Tao Sun

Lingnan University

Assistant Professor

8 Castle Peak Road

Lingnan University

Hong Kong, New Territories

China

SCHOLARLY PAPERS

3

DOWNLOADS

338

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

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

Journal of Risk and Insurance, 87(2): 253-284, June 2020
Number of pages: 66 Posted: 08 Feb 2015 Last Revised: 11 May 2020
University of Hawaii at Manoa, Temple University - Risk Management & Insurance & Actuarial Science, Lingnan University and Temple University
Downloads 172 (190,180)

Abstract:

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

2.

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

the Journal of Risk and Insurance, 87(2): 285-318, June 2020
Number of pages: 55 Posted: 13 Sep 2017 Last Revised: 11 May 2020
Hua Chen and Tao Sun
University of Hawaii at Manoa and Lingnan University
Downloads 110 (270,540)

Abstract:

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

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
University of Hawaii at Manoa, National Chengchi University and Lingnan University
Downloads 55 (410,866)
Citation 3

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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
University of Hawaii at Manoa, National Chengchi University and Lingnan University
Downloads 1 (742,427)
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