. Wang and L. Zhao
(2020). Comment on Aging Population, Retirement, and Risk Taking,
Management Science,
66(6):2792-2795.
4.
Tsetlin,I., R.L. Winkler, R.J. Huang, and L.Y.
Tzeng (2015). Generalized Almost Stochastic Dominance.
Operations Research,
63(2): 363-377.
5.
Tzeng, L.Y., R.J. Huang, and P.-T. Shih (2013).
Revisiting Almost Second-Degree Stochastic Dominance.
Management Science, 59(5):
1250-1254.
6.
Eeckhoudt, L., R.J. Huang, and L.Y. Tzeng
(2012). Precautionary Effort: A New Look.
Journal of Risk and Insurance,
79(2): 585-590.
7.
Tsai, J.T., J.L. Wang, and L.Y. Tzeng (2010). On
the Optimal Product Mix in Life Insurance Companies using Conditional Value
at Risk.
Insurance: Mathematics and Economics, 46(1): 235-241.
8.
Chang, S.C., L.Y. Tzeng, and J.C.Y. Miao (2003).
Pension Funding Incorporating Downside Risks,
Insurance: Mathematics and
Economics, 32: 217-228.
9.
Regan, L., and L.Y. Tzeng (1999). Organizational
Form in the Property-Liability Insurance Industry,
Journal of Risk and Insurance,
66(2): 253-274.
|
|