Ruilin Tian

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

Associate Professor of Finance

Fargo, ND

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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Top 53,047

in Total Papers Downloads

1,236

SSRN CITATIONS
Rank 11,880

SSRN RANKINGS

Top 11,880

in Total Papers Citations

35

CROSSREF CITATIONS

66

Ideas:
“  Pension De-Risking Strategies: An Empirical Analysis  ”

Scholarly Papers (16)

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 195 (219,524)
Citation 3

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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
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 4 (906,460)

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2.

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 187 (227,760)

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

3.

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
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 162 (257,435)
Citation 1

Abstract:

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

4.

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 126 (313,583)

Abstract:

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Portfolio Management, CVaR

5.

Predictive Power of Markovian Models: Evidence from U.S. Recession Forecasting

Number of pages: 36 Posted: 09 Apr 2018
Ruilin Tian and Gang Shen
North Dakota State University - Department of Accounting, Finance, and Information Systems and North Dakota State University - Department of Statistics
Downloads 97 (375,150)
Citation 1

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Forecast Recession, Hidden Markov Model, Markov Model, Probit Model, Recession Indicator, GDI.

6.
Downloads 89 (395,882)
Citation 21

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 86 (407,947)
Citation 1

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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 3 (920,530)
Citation 11

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7.

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 80 (421,772)
Citation 2

Abstract:

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

8.

Bounds on Tail Probabilities and Value at Risk Given Moment Information

Number of pages: 42 Posted: 02 Jun 2013 Last Revised: 26 Nov 2014
Ruilin Tian, Samuel H. Cox and Luis Zuluaga
North Dakota State University - Department of Accounting, Finance, and Information Systems, University of Manitoba - Asper School of Business and University of New Brunswick - Fredericton
Downloads 72 (447,145)

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Moment problem, Semidefinite programming, VaR, Maximum entropy

9.

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 64 (475,348)
Citation 3

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

10.

Downside Risk Control and Optimal Investment Turnover Around Financial Crises

International Journal of Portfolio Analysis and Management, Forthcoming
Number of pages: 26 Posted: 03 Apr 2018
Ruilin Tian, Fariz Huseynov and Wei Zhang
North Dakota State University - Department of Accounting, Finance, and Information Systems, North Dakota State University - College of Business and North Dakota State University
Downloads 51 (528,195)

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Financial crisis, Global diversification, Downside risk management, CVaR, Turnover

11.

Moment Problem and Its Application to Tail Risk Assessment

North American Actuarial Journal, Volume 21, Issue 2, pp. 242-266, 2017.
Number of pages: 40 Posted: 03 Apr 2018
Ruilin Tian, Samuel H. Cox and Luis Zuluaga
North Dakota State University - Department of Accounting, Finance, and Information Systems, University of Manitoba - Asper School of Business and University of New Brunswick - Fredericton
Downloads 47 (546,514)

Abstract:

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Moment Problem, Semiparametric Bounds, Semidefinite Programming (SDP), Value at Risk (VaR)

12.

Revisit Zero Inflation Policy: Feasible or Mirage?

Journal of Macroeconomic Dynamics Research, Volume 1, pp. 7-17, 2013.
Number of pages: 26 Posted: 14 Apr 2013 Last Revised: 03 Apr 2018
Ruilin Tian
North Dakota State University - Department of Accounting, Finance, and Information Systems
Downloads 33 (621,265)

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Zero Inflation, Unemployment Rate, Sacrifice Ratio, Monetary Policy

13.

Comparison of Psychosocial Factors Affecting the Demands for Pension Plans Between American and Chinese Residents

International Journal of Education and Social Science, Vol. 4 No. 10, 2017
Number of pages: 15 Posted: 14 Dec 2017
Ruiqi Tian and Ruilin Tian
Southwest Jiaotong University - Psychological Research and Counseling Center and North Dakota State University - Department of Accounting, Finance, and Information Systems
Downloads 26 (667,819)

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Psychosocial factor, Phenomenological method, In-depth interview, Pension demand, Pension reform

14.

Pension Risk Management in the Enterprise Risk Management Framework

Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 345-365, 2017
Number of pages: 21 Posted: 14 Apr 2017
University of Nebraska at Lincoln, National Chengchi University, North Dakota State University - Department of Accounting, Finance, and Information Systems and University of Nebraska at Lincoln
Downloads 3 (883,543)
Citation 2

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15.

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
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

16.

Global Diversification and Downside Risk Control Through Stock, Bond, and CDS Indices

Posted: 19 Aug 2013 Last Revised: 03 Apr 2018
Fariz Huseynov, Ruilin Tian and Wei Zhang
North Dakota State University - College of Business, North Dakota State University - Department of Accounting, Finance, and Information Systems and North Dakota State University

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Global diversification, Portfolio optimization, Investment opportunity set, Asset classes, CVaR