Richard D. MacMinn

National Chengchi University

Professor/Senior Research Fellow

Taipei

Taiwan

The University of Texas

2317 Speedway

Austin, TX Texas 78712

United States

  • National Chengchi University

  • The University of Texas

SCHOLARLY PAPERS

20

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3,563

SSRN CITATIONS
Rank 20,808

SSRN RANKINGS

Top 20,808

in Total Papers Citations

46

CROSSREF CITATIONS

11

Scholarly Papers (20)

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1.

Measuring Economic Capital: Value-at-Risk, Expected Shortfall and Copula Approach

Number of pages: 43 Posted: 13 May 2011
Jeungbo Shim, Seung-Hwan Lee and Richard D. MacMinn
Illinois Wesleyan University, Illinois Wesleyan University and National Chengchi University
Downloads 602 (78,103)

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Economic Capital, Value-at-Risk, Grouped t Copula

2.

Longevity Risk and Capital Markets: The 2008-2009 Update

Number of pages: 7 Posted: 19 Mar 2009
David P. Blake, Anja De Waegenaere, Richard D. MacMinn and Theo Nijman
City, University of London, Tilburg University - Department of Econometrics & OR, Netspar, and CentER, National Chengchi University and Tilburg University - Tilburg University School of Economics and Management
Downloads 517 (94,255)
Citation 7

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3.

Longevity Risk and Capital Markets: The 2013-14 Update

Downloads 318 (164,079)
Citation 9

Longevity Risk and Capital Markets: The 2013-14 Update

Pensions Institute Discussion Paper PI-1502
Number of pages: 29 Posted: 24 Mar 2016
Ken Seng Tan, David P. Blake and Richard D. MacMinn
University of Waterloo, City, University of London and National Chengchi University
Downloads 192 (268,398)
Citation 9

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Longevity Risk and Capital Markets: The 2013-14 Update

Number of pages: 29 Posted: 11 Apr 2015
Ken Seng Tan, David P. Blake and Richard D. MacMinn
University of Waterloo, City, University of London and National Chengchi University
Downloads 126 (381,700)
Citation 4

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4.

Longevity/Mortality Risk Modeling and Securities Pricing

McCombs Research Paper Series No. IROM-05-10
Number of pages: 32 Posted: 17 Aug 2010 Last Revised: 08 Oct 2010
Patrick L. Brockett, Richard D. MacMinn and Yinglu Deng
University of Texas at Austin - Department of Information, Risk and Operations Management, National Chengchi University and Red McCombs School of Business
Downloads 311 (167,974)
Citation 7

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Longevity Risk, Mortality Risk, Securitization, Double Exponential Jump Diffussion Model, Lee-Carter Framework

5.

Longevity Risk and Capital Markets: The 2007-2008 Update

Number of pages: 6 Posted: 11 Feb 2009
Richard D. MacMinn, Jennifer L. Wang and David P. Blake
National Chengchi University, National Chengchi University - Department of Risk Management and Insurance and City, University of London
Downloads 249 (210,614)
Citation 1

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6.

Mutual versus Stock Insurers: A Synthesis of the Theoretical and Empirical Research

Published in Journal of Insurance Issues, 2011, 34 (2): 101–111
Number of pages: 12 Posted: 26 Oct 2010 Last Revised: 18 Oct 2018
Richard D. MacMinn and Yayuan Ren
National Chengchi University and Illinois State University-Department of Finance, Insurance and Law
Downloads 235 (223,726)
Citation 1

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organizational form, adverse selection, moral hazard

7.

Longevity Risk and Capital Markets: The 2015-16 Update

Pensions Institute, Working Paper No. 1704
Number of pages: 44 Posted: 26 Oct 2017
David P. Blake, Nicole El Karoui, Richard D. MacMinn and Stéphane Loisel
City, University of London, Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees, National Chengchi University and University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Downloads 178 (287,258)
Citation 6

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8.

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 178 (287,258)
Citation 1

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

9.

Directors, Directors and Officers Insurance and Corporate Governance

Published in Journal of Insurance Issues, 2012, 159-179
Number of pages: 18 Posted: 10 Dec 2010 Last Revised: 18 Oct 2018
Li-Ming Han, Richard D. MacMinn and Yayuan Ren
The Chinese University of Hong Kong (CUHK), Faculty of Business Administration, Department of Finance (Deceased), National Chengchi University and Illinois State University-Department of Finance, Insurance and Law
Downloads 156 (321,543)

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Directors, Directors and Officers Insurance, Corporate Governance

10.

Multi-Population Mortality Models: A Factor Copula Approach

Insurance: Mathematics and Economics, Forthcoming, Fox School of Business Research Paper No. 15-052
Number of pages: 42 Posted: 31 Dec 2014 Last Revised: 16 Dec 2016
Hua Chen, Richard D. MacMinn and Tao Sun
University of Hawaii at Manoa, National Chengchi University and Independent
Downloads 152 (328,597)
Citation 10

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Multi-population mortality model, factor copulas, maximum entropy principle, mortality/longevity risk pricing and hedging

11.

Distribution of Price and Quality under Information Asymmetry

KAIST College of Business Working Paper Series No. 2008-012
Number of pages: 32 Posted: 22 Aug 2008 Last Revised: 18 Mar 2021
Richard D. MacMinn and S. Hun Seog
National Chengchi University and Seoul National University - Business School
Downloads 141 (349,032)

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search, information asymmetry, distribution of price and quality, insurance

12.

Longevity Risks and Capital Markets: The 2010-2011 Update

Pension Institute Discussion Paper No. PI-1113
Number of pages: 14 Posted: 01 Dec 2011 Last Revised: 24 Jun 2020
David P. Blake, Christophe Courbage, Richard D. MacMinn and Michael Sherris
City, University of London, Haute Ecole de Gestion de Genève - University of Applied Sciences Western Switzerland (HES-SO), National Chengchi University and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies
Downloads 121 (392,091)
Citation 1

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13.

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 97 (458,690)
Citation 2

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

14.

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
Hua Chen, Richard D. MacMinn and Tao Sun
University of Hawaii at Manoa, National Chengchi University and Lingnan University
Downloads 74 (540,776)
Citation 3

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

15.

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 55 (628,986)

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

16.

On the Meyer-Ormiston Theorem

Number of pages: 6 Posted: 16 Jan 2011
soonkoo hong and Richard D. MacMinn
Seoul National University of Technology and National Chengchi University
Downloads 55 (634,378)

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Deductible Insurance, Second Order Condition, Fair Premium

17.

Longevity Risk and Hedging Solutions

In Georges Dionne (Ed.), Handbook of Insurance, second edition, Springer, New York, 2013
Number of pages: 48 Posted: 26 Nov 2020
Guy Coughlan, David P. Blake, Richard D. MacMinn, Andrew J. G. Cairns and Kevin Dowd
Pacific Global Advisors, City, University of London, National Chengchi University, Heriot-Watt University - Department of Actuarial Science & Statistics and Durham Business School
Downloads 54 (634,378)
Citation 1

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18.

The Life Annuity Puzzles?

Number of pages: 31 Posted: 04 Oct 2023
Richard D. MacMinn and Yayuan Ren
National Chengchi University and Illinois State University-Department of Finance, Insurance and Law
Downloads 36 (747,009)

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Annuity puzzle, Life insurance, Bequest, Arbitrage

19.

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 34 (761,671)

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

20.

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

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