Hua Chen

University of Hawaiʻi at Mānoa

2404 Maile Way, E-602e

Honolulu, HI 96822

United States

SCHOLARLY PAPERS

18

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2,224

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Top 15,334

in Total Papers Citations

23

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Scholarly Papers (18)

1.

Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions

North American Actuarial Journal, Forthcoming
Number of pages: 49 Posted: 17 Jan 2013 Last Revised: 01 Apr 2014
University of Kent, University of Hawai?i at M?noa, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 382 (75,387)

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Reverse Mortgage, Home Reversion, Vector Autoregressive Models, Stochastic Discount Factors, Risk-Based Capital

2.

Systemic Risk and the Inter-Connectedness between Banks and Insurers: An Econometric Analysis

Journal of Risk and Insurance, Forthcoming, Fox School of Business Research Paper No. 14-023
Number of pages: 46 Posted: 03 Feb 2012 Last Revised: 05 Sep 2014
University of Hawai?i at M?noa, Temple University - Risk Management & Insurance & Actuarial Science, Temple University - Department of Risk, Insurance, and Healthcare and Temple University
Downloads 378 (76,291)

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Insurance, banks, systemic risk, probability of default, Granger causality, inter-connectedness

3.

Does ERM Improve Firm Value? Evidence from Listed Chinese Nonfinancial SOEs

Fox School of Business Research Paper No. 15-068
Number of pages: 47 Posted: 17 Dec 2014 Last Revised: 16 Dec 2016
Jing Ai, Hua Chen and Zhao Yang
University of Hawaii at Manoa - Shidler College of Business, University of Hawai?i at M?noa and University of International Business and Economics (UIBE)
Downloads 194 (153,546)

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enterprise risk management (ERM), firm value, nonfinancial firms, state owned enterprises, propensity score matching

4.

The Reinsurance Network Among U.S. Property-Casualty Insurers: Microstructure, Insolvency Risk, and Contagion

Number of pages: 80 Posted: 08 Feb 2015 Last Revised: 06 May 2018
University of Hawai?i at M?noa, Temple University - Risk Management & Insurance & Actuarial Science, Lingnan University and Temple University
Downloads 155 (186,918)

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Reinsurance, network analysis, insolvency, contagion, systemic risk, property-casualty insurance

5.

To Borrow or Insure? Long Term Care Costs and the Impact of Housing

Number of pages: 39 Posted: 22 Dec 2015 Last Revised: 13 Feb 2018
University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of Hawai?i at M?noa and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 127 (219,536)

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life-cycle model, longevity risk, long-term care insurance, residential house, reverse mortgage

6.

Insurance Contracting with the Coexistence of Adverse Selection and Moral Hazard

Number of pages: 40 Posted: 27 Mar 2011 Last Revised: 01 Apr 2014
Zhiqiang Yan and Hua Chen
Western Illinois University - Department of Marketing and Finance and University of Hawai?i at M?noa
Downloads 123 (224,838)

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Insurance Contract, Adverse Selection, Moral Hazard

7.

Multi-Population Mortality Models: A Factor Copula Approach

Insurance: Mathematics and Economics, Forthcoming, Fox School of Business Research Paper No. 15-052
Number of pages: 42 Posted: 31 Dec 2014 Last Revised: 16 Dec 2016
Hua Chen, Richard D. MacMinn and Tao Sun
University of Hawai?i at M?noa, National Chengchi University and Independent
Downloads 110 (244,021)

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Multi-population mortality model, factor copulas, maximum entropy principle, mortality/longevity risk pricing and hedging

8.

A Family of Mortality Jump Models Applied to U.S. Data

Asia-Pacific Journal of Risk and Insurance, Forthcoming
Number of pages: 24 Posted: 18 Aug 2011 Last Revised: 01 Apr 2014
Hua Chen
University of Hawai?i at M?noa
Downloads 110 (244,021)

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Mortality Models, Asymmetric Jumps

The Pension Option in Labor Insurance and Its Effect on Household Saving and Consumption: Evidence from Taiwan

Journal of Risk and Insurance, Forthcoming
Number of pages: 43 Posted: 01 Jun 2012 Last Revised: 24 Apr 2014
Hua Chen, Wenyen Hsu and Mary A. Weiss
University of Hawai?i at M?noa, Feng Chia University - Department of Risk Management and Insurance and Temple University
Downloads 93 (275,334)

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pension benefits, precautionary savings, difference-in-differences estimator

The Pension Option in Labor Insurance and its Effect on Household Saving and Consumption: Evidence from Taiwan

Journal of Risk and Insurance, Vol. 82, Issue 4, pp. 947-975, 2015
Number of pages: 29 Posted: 19 Jan 2016
Hua Chen, Wenyen Hsu and Mary A. Weiss
University of Hawai?i at M?noa, Feng Chia University - Department of Risk Management and Insurance and Temple University
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10.

Longevity Bond Premiums: The Extreme Value Approach and Risk Cubic Pricing

Insurance: Mathematics and Economics, Vol. 46, No. 1, 2010
Number of pages: 41 Posted: 24 Apr 2014
Hua Chen and J David Cummins
University of Hawai?i at M?noa and Temple University - Risk Management & Insurance & Actuarial Science
Downloads 89 (280,970)

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securitization; longevity risk; extreme value theory; bond spreads

Living with Ambiguity: Pricing Mortality-Linked Securities with Smooth Ambiguity Preferences

Journal of Risk and Insurance, Forthcoming
Number of pages: 40 Posted: 18 Feb 2012 Last Revised: 01 Apr 2014
University of Hawai?i at M?noa, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, Independent and Shanghai University of Finance and Economics
Downloads 84 (293,903)

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ambiguity, ambiguity aversion, mortality-linked securities

Living with Ambiguity: Pricing Mortality‐Linked Securities with Smooth Ambiguity Preferences

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 705-732, 2013
Number of pages: 28 Posted: 30 Aug 2013
University of Hawai?i at M?noa, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, Independent and Shanghai University of Finance and Economics
Downloads 1 (670,599)
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12.

Is the Home Equity Conversion Mortgage in the United States Sustainable? Evidence from Pricing Mortgage Insurance Premiums and Non-Recourse Provisions Using the Conditional Esscher Transform

Insurance: Mathematics and Economics, Vol. 46, No. 2, 2010
Number of pages: 49 Posted: 24 Apr 2014
Hua Chen, Samuel H. Cox and Shaun Wang
University of Hawai?i at M?noa, University of Manitoba - Asper School of Business and Georgia State University's Robinson College of Business
Downloads 84 (291,279)

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Home Equity Conversion Mortgage (HECM); Non-Recourse Provision; Mortality Modeling; Conditional Esscher Transform

13.

Information Risk and the Cost of Equity Capital Revisited: Evidence from the U.S. Property-Casualty Insurance Industry

Fox School of Business Research Paper No. 17-034
Number of pages: 56 Posted: 02 Oct 2017 Last Revised: 02 May 2018
Hua Chen, Yingrui Lu and Mary A. Weiss
University of Hawai?i at M?noa, Temple University - Department of Risk, Insurance and Healthcare Management and Temple University
Downloads 78 (304,374)

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Cost of Equity Capital, Information Risk, Accruals Quality

14.

Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for G-SIIs v.s. Non G-SIIs

Forthcoming, the Journal of Risk and Insurance
Number of pages: 55 Posted: 13 Sep 2017 Last Revised: 20 Jun 2019
Hua Chen and Tao Sun
University of Hawai?i at M?noa and Lingnan University
Downloads 73 (316,347)

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systemic risk, tail risk contagion, network analysis, single-index models with variable selection, the global insurance industry

15.

Optimal Demand for Insurance with Consumption Commitments

Asia-Pacific Journal of Risk and Insurance, Forthcoming
Number of pages: 30 Posted: 18 Feb 2012 Last Revised: 01 Apr 2014
Hua Chen and Reza S. Mahani
University of Hawai?i at M?noa and Georgia Tech Finance/Scheller
Downloads 67 (331,394)

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Insurance Demand, Consumption Commitment, Risk Preferences

Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model with the GAS Structure

Journal of Risk and Insurance, 84: 393-415, 2017
Number of pages: 24 Posted: 06 Feb 2017 Last Revised: 07 Jun 2017
Hua Chen, Richard D. MacMinn and Tao Sun
University of Hawai?i at M?noa, National Chengchi University and Lingnan University
Downloads 48 (395,106)

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Multi-population mortality model, factor copulas, generalized autoregressive score models, the Kortis bond

Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model with the Gas Structure

Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 393-415, 2017
Number of pages: 23 Posted: 14 Apr 2017
Hua Chen, Richard D. MacMinn and Tao Sun
University of Hawai?i at M?noa, National Chengchi University and Lingnan University
Downloads 1 (670,599)
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17.

An Option-Based Operational Risk Management Model for Pandemics

North American Actuarial Journal, Vol 13, Issue (1): 54-76
Number of pages: 40 Posted: 24 Apr 2014
Hua Chen and Samuel H. Cox
University of Hawai?i at M?noa and University of Manitoba - Asper School of Business
Downloads 25 (484,374)

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Real Option Valuation, Epidemic Risk, Operational Risk Management, Regime-Switching Model, Dynamic Programming

18.

Modeling Mortality with Jumps: Applications to Mortality Securitization

Journal of Risk and Insurance, Vol. 76, Issue 3, pp. 727-751, September 2009
Number of pages: 25 Posted: 13 Oct 2009
Hua Chen and Samuel H. Cox
University of Hawai?i at M?noa and University of Manitoba - Asper School of Business
Downloads 2 (626,299)
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