Yijia Lin

University of Nebraska at Lincoln - Department of Finance

Lincoln, NE 68588-0490

United States

  • University of Nebraska at Lincoln - Department of Finance

SCHOLARLY PAPERS

29

DOWNLOADS
Rank 14,147

SSRN RANKINGS

Top 14,147

in Total Papers Downloads

7,246

TOTAL CITATIONS
Rank 7,306

SSRN RANKINGS

Top 7,306

in Total Papers Citations

75

Scholarly Papers (29)

Actions:
Email selected abstracts
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 950 (51,818)
Citation 9

Abstract:

Loading...

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

2.

Mortality Regimes and Pricing

North American Actuarial Journal, Vol. 15, No. 2, pp. 266-289, 2011
Number of pages: 41 Posted: 09 Nov 2009 Last Revised: 05 Sep 2011
Andreas Milidonis, Yijia Lin and Samuel H. Cox
University of Cyprus - Department of Accounting and Finance, University of Nebraska at Lincoln - Department of Finance and University of Manitoba - Asper School of Business
Downloads 658 (84,521)
Citation 5

Abstract:

Loading...

Lee-Cater model, regime switching mortality model, mortality-linked securities

3.

Natural Hedging of Life and Annuity Mortality Risks

North American Actuarial Journal, Vol. 11, No. 3, pp. 1-15, 2007
Number of pages: 27 Posted: 07 May 2007 Last Revised: 22 Jan 2016
Samuel H. Cox and Yijia Lin
University of Manitoba - Asper School of Business and University of Nebraska at Lincoln - Department of Finance
Downloads 641 (87,221)
Citation 9

Abstract:

Loading...

Mortality, Hedging, Swaps, Annuity, Life Insurance

4.

Mortality Risk Modeling: Applications to Insurance Securitization

Insurance: Mathematics and Economics, Vol. 46, No. 1, pp. 242-253, 2010
Number of pages: 35 Posted: 21 Jul 2008 Last Revised: 26 Aug 2011
Samuel H. Cox, Yijia Lin and Hal Petersen
University of Manitoba - Asper School of Business, University of Nebraska at Lincoln - Department of Finance and affiliation not provided to SSRN
Downloads 610 (92,969)
Citation 4

Abstract:

Loading...

Mortality Risk, Longevity Risk, Modeling, Securitization

5.

WTO and the Chinese Insurance Industry

Geneva Papers on Risk and Insurance - Issues and Practice, Vol. 34, No. 3, pp. 440-465, 2009
Number of pages: 30 Posted: 29 Sep 2007 Last Revised: 02 Oct 2013
J. Tyler Leverty, Yijia Lin and Hao Zhou
University of Wisconsin-Madison, University of Nebraska at Lincoln - Department of Finance and Allianz General Representative Office China
Downloads 543 (107,616)
Citation 1

Abstract:

Loading...

Insurance, Efficiency, Productivity, WTO

6.

Household Life Cycle Protection: Life Insurance Holdings, Financial Vulnerability and Portfolio Implications

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 141-173, March 2007
Number of pages: 37 Posted: 27 Mar 2007 Last Revised: 02 Oct 2013
Yijia Lin and Martin F. Grace
University of Nebraska at Lincoln - Department of Finance and University of Iowa - Department of Finance
Downloads 419 (146,927)
Citation 1

Abstract:

Loading...

Household Life Insurance Holdings, Financial Vulnerability, Life Cycle Protection

7.

Securitization of Catastrophe Mortality Risks

Insurance: Mathematics and Economics, Vol. 42, No. 2, pp. 628-637, 2008
Number of pages: 28 Posted: 22 Jun 2007 Last Revised: 26 Aug 2011
Yijia Lin and Samuel H. Cox
University of Nebraska at Lincoln - Department of Finance and University of Manitoba - Asper School of Business
Downloads 392 (158,454)

Abstract:

Loading...

Securitization, Catastrophes, Mortality Risks

8.

Capital Allocation and the Pricing of Financially Intermediated Risks: An Empirical Investigation

Number of pages: 51 Posted: 28 Jun 2006
Richard D. Phillips, J David Cummins and Yijia Lin
Georgia State University - Risk Management & Insurance Department, Temple University - Risk Management & Insurance & Actuarial Science and University of Nebraska at Lincoln - Department of Finance
Downloads 345 (182,505)
Citation 5

Abstract:

Loading...

Capital allocation, Insurance, Prices

9.

Asset-Liability Management of Life Insurers in the Negative Interest Rate Environment

Forthcoming at North American Actuarial Journal
Number of pages: 44 Posted: 06 May 2021 Last Revised: 26 Dec 2023
Yijia Lin, Sheen Liu, Ken Seng Tan and Xun Zhang
University of Nebraska at Lincoln - Department of Finance, Washington State University, Nanyang Business School, Nanyang Technological University and Central University of Finance and Economics (CUFE)
Downloads 251 (254,529)

Abstract:

Loading...

negative interest rate, Vasicek model, duration matching, convexity, asset-liability management

10.

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
Samuel H. Cox, Yijia Lin, Ruilin Tian and Jifeng Yu
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 230 (277,204)
Citation 4

Abstract:

Loading...

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

11.

Bounds for Probabilities of Extreme Events Defined by Two Random Variables

Variance, Vol. 4, No. 1, pp. 47-65, 2010
Number of pages: 34 Posted: 30 Jul 2007 Last Revised: 28 Aug 2011
Samuel H. Cox, Yijia Lin, Ruilin Tian and Luis Zuluaga
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 New Brunswick - Fredericton
Downloads 208 (305,001)

Abstract:

Loading...

Semiparametric bounds, joint tail probabilities, value at risk, moments, sum of square programming

12.

Pension Risk Management in the Enterprise Risk Management Framework

Journal of Risk and Insurance, Volume 84, pp. 345–365, 2017.
Number of pages: 51 Posted: 11 Mar 2016 Last Revised: 03 Apr 2018
Yijia Lin, Richard D. MacMinn, Ruilin Tian and Jifeng Yu
University of Nebraska at Lincoln - Department of Finance, The University of Texas, North Dakota State University - Department of Accounting, Finance, and Information Systems and University of Nebraska-Lincoln
Downloads 207 (306,390)
Citation 1

Abstract:

Loading...

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

13.

Pricing Buy-Ins and Buy-Outs

Journal of Risk and Insurance, Vol. 84, pp. 367-392, 2017
Number of pages: 30 Posted: 11 Mar 2016 Last Revised: 29 Jul 2022
Yijia Lin, Tianxiang Shi and Ayse Arik
University of Nebraska at Lincoln - Department of Finance, Temple University - Department of Risk, Actuarial Science, and Legal Studies and Hacettepe University
Downloads 194 (325,303)
Citation 9

Abstract:

Loading...

defined benefit pension plan, pricing, buy-ins, buy-outs

14.

Portfolio Risk Management with CVaR-Like Constraints

North American Actuarial Journal, Vol. 14, No. 1, pp. 86-106, 2010
Number of pages: 31 Posted: 28 Aug 2011 Last Revised: 16 Apr 2012
Samuel H. Cox, Yijia Lin, Ruilin Tian and Luis Zuluaga
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 New Brunswick - Fredericton
Downloads 158 (390,183)

Abstract:

Loading...

Portfolio Management, CVaR

15.

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 151 (405,270)
Citation 10

Abstract:

Loading...

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

16.

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
Yijia Lin, Ken Seng Tan, Ruilin Tian and Jifeng Yu
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 149 (409,697)
Citation 3

Abstract:

Loading...

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

17.

De-Risking Defined Benefit Plans

Insurance: Mathematics and Economics, Vol. 63, pp. 52-65, 2015
Number of pages: 45 Posted: 20 Feb 2015 Last Revised: 25 Jan 2016
Yijia Lin, Richard D. MacMinn and Ruilin Tian
University of Nebraska at Lincoln - Department of Finance, The University of Texas and North Dakota State University - Department of Accounting, Finance, and Information Systems
Downloads 133 (448,427)
Citation 2

Abstract:

Loading...

defined benefit pension plan, longevity hedge, buy-in, buy-out

18.

Corporate Pensions and the Maturity Structure of Debt

Journal of Risk and Insurance, Vol. 86, No. 2, pp. 315-350, 2019
Number of pages: 45 Posted: 11 Mar 2016 Last Revised: 29 Jul 2022
Yijia Lin, Sheen Liu and Jifeng Yu
University of Nebraska at Lincoln - Department of Finance, Washington State University and University of Nebraska-Lincoln
Downloads 131 (453,917)
Citation 2

Abstract:

Loading...

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

19.

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
Yijia Lin, Jifeng Yu and Manferd O. Peterson
University of Nebraska at Lincoln - Department of Finance, University of Nebraska-Lincoln and University of Nebraska at Lincoln - Department of Finance
Downloads 123 (476,805)

Abstract:

Loading...

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

20.

Pension Risk Management with Funding and Buyout Options

Insurance: Mathematics and Economics, Vol. 78, pp. 183-200, 2018, Fox School of Business Research Paper No. 17-012
Number of pages: 47 Posted: 21 Feb 2017 Last Revised: 29 Jul 2022
Samuel H. Cox, Yijia Lin and Tianxiang Shi
University of Manitoba - Asper School of Business, University of Nebraska at Lincoln - Department of Finance and Temple University - Department of Risk, Actuarial Science, and Legal Studies
Downloads 120 (486,030)
Citation 4

Abstract:

Loading...

Defined Benefit Pension Plan, Risk Management, Pricing, Funding Options, Buyout Options

21.

Optimal Longevity Risk Transfer and Investment Strategies

North American Actuarial Journal, Vol. 25, No. S1, pp. S40-S65, 2021
Number of pages: 44 Posted: 27 Jul 2017 Last Revised: 29 Jul 2022
Samuel H. Cox, Yijia Lin and Sheen Liu
University of Manitoba - Asper School of Business, University of Nebraska at Lincoln - Department of Finance and Washington State University
Downloads 118 (492,156)
Citation 1

Abstract:

Loading...

Pension Buy-Ins and Buy-Outs, Bulk Annuity Insurers, Longevity Risk Transfer, Duality in Optimization

22.

Mortality Portfolio Risk Management

Journal of Risk and Insurance, Vol. 80, Issue 4, pp. 853-890, 2013
Number of pages: 41 Posted: 25 Aug 2011 Last Revised: 19 Feb 2015
Samuel H. Cox, Yijia Lin, Ruilin Tian and Luis Zuluaga
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 New Brunswick - Fredericton
Downloads 111 (515,259)
Citation 1

Abstract:

Loading...

mortality risk, portfolio theory, conditional value-at-risk, moments method, downside risk

23.

Do Pension Buyouts Help or Hurt Employees (Retirees)?

Journal of Risk and Insurance, Vol. 90, No. 3, pp. 667-702, 2023
Number of pages: 38 Posted: 05 Dec 2022 Last Revised: 26 Dec 2023
Yijia Lin, Richard D. MacMinn and Tianxiang Shi
University of Nebraska at Lincoln - Department of Finance, The University of Texas and Temple University - Department of Risk, Actuarial Science, and Legal Studies
Downloads 93 (582,395)

Abstract:

Loading...

defined benefit pension plan, pension default, plan participants, pension buyout

24.

The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing

Journal of Risk and Insurance, Vol. 84, pp. 515-532, 2017
Number of pages: 31 Posted: 02 Apr 2016 Last Revised: 29 Jul 2022
Enrico Biffis, Yijia Lin and Andreas Milidonis
Imperial College Business School, University of Nebraska at Lincoln - Department of Finance and University of Cyprus - Department of Accounting and Finance
Downloads 88 (602,391)
Citation 3

Abstract:

Loading...

k-forward, longevity risk, risk sharing, emerging economies, Asia-Pacific

25.

Risk-Seeking Behavior and its Implications for the Optimal Decision Making of Annuity Insurers

North American Actuarial Journal, Forthcoming
Number of pages: 43 Posted: 12 May 2021 Last Revised: 30 Aug 2021
Cuixia Chen, Yijia Lin and Ming Zhou
Hebei Finance University, University of Nebraska at Lincoln - Department of Finance and Central University of Finance and Economics (CUFE) - China Institute for Actuarial Science
Downloads 86 (610,980)
Citation 1

Abstract:

Loading...

cumulative prospect theory, risk-return relation, annuity business, changing risk preference, risk management

26.

Buy-ins, Buy-outs, Longevity Bonds, and the Creation of Value

Journal of Demographic Economics, Forthcoming
Number of pages: 16 Posted: 05 Dec 2022
Richard D. MacMinn, Yijia Lin and Tianxiang Shi
The University of Texas, University of Nebraska at Lincoln - Department of Finance and Temple University - Department of Risk, Actuarial Science, and Legal Studies
Downloads 56 (765,832)

Abstract:

Loading...

Buy-ins, Buy-outs, Longevity Bonds, Firm Value

27.

Interconnected Excellence: Co-authorship Networks, Research Performance and Job Change among Risk, Insurance and Actuarial Scholars

Number of pages: 67 Posted: 17 May 2024
Alexander Dudash, Xin Peng Lim, Yijia Lin and Jifeng Yu
UMPC Health Plan, University of Nebraska at Lincoln, University of Nebraska at Lincoln - Department of Finance and University of Nebraska at Lincoln
Downloads 44 (852,652)

Abstract:

Loading...

co-authorship network, network centrality, network constraint, research performance, job change

28.

Defense in Competition: Multimarket and Structural Effects of Firm-Specific Competition on Risk Transfer

Journal of Management, Vol. 50, No. 2, pp. 523-555, 2024
Number of pages: 53 Posted: 29 Jul 2022 Last Revised: 05 Jan 2025
Jifeng Yu and Yijia Lin
University of Nebraska at Lincoln and University of Nebraska at Lincoln - Department of Finance
Downloads 37 (913,218)

Abstract:

Loading...

29.

The Securitization of Longevity Risk and Its Implications for Retirement Security

Published in Maurer, R., O. Mitchell, and P. Hammond (Eds.) (2014). Recreating Sustainable Retirement: Resilience, Solvency, and Tail Risk. Oxford, UK: Oxford University Press., Pension Research Council Working Paper No. 2013-22
Posted: 19 Apr 2014 Last Revised: 03 Apr 2020
Richard D. MacMinn, Patrick L. Brockett, Jennifer L. Wang, Yijia Lin and Ruilin Tian
The University of Texas, University of Texas at Austin - Department of Information, Risk and Operations Management, National Chengchi University - Department of Risk Management and Insurance, University of Nebraska at Lincoln - Department of Finance and North Dakota State University - Department of Accounting, Finance, and Information Systems

Abstract:

Loading...

Longevity Risk, Retirement, Securitization, Buy-Out, Longevity Swap