Tao Sun

Lingnan University

Associate Professor

8 Castle Peak Road

Lingnan University

Hong Kong, New Territories

China

SCHOLARLY PAPERS

9

DOWNLOADS

925

TOTAL CITATIONS

4

Scholarly Papers (9)

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 341 (184,947)

Abstract:

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

2.

Climate Change Concerns, Homeowners Insurance, and Political Polarization: State-level Evidence

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 42 Posted: 19 Sep 2023 Last Revised: 16 Dec 2024
J. Tyler Leverty, Tao Sun and Hong Zou
University of Wisconsin-Madison, Lingnan University and The University of Hong Kong - Faculty of Business and Economics
Downloads 183 (343,410)
Citation 1

Abstract:

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climate change, insurance demand, risk perception, homeowners’ insurance

3.

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 176 (355,463)

Abstract:

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

4.

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, The University of Texas and Lingnan University
Downloads 89 (598,441)
Citation 3

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

5.

Systemic Risk of SIFIs in the Post-2008 Great Financial Crisis Era: A Tail Risk Network Approach

Number of pages: 42 Posted: 06 Jul 2023
Tao Sun
Lingnan University
Downloads 84 (619,837)

Abstract:

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systemically important financial institutions, systemic risk, CoVaR, network analysis, Granger causality

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systemically important financial institutions, systemic risk, CoVaR, network analysis, Granger causality

7.

Cross-Country Evidence on the Relationship between Global Value Chain Position and the Tail Risk of Insurers

Risk Management and Insurance Review 25 (3), 329-365, 2021
Posted: 30 Mar 2023
Tao Sun
Lingnan University

Abstract:

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systemic risk, global value chains, input-output analysis

8.

Systemic Importance of the Financial Services Sector and Insurance Sector: A World Input–Output Network Analysis

The Geneva Papers on Risk and Insurance-Issues and Practice, Forthcoming
Posted: 30 Mar 2023
Tao Sun
Lingnan University

Abstract:

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systemic risk, input-output analysis, hypothetical extraction, network analysis

9.

Societal Trust, Risk Avoidance and Corporate Risk Taking: Evidence from the Global Insurance Industry

The Geneva Papers on Risk and Insurance-Issues and Practice 46, 513-546
Posted: 29 Mar 2023
Tao Sun
Lingnan University

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societal trust, firm risk-taking, insurance industry