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專任老師
楊曉文 教授
學歷: 英國Heriot-Watt University精算博士
專長: 保險精算、風險管理、退休金精算、退休金投資、長壽風險、年金保險、金融商品創新
辦公室: 管二館 807
分機: 66254 or 66250
聯絡信箱 : syang@ncu.edu.tw
個人網頁 : http://fm.mgt.ncu.edu.tw/teacher/sharon.pdf

期刊論文

  1. Yang, Sharon S., Jr-Wei Huang, Chuang-Chang Chang (2016), Detecting and Modeling the Jump Risk of CO2 Emission Allowances and Their Impact on the Valuation of the Option on Futures Contracts, Quantitative Finance, 16(5): 749-762. (SSCI) (國科會財務領域A-級期刊).
  2. Chuang-Chang Chang, Sharon S. Yang, Tzu-Yu Huang and Jr-Wei Huang (2016), The Valuation of Temperature Derivatives: The Case for Taiwan, Journal of Financial Studies, 24(2), 21-49. (TSSCI).
  3. TianShyr Dai, Sharon S. Yang and Liang-Chih Liu (2015), Pricing Guaranteed Minimum/Lifetime Withdrawal Benefits with Various Provisions under Investment, Interest Rate and Mortality Risks, Insurance Mathematics and Economics, 64:364:379. (SSCI) (國科會財務領域保險精算ATier2級期刊).
  4. Wang, Chou-wen, Sharon S. Yang and Hong-Chih Huang (2015), Modeling Multi-Country Mortality Dependence and Its Application in Pricing Survivor Index Swaps— A Dynamic Copula Approach, Insurance: Mathematics and Economics, 63:30-39. (SSCI) (國科會財務領域保險精算ATier2級期刊).
  5. haron S. Yang and Yawen Huang (2015), A Simulation Study of Risk Measure and Dynamic Financial Analysis for Flood Insurance: An Example of Taiwan Keelung River District, NTU Management Review, 25( 2): 83-118. (TSSCI).
  6. Sharon S. Yang and Yu-Yun Yeh (2015), Analysis of the Efficient Frontier for Life Settlements in the Presence of Longevity Risk, Journal of Financial Studies, 23(1):1-29. (TSSCI).
  7. Vivian S. Jeng and Sharon S. Yang (2015), A new look at the dynamic interrelationship between growth and profitability in the Chinese property liability insurance industry, Academia Economic Papers, 42(3):369-401. (EconLit) (TSSCI).
  8. Yu-Lieh Huang, Jeffrey Tzuhao Tsai, Sharon S. Yang, Hung-Wen Cheng (2014), Price bounds of mortality-linked security in incomplete insurance market, Insurance: Mathematics and Economics, 55: 30–39.(SSCI) (國科會財務領域保險精算ATier2級期刊).
  9. Joseph J. Tien and Sharon S. Yang (2014), The Determinants of Life Insurer’s Growth for a Developing Insurance Market: Domestic vs. Foreign Insurance Firms, The Geneva Papers on Risk and Insurance - Issues and Practice, 39:1-2. (SSCI) (國科會財務領域保險精算B+級期刊).
  10. Sharon S. Yang and TianShyr Dai (2013), A Flexible Tree for Evaluating Guaranteed Minimum Withdrawal Benefits under Deferred Life Annuity Contracts with Various Provisions, Insurance: Mathematics and Economics, Insurance Mathematics and Economics, 52(2), 231-242. (SSCI) (國科會財務領域保險精算ATier2級期刊).
  11. Sharon S. Yang and Chou-wen Wang (2013), Pricing and Securitization of Multi-country Longevity Risk with Mortality Dependence, Insurance Mathematics and Economics, 52(2):157-169.(SSCI) (國科會財務領域保險精算ATier2級期刊).
  12. Wang, Chou-wen and Sharon S. Yang (2013), Pricing Survivor Derivatives with Cohort Mortality Dependence under the Lee-Carter Framework, Journal of Risk and Insurance, (SSCI)(國科會財務領域保險精算ATier1級期刊).
  13. Tang, Chun-Hua and Daniel C. and Sharon S. Yang (2012), Valuation of Rate of Return Guarantees under a Defined Contribution Pension Plan Considering the Choice of Retirement Age, Journal of Financial Studies, 20(1) :91-113. (In Chinese)(TSSCI).
  14. Yang, Sharon S. (2011), Securitization and Tranching Longevity and House Price Risk for Reverse Mortgage Products, The Geneva Papers on Risk and Insurance - Issues and Practice, 36:648-674.(SSCI)(國科會財務領域保險精算B+級期刊).
  15. Wang, Jennifer L., Hong-chih Huang and Sharon S. Yang, and Jeffrey T. Tsai (2010), An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach, Journal of Risk and Insurance, 77( 2): 473-497(SSCI)(國科會財務領域保險精算A Tier1級期刊).
  16. Ho, Hwai-Chung, Sharon S. Yang and Feng-I Liu (2010), Evaluating Quantile Reserve for Equity-Linked Insurance under a Stochastic Volatility Model: Long-Memory vs. Short-Memory, ASTIN Bulletin, 40(2):669-698(SSCI)(國科會財務領域保險精算A-級期刊).
  17. Yang, Sharon S., Jack C. Yue and Hong-chih Huang (2010), Modeling Longevity Risks using a Principal Component Approach: A Comparison with Existing Stochastic Mortality Models, Insurance Mathematics and Economics, 4 (1): 254-270.(SSCI) (國科會財務領域保險精算A Tier2級期刊).
  18. Yang, Sharon S. and Hong-chih Huang (2009), The Impact of Longevity Risk on the Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plans, The Geneva Papers on Risk and Insurance - Issues and Practice, Forthcoming(SSCI).
  19. Yang, Sharon S. and Chun-Hua Tang (2009), A Study of the Impact of Investment strategies on Guaranteed Cost and Income Replacement Ratio under Taiwan New Labor Pension Plan , Journal of Financial Studies,  Forthcoming. (In Chinese)(TSSCI).
  20. Wang, Jennifer L. and Sharon S. Yang (2008), Pricing and Implementation of Longevity Bonds in Taiwan, Asia-Pacific Journal of Risk and Insurance, 3 (1): 165-182.
  21. Huang, Hong-chih, Jack C.Yue, and Sharon S. Yang (2008), An Empirical Study of Mortality Models in Taiwan, Asia-Pacific Journal of Risk and Insurance, 3 (1): 150-164.
  22. Yang, Sharon S., Meng-Lan Yueh and Chun-Hua Tang (2008), Valuation of the Interest Rate Guarantee Embedded in Defined Contribution Pension Plans, Insurance Mathematics and Economics, 42:920-934(SSCI).
  23. Jennifer L. Wang, Sharon S.Yang, H.C. Huang and Yung-Tsung Lee (2008), Analysis of Switch Option under New Labor Pension Plan, Journal of Financial Studies, 15:1,1-30 (In Chinese)(TSSCI).
  24. Yang, Sharon S. and Tan, Daniel C (2006), Valuation of Guaranteed Annuity Options, Review of Securities of Futures Market, 17:4, 43-86.
  25. Sharon S. Yang , Hong-chih Huang , Li-Jong Huang (2006), Investment Strategy、Solvency and Fair Pricing for Participating Policies, NTU Management Review, 17:1,91-112 (In Chinese)(TSSCI).
  26. Hong-Chih Huang, Jack C. Yue, Sharon S. Yang and Yen-Fu Huang (2006), A Study of Stochastic Investment Model and Investment Strategies for Long-term Liabilities, Review of Securities and Future Markets, 18:2,1-42(In Chinese)(TSSCI).
  27. Jennifer L. Wang, Sharon S.Yang, H.C. Huang (2006), Analysis of Income Replacement Ratio under New Labor Pension Plan , The Fifth Issue of Taiwan Labor Law Association. (In Chinese).
  28. Sharon S. Yang and Hsiao-Hsu Chang (2005), A Study of Capital Requirement and Risk Evaluation for Variable Annuity with Minimum Rate of Return Guarantee , Journal of Risk Management , 7:3, 301-329. (In Chinese).
  29. Sharon S. Yang (2004), Annuitization Choice and Defined Contribution Individual Account , Annual Issue of Pension Association, 52-68. (In Chinese).
  30. Sharon S.Yang, Hong-Chih Huang and Yu-Hung Cheng (2004), Measuring Guaranteed Risk for Investment-linked Insurance: An Introduction of Coherent Risk Measure and Its Application, Journal of Insurance, 20:2, 159-181. (In Chinese).
  31. Wilkie, A.D., H.R. Waters and Sharon S. Yang (2003), Reserving, Pricing and Hedging for Policies with Guaranteed Annuity Options, British Actuarial Journal, 9, 263-425.

研討會

  1. Sharon S. Yang* and Jr-Wei Huang (2016), Housing Price Dependence Structure and Its Impact on Pricing and Measuring Risk for HECM Reverse Mortgages, Western Risk and Insurance Association 50th Annual Meeting.
  2. Sharon S. Yang*, Jr-Wei Huang (2015), Causality and Long-Run Equilibrium Relationships of Mortality Rates across Countries and Their Implication on Hedging Longevity Risk, 台灣風險與保險學會第九屆年會暨學術研討會.
  3. Sharon S. Yang*, Jr-Wei Huang (2015), Analysis of Optimal Hedging Strategies for Dealing Longevity Risk and Catastrophic Mortality Risk, Eleventh International Longevity Risk and Capital Markets Solutions Conference, (NSC102-2410-H-008-011-MY3).
  4. Sharon S. Yang*, Jack C. Yue, Yu-Yen Yeh (2015), Modeling Longevity Risk in Emerging Market: Mortality Homogeneity or Mortality Heterogeneity, Eleventh International Longevity Risk and Capital Markets Solutions Conference. 2015 Insurance Risk & Finance Research Conference (IRFRC).
  5. Sharon S. Yang*, Chang-Chung Chang, Jr-Wei Huang (2014), Modeling Temperature Behaviors: Application to Weather Derivative Valuation, Taiwan Risk and Insurance, 台灣風險與保險學會第八屆年會暨學術研討會.
  6. Sharon S. Yang* and Yu-Yun Yeh (2014), Pricing Joint-Life Reverse Mortgage and Non-Recourse Provisions Considering Mortality Dependence: a Copula Approach, 台灣風險與保險學會第八屆年會暨學術研討會.
  7. Sharon S. Yang*, Hong-Chih Huang, Jin-Kuo Jung (2014), Basis Risk and Optimal longevity hedging framework for Insurance Company, Tenth International Longevity Risk and Capital Markets Solutions Conference, (NSC102-2410-H-008-011-MY3).
  8. Sharon S. Yang, Hong-Chih Huang, Fen-Ying Chen* (2014), Pricing Inflation-Linked Longevity Bonds Considering Interest Rate and Longevity Risk in the HJM Framework, Tenth International Longevity Risk and Capital Markets Solutions Conference,(NSC102-2014-H-008-011-MY3).
  9. Sharon S. Yang*, Jack C. Yue, Pei-Wen Hsieh (2014), Mortality Compression and Its Impact on Managing Longevity Risk, Tenth International Longevity Risk and Capital Markets Solutions Conference.
  10. Sharon S. Yang*, Yu-Yun Yeh (2014), Pricing Joint-Life Reverse Mortgage and Non-Recourse Provisions Considering Mortality Dependence: a Copula Approach, Actuarial Research Conference.
  11. Yang, Sharon S., Hong-Chih Huang, Chouwen Wang (2013), Modeling Multi-Country Mortality Dependence and Its Application in Pricing Survivor Swaps: A Dynamic Copula Approach, 9th International Longevity Risk and Capital Markets Solutions Conference.
  12. Chen, Fen-Ying, Hong-chih Huang, Sharon S. Yang (2013), Modeling Infectious Mortality Risk with Application to Mortality Security Pricing, 9th International Longevity Risk and Capital Markets Solutions Conference.
  13. Yang, Sharon S. and Hung-Yi Huang (2013), The Impact of Ownership Structure on the Dynamics of Growth and Profitability: an Example of U.K. Non-Life Insurance Industry, Annual Conference of the Asia-Pacific Risk Management and Insurance Association.
  14. Chuang-Chang Chang, Yang, Sharon S., Jr-Wei Huang and Tzu-Yu Huang (2013), The Valuation of Temperature Derivatives: The Case for Taiwan, The Second International Agricultural Risk, Finance and Insurance Conference.
  15. Yang, Sharon S., Ting-Pin Wu and Yu-Yun Yeh (2012), Valuation Inflation-linked Annuity using an HJM Model, 16th International Congress on Insurance: Mathematics and Economics.
  16. Yang, Sharon S. and Tian-Shyr Dai (2012), A Flexible Tree for Evaluating Guaranteed Minimum Withdrawal Benefits for Deferred Life Annuities
    Contracts with a Surrender Option, Western Risk and Insurance Association 46th Annual Meeting.
  17. Yang, Sharon S. and Tian-Shyr Dai (2012), A Flexible Tree for Evaluating Guaranteed Minimum Withdrawal Benefits with a Surrender Option under
    a Stochastic Interest Rate Environment, 16th International Congress on Insurance: Mathematics and Economics.
  18. Yang, Sharon S., Jr-Wei Huang and Hui-Shan Wei (2012), Discussion of the EUA and Energy Commodity Relationship under the Dynamic Conditional Correlation Model, 6th International Congress on Taiwan Risk and Insurance Association.
  19. Yang, Sharon S., Chuang-Chang Chang and Jr-Wei Huang (2012), Long Memory in Temperature: Detection, Modeling, and Application to Weather Insurance, 16th International Congress on Insurance: Mathematics and Economics.
  20. Yang, Sharon S., Jack C. Yue, Yu-Yun Yeh (2011), Coherent Mortality Modeling of Period and Cohort Effects for a Group of Populations, Funding by Society of Actuaries.
  21. Yang, Sharon S. and Chi-Wei Huang (2011), 7th International Longevity Risk and Capital Markets Solutions Conference, Sep. 8-9, Frankfurt, Germany..
  22. Chang, Chuang-Chang, Sharon S. Yang  and Chih-Wei Huang (2010), Pricing No-Negative-Equity-Guarantee for Equity Release Products under a Dynamic Jump GARCH Model, 14th International Congress on Insurance: Mathematics and Economics.
  23. Yang, Sharon S. (2010), Pricing Securitization and Tranching Longevity and House Price Risk for Reverse Mortgages, 6th International Longevity Risk and Capital Markets Solutions Conference.
  24. Yang, Sharon S. and Chi-Hung Lee (2010), Pricing Reverse Mortgage for Dependent Lives using a Copula Approach, 台灣風險與保險學會第四屆年會暨學術研討會.
  25. Yang, Sharon S. (2010), Pricing Reverse Mortgage Insurance and Non-Recursion Provision under ARMA-GARCH-Lévy Processes, 中國統計學會年會.
  26. Yang, Sharon S., Jack C. Yue, Yi-Ping Chang, Yu-Yun Yeh (2009.09), Modeling Coherent Mortality Forecasts using the Framework of Lee-Carter Model, The 5th International Longevity Risk and Capital Markets Solutions Conference, New York.
  27. Tieng, J. and Sharon S. Yang (2009), The Determinants of Life Insurer’s Growth in Taiwan:Domestic v.s. Foreign Insurance Firms, 第五屆中國保險教育論壇.
  28. 楊曉文和唐俊華 (2009), 退休年齡選擇下確定提撥退休金制度收益率保證之評價, 2009台灣財務金融學會年會暨國際學術研討會.
  29. 楊曉文 (2008.12), 商品設計、模型風險與附保證投資型保險風險評估之模擬分析, 廈門第四屆海峽西岸經濟區建設論壇,廈門.
  30. 楊曉文和劉議謙 (2008.12), Valuation of Guaranteed Minimum Withdrawal Benefits for Insurance Products, 台灣風險與保險學會第二屆年會暨國際學術研討會議程,國立高雄第一科技大學,高雄.
  31. Yang, Sharon S., Jack C. Yue, Hong-chih Huang (2008.09), Modeling Longevity Risk: An Empirical Study, The 4th International Longevity Risk and Capital Markets Solutions Conference, Amsterdam.
  32. Yang, Sharon S., Jack C. Yue, Hong-chih Huang (2008.09), Modeling Longevity Risk: An Empirical Study and Applications, Risk Seminar, National Chengchi University.
  33. Yang, Sharon S., Hong-chich Huang and Yung-Tsung Lee (2008.07), Managing Longevity Risk via Optimal Asset Allocation Strategy under a Defined Contribution Pension Plan, 12th APRIA ANNUAL CONFERENCE, SYDNEY .
  34. Yang, Sharon S., Yi-Pi Chang and Yu-Yun Yeh (2008.07), A Residual Bootstrapped Analysis of Lee-Carter Model in Mortality Forecasting, 12th APRIA ANNUAL CONFERENCE, SYDNEY .
  35. Jack C. Yue, Yang, Sharon S., and Hong-chich Huang (2008.01), Lee-Carter Model with Jumps, "Living to 100: Survival to Advanced Ages", Symposia, Society of Actuaries, Florida, USA.
  36. Liao, Hsien-hsing, Sharon S. Yang, Yi-hsin Huang (2007.7), The Design of Securitization for Longevity Risk: Pricing under Stochastic Mortality Model with Tranche Technique, the 11th Annual APRIA Conference, Taipei, Taiwan.
  37. H-C. Huang, Sharon S. Yang, Jennifer L. Wang, Jeff T. Tsai (2007.7), An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach, The 3rd longevity Symposium., Taipei, Taiwan.
  38. Yang, Sharon S, Meng-Lan Yueh, Chun-Hua Tang (2007.7), Pricing and Hedging the Embedded Interest-Rate Guarantees under a Defined Contribution Plans, the 11th International Congress on Insurance: Mathematics and Economics, Piraeus, Greece.
  39. Lin Chung-Gee, Sharon S. Yang and Kan-Heng Lee (2007.6), Valuation of Equity Indexed Annuities Embedded Options under Stochastic Volatility Settings, 2007兩岸學術交流研討, Soochow University, Soochow City, China.
  40. Lin, Chung-Gee, Sharon S. Yang and Kan-Heng Lee (2007.12), Valuation of Equity Indexed Annuities Embedded Options under Stochastic Volatility Settings, the First Annual Meeting of Taiwan risk management and Insurance Association, Feng-chia University, Taiwan.
  41. Ho, Hwai-Huang, Sharon S. Yang and Fang-I Liu (2007.12), The Effect of Long-memory Stochastic Volatility on Analysis of Confidence Interval for VaR Measure, the First Annual Meeting of Taiwan risk management and Insurance Association, Feng-chia University, Taiwan.
  42. Yang, Sharon S., Huang, H.C.and Lee, Yung-Tsung (2006.8), Longevity Risk and Optimal Asset Allocation for a Defined Contribution Pension Plan, Asia-Pacific Risk Management and Insurance Association, 10th Annual Conference, Tokyo.
  43. 楊曉文、黃泓智、黃麗容 (2006.6), 投資策略、清償能力與分紅保單公平定價之研究, 保險與風險國際研討會,政治大學,台北.
  44. 黃泓智、余清祥、楊曉文、許鳴遠 (2006.5), 「台灣人口死亡率模型之探討:Reduction Factor 模型的實證研究」, 2006年臺灣人口學會學術研討會「二十一世紀的臺灣人口與社會發展」,政治大學,台北.
  45. 楊曉文、余清祥、黃泓智、何正羽 (2006.5), 「高齡人口Gompertz死亡率推估模型之建構與應用」, 2006年臺灣人口學會學術研討會「二十一世紀的臺灣人口與社會發展」,政治大學,台北.
  46. 楊曉文、唐俊華 (2006.5), 「勞退新制下收益率保證交換選擇權價值之評價: 考慮處分效果」, 第三屆保險精算與統計學術研討會,真理大學,台北.
  47. 楊曉文、唐俊華 (2006.5), 「勞退新制下收益率保證交換選擇權價值之評價: 考慮處分效果」, 2006台灣財務金融學會年會暨財務金融保險不動產學術研討會,世新大學,台北.
  48. 王儷玲、楊曉文、黃泓智 (2005.6), 「勞退新制下個人帳戶制與年金保險制之所得替代率分析」, 勞工退休金條例研討會議程,台北大學,台北.
