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Lin, Yijia's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,388 |
Total
Citations
92 |
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1.
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Milidonis, Andreas
University of Cyprus - Department of Public & Business Administration Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Cox, Samuel H.
University of Manitoba - Asper School of Business
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09 Nov 09
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Last Revised:
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05 Sep 11
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462
(28,324)
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3
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Lee-Cater model, regime switching mortality model, mortality-linked securities
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2.
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Leverty, J. Tyler
University of Iowa - Department of Finance Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Zhou, Hao
Allianz General Representative Office China
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29 Sep 07
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Last Revised:
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26 Aug 11
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453
(29,084)
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1
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Insurance, Efficiency, Productivity, WTO
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3.
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Cox, Samuel H.
University of Manitoba - Asper School of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Petersen, Hal
affiliation not provided to SSRN
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21 Jul 08
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Last Revised:
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26 Aug 11
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451
(29,244)
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7
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Mortality Risk, Longevity Risk, Modeling, Securitization
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4.
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Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Wen, Min-Ming
California State University, Los Angeles Yu, Jifeng
University of Nebraska-Lincoln
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24 Jun 10
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Last Revised:
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16 Apr 12
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429
(31,179)
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1
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Enterprise risk management, Individual risk management strategies, Risk integration, Firm performance
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5.
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Cox, Samuel H.
University of Manitoba - Asper School of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
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07 May 07
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Last Revised:
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26 Aug 11
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411
(32,994)
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17
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Mortality, Hedging, Swaps, Annuity, Life Insurance
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6.
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Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Cox, Samuel H.
University of Manitoba - Asper School of Business
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22 Jun 07
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Last Revised:
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26 Aug 11
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283
(51,644)
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33
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Securitization, Catastrophes, Mortality Risks
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7.
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Phillips, Richard D.
Georgia State University Cummins, J. David
Temple University Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
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206
(73,057)
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4
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Capital allocation, Insurance, Prices
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8.
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Household Life Cycle Protection: Life Insurance Holdings, Financial Vulnerability, and Portfolio Implications
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Grace, Martin F.
Georgia State University - Robinson College of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
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Posted:
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04 Mar 07
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Last Revised:
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20 Jun 07
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204
(73,426)
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6
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Grace, Martin F.
Georgia State University - Robinson College of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
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179
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6
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Household Life Insurance Holdings, Financial Vulnerability, Life Cycle Protection
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Grace, Martin F.
Georgia State University - Robinson College of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
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25
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6
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9.
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Cox, Samuel H.
University of Manitoba - Asper School of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Tian, Ruilin
North Dakota State University - Dept. of Accounting, Finance, & Information System Zuluaga, Luis
University of New Brunswick - Fredericton
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30 Jul 07
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Last Revised:
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28 Aug 11
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Semiparametric bounds, joint tail probabilities, value at risk, moments, sum of square programming
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10.
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Cox, Samuel H.
University of Manitoba - Asper School of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Tian, Ruilin
North Dakota State University - Dept. of Accounting, Finance, & Information System Yu, Jifeng
University of Nebraska-Lincoln
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106
(129,884)
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defined benefit pension plan, funding, asset allocation, contribution, longevity risk hedging
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11.
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Cox, Samuel H.
University of Manitoba - Asper School of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Tian, Ruilin
North Dakota State University - Dept. of Accounting, Finance, & Information System Zuluaga, Luis
University of New Brunswick - Fredericton
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| Posted: |
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28 Aug 11
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Last Revised:
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16 Apr 12
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80
(156,540)
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1
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Portfolio Management, CVaR
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12.
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Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Liu, Sheen
Washington State University - Vancouver Yu, Jifeng
University of Nebraska-Lincoln
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| Posted: |
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11 Jul 10
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Last Revised:
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19 Mar 12
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78
(158,955)
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1
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Mortality Correlation, Mortality Modeling, Particle Filter, Mortality Security Pricing
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13.
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Cox, Samuel H.
University of Manitoba - Asper School of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Tian, Ruilin
North Dakota State University - Dept. of Accounting, Finance, & Information System Zuluaga, Luis
University of New Brunswick - Fredericton
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47
(206,261)
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2
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mortality risk, portfolio theory, conditional value-at-risk, moments method, downside risk
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14.
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Cox, Samuel H.
University of Manitoba - Asper School of Business Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Wang, Shaun
Georgia State University's Robinson College of Business
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13
(300,451)
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16
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15.
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Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Cox, Samuel H.
University of Manitoba - Asper School of Business
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Securitization, Mortality, Annuities
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Records 1 -
15
of 15 matches
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