Feedback to SSRN

 
  • Selected
  • Entire List
 

Lin, Yijia


 SSRN Author Rank: 6,675 by Downloads
 

University of Nebraska at Lincoln - Department of Finance


 Lincoln, NE 68588-0490
 United States
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Lin, Yijia's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,840
Total
Citations
101
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Enterprise Risk Management: Strategic Antecedents, Risk Integration and Performance | Show Abstract | Download |
North American Actuarial Journal, Vol. 16, No. 1, pp. 1-28, 2012
Accepted Paper Series
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Wen, Min-Ming
California State University, Los Angeles
Yu, Jifeng
University of Nebraska-Lincoln
Posted:
24 Jun 10
Last Revised:
16 Apr 12
534
(27,922)
1

2.  
Mortality Regimes and Pricing | Show Abstract | Download |
North American Actuarial Journal, Vol. 15, No. 2, pp. 266-289, 2011
Accepted Paper Series
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
Posted:
09 Nov 09
Last Revised:
05 Sep 11
510
(29,692)
3

3.  
Mortality Risk Modeling: Applications to Insurance Securitization | Show Abstract | Download |
Insurance: Mathematics and Economics, Vol. 46, No. 1, pp. 242-253, 2010
Accepted Paper Series
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
Posted:
21 Jul 08
Last Revised:
26 Aug 11
468
(33,269)
10

4.  
WTO and the Chinese Insurance Industry | Show Abstract | Download |
Geneva Papers on Risk and Insurance - Issues and Practice, Vol. 34, No. 3, pp. 440-465, 2009
Accepted Paper Series
Leverty, J. Tyler
University of Wisconsin - Madison
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Zhou, Hao
Allianz General Representative Office China
Posted:
29 Sep 07
Last Revised:
02 Oct 13
466
(33,423)
1

5.  
Natural Hedging of Life and Annuity Mortality Risks | Show Abstract | Download |
North American Actuarial Journal, Vol. 11, No. 3, pp. 1-15, 2007
Accepted Paper Series
Cox, Samuel H.
University of Manitoba - Asper School of Business
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Posted:
07 May 07
Last Revised:
26 Aug 11
455
(34,488)
19

6.  
Securitization of Catastrophe Mortality Risks | Show Abstract | Download |
Insurance: Mathematics and Economics, Vol. 42, No. 2, pp. 628-637, 2008
Accepted Paper Series
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Cox, Samuel H.
University of Manitoba - Asper School of Business
Posted:
22 Jun 07
Last Revised:
26 Aug 11
300
(57,109)
34

7.  
Phillips, Richard D.
Georgia State University
Cummins, J. David
Temple University - Risk Management & Insurance & Actuarial Science
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Posted:
28 Jun 06
222
(79,233)
3

8.   Incl. Electronic Paper
Grace, Martin F.
Georgia State University - Robinson College of Business
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Posted:
04 Mar 07
Last Revised:
02 Oct 13
216
(81,488)
6

9.  
Bounds for Probabilities of Extreme Events Defined by Two Random Variables | Show Abstract | Download |
Variance, Vol. 4, No. 1, pp. 47-65, 2010
Accepted Paper Series
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 - Department of Accounting, Finance, and Information Systems
Zuluaga, Luis
University of New Brunswick - Fredericton
Posted:
30 Jul 07
Last Revised:
28 Aug 11
169
(103,167)
1

10.   Incl. Electronic Paper
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 - Department of Accounting, Finance, and Information Systems
Yu, Jifeng
University of Nebraska-Lincoln
Posted:
26 Jan 13
Last Revised:
30 Oct 13
140
(121,849)
 

11.  
Portfolio Risk Management with CVaR-Like Constraints | Show Abstract | Download |
North American Actuarial Journal, Vol. 14, No. 1, pp. 86-106, 2010
Accepted Paper Series
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 - Department of Accounting, Finance, and Information Systems
Zuluaga, Luis
University of New Brunswick - Fredericton
Posted:
28 Aug 11
Last Revised:
16 Apr 12
97
(160,850)
1

12.  
Pricing Mortality Securities with Correlated Mortality Indices | Show Abstract | Download |
Journal of Risk and Insurance, Forthcoming
Accepted Paper Series
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Liu, Sheen
Washington State University - Vancouver
Yu, Jifeng
University of Nebraska-Lincoln
Posted:
11 Jul 10
Last Revised:
19 Mar 12
97
(160,850)
2

13.   Incl. Electronic Paper
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 - Department of Accounting, Finance, and Information Systems
Zuluaga, Luis
University of New Brunswick - Fredericton
Posted:
25 Aug 11
Last Revised:
25 May 14
58
(217,158)
2

14.  
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Yu, Jifeng
University of Nebraska-Lincoln
Peterson, Manferd O.
University of Nebraska at Lincoln - Department of Finance
Posted:
03 Oct 13
42
(250,557)
 

15.  
Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk | Show Abstract | Download |
North American Actuarial Journal, Vol. 18, No. 1, pp. 68-86, 2014
Accepted Paper Series
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Tan, Ken Seng
University of Waterloo
Tian, Ruilin
North Dakota State University - Department of Accounting, Finance, and Information Systems
Yu, Jifeng
University of Nebraska-Lincoln
Posted:
03 Oct 13
Last Revised:
25 May 14
36
(265,330)
 

16.  
The Securitization of Longevity Risk and Its Implications for Retirement Security | Show Abstract | Download |
Pension Research Council Working Paper No. 2013-22
Working Paper Series
MacMinn, Richard D.
Illinois State University
Brockett, Patrick L.
University of Texas at Austin - Department of Information, Risk and Operations Management
Wang, Jennifer L.
National Chengchi University - Department of Risk Management and Insurance
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Tian, Ruilin
North Dakota State University - Department of Accounting, Finance, and Information Systems
Posted:
19 Apr 14
17
(331,931)
 

17.  
Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization | Show Abstract | Download |
Journal of Risk & Insurance, Vol. 73, No. 4, pp. 719-736, December 2006
Accepted Paper Series
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
Posted:
29 Nov 06
13
(348,738)
16

18.  
Pricing Mortality Securities with Correlated Mortality Indexes | Show Abstract | Download |
Journal of Risk and Insurance, Vol. 80, Issue 4, pp. 921-948, 2013
Accepted Paper Series
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Liu, Sheen
Washington State University - Vancouver
Yu, Jifeng
University of Nebraska-Lincoln
Posted:
18 Dec 13
0
(415,516)
2

19.  
Securitization of Mortality Risks in Life Annuities | Show Abstract |
Journal of Risk & Insurance, Vol. 72, No. 2, pp. 227-252, June 2005
Accepted Paper Series
Lin, Yijia
University of Nebraska at Lincoln - Department of Finance
Cox, Samuel H.
University of Manitoba - Asper School of Business
Posted:
07 May 07
 


Records 1 - 19 of 19 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo6 in 0.313 seconds