Author Page for Yijia Lin

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

University of Nebraska at Lincoln - Department of Finance, California State University, Los Angeles and University of Nebraska-Lincoln

Downloads 863 (45,020)

Citation 9

Abstract:

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 624 (69,302)

Citation 3

Abstract:

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 602 (72,515)

Citation 9

Abstract:

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 583 (75,428)

Citation 4

Abstract:

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 526 (85,800)

Citation 1

Abstract:

6.

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 368 (130,575)

Abstract:

7.

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 308 (158,180)

Citation 6

Abstract:

8.

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 Temple University - Fox School of Business & Management

Downloads 300 (162,572)

Abstract:

9.

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 206 (235,388)

Citation 3

Abstract:

10.

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 199 (242,906)

Abstract:

11.

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, National Chengchi University, North Dakota State University - Department of Accounting, Finance, and Information Systems and University of Nebraska-Lincoln

Downloads 172 (276,433)

Citation 1

Abstract:

12.

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 137 (333,303)

Citation 8

Abstract:

13.

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 134 (339,109)

Abstract:

14.

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

Number of pages: 45 Posted: 06 May 2021 Last Revised: 26 Jul 2022

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 131 (344,965)

Abstract:

15.

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 124 (359,402)

Citation 7

Abstract:

16.

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 104 (407,583)

Citation 1

Abstract:

17.

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 96 (430,408)

Citation 1

Abstract:

18.

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 95 (433,326)

Abstract:

19.

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, National Chengchi University and North Dakota State University - Department of Accounting, Finance, and Information Systems

Downloads 94 (436,307)

Citation 2

Abstract:

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 93 (439,271)

Citation 3

Abstract:

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 78 (488,789)

Citation 1

Abstract:

22.

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 75 (499,859)

Citation 3

Abstract:

23.

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 64 (544,097)

Citation 3

Abstract:

24.

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 61 (557,340)

Citation 1

Abstract:

25.

Do Pension Buyouts Help or Hurt Employees (Retirees)?

Number of pages: 61 Posted: 05 Dec 2022 Last Revised: 13 Feb 2023

Yijia Lin, Richard D. MacMinn and Tianxiang Shi

University of Nebraska at Lincoln - Department of Finance, National Chengchi University and Temple University - Department of Risk, Actuarial Science, and Legal Studies

Downloads 39 (673,468)

Abstract:

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

National Chengchi University, University of Nebraska at Lincoln - Department of Finance and Temple University - Department of Risk, Actuarial Science, and Legal Studies

Downloads 20 (811,748)

Abstract:

27.

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

Journal of Management, Forthcoming

Number of pages: 53 Posted: 29 Jul 2022

Jifeng Yu and Yijia Lin

University of Nebraska at Lincoln and University of Nebraska at Lincoln - Department of Finance

Downloads 15 (855,594)

Abstract:

28.

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

National Chengchi University, 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

Yijia Lin

University of Nebraska at Lincoln - Department of Finance

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Scholarly Papers (28)

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