Jifeng Yu

University of Nebraska-Lincoln

Assistant Professor

United States

SCHOLARLY PAPERS

10

DOWNLOADS
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Top 27,247

in Total Papers Downloads

1,278

CITATIONS
Rank 33,132

SSRN RANKINGS

Top 33,132

in Total Papers Citations

6

Scholarly Papers (10)

1.

Enterprise Risk Management: Strategic Antecedents, Risk Integration and Performance

North American Actuarial Journal, Vol. 16, No. 1, pp. 1-28, 2012
Number of pages: 49 Posted: 24 Jun 2010 Last Revised: 16 Apr 2012
Yijia Lin, Min-Ming Wen and Jifeng Yu
University of Nebraska at Lincoln - Department of Finance, California State University, Los Angeles and University of Nebraska-Lincoln
Downloads 592 (29,533)
Citation 2

Abstract:

Enterprise risk management, Individual risk management strategies, Risk integration, Firm performance

Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 585-619, 2013
Number of pages: 42 Posted: 26 Jan 2013 Last Revised: 02 Oct 2013
University of Manitoba - Asper School of Business, University of Nebraska at Lincoln - Department of Finance, North Dakota State University - Department of Accounting, Finance, and Information Systems and University of Nebraska-Lincoln
Downloads 162 (145,694)

Abstract:

defined benefit pension plan, funding, asset allocation, contribution, longevity risk hedging

Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 585-620, 2013
Number of pages: 36 Posted: 30 Aug 2013
University of Manitoba - Asper School of Business, University of Nebraska at Lincoln - Department of Finance, North Dakota State University - Department of Accounting, Finance, and Information Systems and University of Nebraska-Lincoln
Downloads 0

Abstract:

3.

Pricing Mortality Securities with Correlated Mortality Indexes

Journal of Risk and Insurance, Vol. 80, Issue 4, pp. 921-948, 2013
Number of pages: 35 Posted: 11 Jul 2010 Last Revised: 19 Feb 2015
Yijia Lin, Sheen Liu and Jifeng Yu
University of Nebraska at Lincoln - Department of Finance, Washington State University - Vancouver and University of Nebraska-Lincoln
Downloads 107 (191,985)
Citation 2

Abstract:

Mortality Correlation, Mortality Modeling, Particle Filter, Mortality Security Pricing

Reinsurance Networks and Their Impact on Reinsurance Decisions: Theory and Empirical Evidence

Journal of Risk and Insurance, Vol. 82, No. 3, pp. 531-569, 2015
Number of pages: 43 Posted: 03 Oct 2013 Last Revised: 25 Jan 2016
University of Nebraska at Lincoln - Department of Finance, University of Nebraska-Lincoln and University of Nebraska at Lincoln - Department of Finance
Downloads 75 (256,764)

Abstract:

Reinsurance Costs, Optimal Network Structure, Network Centrality, Network Cohesion

Reinsurance Networks and Their Impact on Reinsurance Decisions: Theory and Empirical Evidence

Journal of Risk and Insurance, Vol. 82, Issue 3, pp. 531-569, 2015
Number of pages: 40 Posted: 28 Aug 2015
University of Nebraska at Lincoln - Department of Finance, University of Nebraska-Lincoln and University of Nebraska at Lincoln - Department of Finance
Downloads 0

Abstract:

5.

Network Effects on New Venture Internationalization: A Network-Knowledge Framework - Executive Summary

Number of pages: 13 Posted: 07 Apr 2009
Jifeng Yu
University of Nebraska-Lincoln
Downloads 75 (241,054)

Abstract:

alliance, network, new venture, internationalization, longitudinal, structure, content

6.

Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk

North American Actuarial Journal, Vol. 18, No. 1, pp. 68-86, 2014
Number of pages: 39 Posted: 03 Oct 2013 Last Revised: 25 May 2014
University of Nebraska at Lincoln - Department of Finance, University of Waterloo, North Dakota State University - Department of Accounting, Finance, and Information Systems and University of Nebraska-Lincoln
Downloads 41 (312,786)

Abstract:

defined benefit pension plan, downside risk, basis risk, CVaR, longevity risk hedging

7.

Corporate Pensions and the Maturity Structure of Debt

Number of pages: 45 Posted: 11 Mar 2016 Last Revised: 09 Jan 2017
Yijia Lin, Sheen Liu and Jifeng Yu
University of Nebraska at Lincoln - Department of Finance, Washington State University and University of Nebraska-Lincoln
Downloads 0 (318,523)

Abstract:

defined benefit pension plan, cost of debt, debt maturity, asymmetric information

8.

Pension Risk Management in the Enterprise Risk Management Framework

Journal of Risk and Insurance, Forthcoming
Number of pages: 51 Posted: 11 Mar 2016 Last Revised: 19 Oct 2016
University of Nebraska at Lincoln - Department of Finance, National Chengchi University, North Dakota State University - Department of Accounting, Finance, and Information Systems and University of Nebraska-Lincoln
Downloads 0 (239,294)

Abstract:

defined benefit pension plan, enterprise risk management, conditional value-at-risk, pension de-risking

9.

Pricing Mortality Securities with Correlated Mortality Indexes

Journal of Risk and Insurance, Vol. 80, Issue 4, pp. 921-948, 2013
Number of pages: 28 Posted: 18 Dec 2013
Yijia Lin, Sheen Liu and Jifeng Yu
University of Nebraska at Lincoln - Department of Finance, Washington State University - Vancouver and University of Nebraska-Lincoln
Downloads 0 (532,463)
Citation 2

Abstract:

10.

Enterprise Risk Management in Financial Crisis

The IUP Journal of Risk & Insurance, Vol. VIII, No. 3, pp. 7-21, July 2011
Posted: 17 May 2012
Jifeng Yu, Heng Yik Seik and Jared Li
University of Nebraska-Lincoln, University of Nebraska-Lincoln and Deloitte & Touche Omaha

Abstract: