Richard D. MacMinn

National Chengchi University

Professor/Senior Research Fellow

Taipei

Taiwan

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 17,066

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2,151

CITATIONS
Rank 12,604

SSRN RANKINGS

Top 12,604

in Total Papers Citations

31

Scholarly Papers (20)

1.

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 London - Cass Business School - The Pensions Institute, Tilburg University - Center for Economic Research (CentER), National Chengchi University and Tilburg University - Center and Faculty of Economics and Business Administration
Downloads 432 (49,332)
Citation 1

Abstract:

2.

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 332 (58,175)

Abstract:

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

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 235 (102,017)
Citation 3

Abstract:

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

Longevity/Mortality Risk Modeling and Securities Pricing

Journal of Risk and Insurance, Vol. 79, Issue 3, pp. 697-721, 2012
Number of pages: 25 Posted: 23 Aug 2012
Yinglu Deng, Patrick L. Brockett and Richard D. MacMinn
Red McCombs School of Business, University of Texas at Austin - Department of Information, Risk and Operations Management and National Chengchi University
Downloads 0
Citation 3

Abstract:

4.

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 London - Cass Business School - The Pensions Institute
Downloads 227 (105,203)
Citation 1

Abstract:

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 London - Cass Business School - The Pensions Institute and National Chengchi University
Downloads 79 (248,861)

Abstract:

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 London - Cass Business School - The Pensions Institute and National Chengchi University
Downloads 42 (346,070)

Abstract:

6.

Directors, Directors and Officers Insurance and Corporate Governance

Number of pages: 18 Posted: 10 Dec 2010
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-College of Business
Downloads 107 (190,682)

Abstract:

Directors, Directors and Officers Insurance, Corporate Governance

7.

Distribution of Price and Quality under Information Asymmetry

KAIST Business School Working Paper Series No. 2008-012
Number of pages: 32 Posted: 22 Aug 2008 Last Revised: 07 Dec 2014
Richard D. MacMinn and S. Hun Seog
National Chengchi University and Seoul National University - Business School
Downloads 99 (209,253)

Abstract:

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

8.

Longevity Risks and Capital Markets: The 2010-2011 Update

Pension Institute Discussion Paper No. PI-1113
Number of pages: 14 Posted: 01 Dec 2011
City University London - Cass Business School - The Pensions Institute, 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 85 (227,459)
Citation 2

Abstract:

9.

Mutual Versus Stock Insurers: A Synthesis of Theory and Empirical Work

Number of pages: 11 Posted: 26 Oct 2010 Last Revised: 15 Oct 2012
Richard D. MacMinn and Yayuan Ren
National Chengchi University and Illinois State University-College of Business
Downloads 82 (222,692)

Abstract:

organizational form, adverse selection, moral hazard

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
Temple University - Risk Management & Insurance & Actuarial Science, National Chengchi University and Independent
Downloads 42 (248,446)

Abstract:

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

11.

Longevity Bonds: Financial Engineering, Valuation, and Hedging

Journal of Risk & Insurance, Vol. 73, No. 4, pp. 647-672, December 2006
Number of pages: 26 Posted: 29 Nov 2006
David P. Blake, Kevin Dowd, Andrew J. G. Cairns and Richard D. MacMinn
City University London - Cass Business School - The Pensions Institute, Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics and National Chengchi University
Downloads 33 (367,025)
Citation 18

Abstract:

12.

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 (286,879)

Abstract:

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

13.

Stock Options and the Corporate Demand for Insurance

Journal of Risk & Insurance, Vol. 73, No. 2, pp. 231-260, June 2006
Number of pages: 30 Posted: 30 May 2006
Li-Ming Han and Richard D. MacMinn
The Chinese University of Hong Kong (CUHK), Faculty of Business Administration, Department of Finance (Deceased) and National Chengchi University
Downloads 16 (445,995)
Citation 6

Abstract:

14.

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 15 (367,025)

Abstract:

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

15.

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 15 (445,995)

Abstract:

Deductible Insurance, Second Order Condition, Fair Premium

16.

The New Life Market

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 501-558, 2013
Number of pages: 58 Posted: 30 Aug 2013
City University London - Cass Business School - The Pensions Institute, Heriot-Watt University - Department of Actuarial Science & Statistics, Pacific Global Advisors, City University London - Sir John Cass Business School and National Chengchi University
Downloads 1 (522,451)

Abstract:

17.

Mossin’s Theorem Given Random Initial Wealth

Journal of Risk and Insurance, Vol. 78, Issue 2, pp. 309-324, 2011
Number of pages: 16 Posted: 20 May 2011
affiliation not provided to SSRN, affiliation not provided to SSRN, National Chengchi University and University of Texas at Austin - Department of Information, Risk and Operations Management
Downloads 1 (522,451)

Abstract:

18.

Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula Mortality Model with the GAS Structure

Forthcoming in the Journal of Risk and Insurance
Number of pages: 24 Posted: 06 Feb 2017
Hua Chen, Richard D. MacMinn and Tao Sun
Temple University - Risk Management & Insurance & Actuarial Science, National Chengchi University and University of Wisconsin - La Crosse
Downloads 0 (491,057)

Abstract:

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

19.

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
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 0 (239,227)

Abstract:

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

20.

Incorporating Longevity Risk and Medical Information into Life Settlement Pricing

Journal of Risk and Insurance, Vol. 80, Issue 3, pp. 799-826, 2013
Number of pages: 28 Posted: 30 Aug 2013
University of Texas at Austin - Department of Information, Risk and Operations Management, University of Texas at Austin - Red McCombs School of Business, Red McCombs School of Business and National Chengchi University
Downloads 0 (532,463)

Abstract: