Yijia Lin

University of Nebraska at Lincoln - Department of Finance

Lincoln, NE 68588-0490

United States

SCHOLARLY PAPERS

25

DOWNLOADS
Rank 7,792

SSRN RANKINGS

Top 7,792

in Total Papers Downloads

4,716

CITATIONS
Rank 5,036

SSRN RANKINGS

Top 5,036

in Total Papers Citations

103

Scholarly Papers (25)

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 (30,155)
Citation 2

Abstract:

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
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 530 (38,350)
Citation 3

Abstract:

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 494 (40,101)
Citation 20

Abstract:

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 483 (43,571)
Citation 9

Abstract:

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 472 (46,660)
Citation 1

Abstract:

Insurance, Efficiency, Productivity, WTO

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 305 (76,954)
Citation 35

Abstract:

Securitization, Catastrophes, Mortality Risks

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 - Risk Management & Insurance & Actuarial Science
Downloads 221 (112,722)
Citation 6

Abstract:

Household Life Insurance Holdings, Financial Vulnerability, Life Cycle Protection

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: 33 Posted: 04 Mar 2007
Martin F. Grace and Yijia Lin
Temple University - Risk Management & Insurance & Actuarial Science and University of Nebraska at Lincoln - Department of Finance
Downloads 26 (422,501)
Citation 6

Abstract:

8.

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

Number of pages: 51 Posted: 28 Jun 2006
Georgia State University - Risk Management & Insurance Department, Temple University - Risk Management & Insurance & Actuarial Science and University of Nebraska at Lincoln - Department of Finance
Downloads 236 (97,806)
Citation 3

Abstract:

Capital allocation, Insurance, Prices

9.

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
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 169 (141,807)

Abstract:

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

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 163 (150,323)

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:

11.

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 (197,801)
Citation 2

Abstract:

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

12.

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
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 104 (208,451)
Citation 1

Abstract:

Portfolio Management, CVaR

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 80 (256,275)

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:

14.
Downloads 65 (285,640)
Citation 2

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
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 64 (291,528)
Citation 2

Abstract:

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

Mortality Portfolio Risk Management

Journal of Risk and Insurance, Vol. 80, Issue 4, pp. 853-890, 2013
Number of pages: 38 Posted: 18 Dec 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 New Brunswick - Fredericton
Downloads 1 (568,003)
Citation 2

Abstract:

15.

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 (321,679)

Abstract:

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

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

Number of pages: 31 Posted: 02 Apr 2016 Last Revised: 10 Oct 2016
Imperial College Business School, University of Nebraska at Lincoln - Department of Finance and University of Cyprus - Department of Accounting and Finance
Downloads 35 (381,528)

Abstract:

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

17.

The Securitization of Longevity Risk and Its Implications for Retirement Security

Pension Research Council Working Paper No. 2013-22
Number of pages: 45 Posted: 19 Apr 2014
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
Downloads 30 (290,313)

Abstract:

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

18.

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
University of Nebraska at Lincoln - Department of Finance, National Chengchi University and North Dakota State University - Department of Accounting, Finance, and Information Systems
Downloads 15 (369,464)

Abstract:

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

19.

Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization

Journal of Risk & Insurance, Vol. 73, No. 4, pp. 719-736, December 2006
Number of pages: 18 Posted: 29 Nov 2006
Samuel H. Cox, Yijia Lin and Shaun Wang
University of Manitoba - Asper School of Business, University of Nebraska at Lincoln - Department of Finance and Georgia State University's Robinson College of Business
Downloads 13 (472,108)
Citation 17

Abstract:

20.

Pension Risk Management with Funding and Buyout Options

Insurance: Mathematics and Economics, Forthcoming, Fox School of Business Research Paper No. 17-012
Number of pages: 47 Posted: 21 Feb 2017 Last Revised: 24 Apr 2017
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 - Fox School of Business and Management
Downloads 0 (425,561)

Abstract:

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

21.

Pricing Buy-Ins and Buy-Outs

Journal of Risk and Insurance, Forthcoming
Number of pages: 30 Posted: 11 Mar 2016 Last Revised: 07 May 2016
Yijia Lin, Tianxiang Shi and Ayse Arik
University of Nebraska at Lincoln - Department of Finance, Temple University - Fox School of Business and Management and Hacettepe University
Downloads 0 (355,615)

Abstract:

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

22.

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 (237,675)

Abstract:

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

23.

Corporate Pensions and the Maturity Structure of Debt

Journal of Risk and Insurance, Forthcoming
Number of pages: 45 Posted: 11 Mar 2016 Last Revised: 01 Mar 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 (272,261)

Abstract:

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

24.

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 (553,143)
Citation 2

Abstract:

25.

Securitization of Mortality Risks in Life Annuities

Journal of Risk & Insurance, Vol. 72, No. 2, pp. 227-252, June 2005
Posted: 07 May 2007
Yijia Lin and Samuel H. Cox
University of Nebraska at Lincoln - Department of Finance and University of Manitoba - Asper School of Business

Abstract:

Securitization, Mortality, Annuities