  49. Yang, Sharon S. and Huang, H-C (2005.6), “Optimal Contribution Rate and Asset Allocation for Defined Contribution Pension Plan Incorporating Longevity Risk”, Risk Management and Insurance Conference, The Fifth Risk Management Theory Seminar, National Cheng-Chi University, Taipei.
  50. 楊曉文和張孝旭 (2005.6), 「勞退新制下變額年金保險之收益率保證風險評估與資本適足性之研究」, 2005兩岸學術交流研討會,蘇州大學,大陸蘇州.
  51. Yang, Sharon S. and Tang, Daniel C (2005.12), The Design and Pricing for Bermudan-Style Guaranteed Annuity Options, 2005 International Conference on Business and Finance,Tamkang University, Tamsui Campus & Lanyang Campus, December 16~17.
  52. 楊曉文和田峻吉 (2005. 4), 「司資產成長與公司規模之實證研究:以台灣壽險公司為例」, 2005國際危險與保險研討會,淡江大學保險系,台北.
  53. Yang, Sharon S. (2004.6), A Stochastic Mortality Model and Its Application in Analyzing Mortality Risk for Guaranteed Annuity Options, 國際風險與保險管理大會,台北.
  54. Huang, H-C, Yang, Sharon S. and Lee, E-T (2004.12), “The Use of Stochastic Simulation to Modeling and Valuation of Guarantees with Investment-linked Contracts”, 附保證給付投資型保險準備金與最適資本研討會,政治大學風險管理與保險系主辦,台北.
  55. 楊曉文 (2003.7), 「同調風險衡量值在保證給付投資型保險風險管理上之應用」, 2003國際危險與保險研討會,淡江大學保險系,台北.

著作

專利

研究計畫


年度 研究計畫名稱 研究計畫經費 補助單位
105-107風險聚集與跨區風險相關架構下反向抵押貸款商品定價及風險評估 科技部專題研究計畫
102-104退休基金投資及避險策略:波動度指數特性分析,模型建構與VIX衍生商品之評價 國科會專題研究計畫
102-104保險公司及退休金制度長壽風險避險策略之研究 國科會專題研究計畫
99-101長壽風險模型之建構與應用 國科會專題研究計畫
97-98「保險業之風險管理與市場一致性評價方法之研究」 國科會專題研究計畫
102壽險業簽證報告覆閱 行政院金融監督管理委員會保險局
101壽險業簽證報告覆閱 行政院金融監督管理委員會保險局
101不動產逆向抵押貸款制度風險預測及可貸乘數 內政部
100壽險業簽證報告覆閱 行政院金融監督管理委員會保險局
100國民年金保險費率精算及財務評估 勞工保險局
99「壽險業簽證報告覆閱」 行政院金融監督管理委員會保險局
99「國立大學法人化退撫制度規劃及精算研究案」 教育部
99公務人員退撫制度採行雙層制之制度設計及成本分析研究 銓敘部退撫司
99能源價格與能源衍生性商品之探討 國科會專題研究計畫
98「長壽風險對壽險業之經營影響及因應策略」報告 財團法人保險事業發展中心
98「先進國家公務人員退撫制度之研究」報告 銓敘部退撫司
98「壽險業簽證報告覆閱」 行政院金融監督管理委員會保險局
98「金融服務業薪酬制度連結績效與風險之研究」 臺灣證券交易所
98「分紅保險商品市場及清償能力監理規範研究」報告 財團法人保險事業發展中心精算處
98「能源價格與能源衍生性商品之探討」 國科會專題研究計畫
98「國民年金保險費率精算及財務評估」 勞工保險局
97「投資型保險監理之研究」 行政院金融監督管理委員會保險局
97「壽險業簽證報告覆閱」 行政院金融監督管理委員會保險局
97「保險業之風險管理與市場一致性評價方法之研究」 國科會專題研究計劃
96「分區分級颱洪災害保險制度下風險衡量與合理保費之分析」 國科會專題研究計劃
96「壽險業簽證報告覆閱」 行政院金融監督管理委員會保險局
96「確定提撥帳戶下賦稅優惠設計之研究」 銓敘部退撫司委託
96「附保證給付投資型保險商品監理之研究」 行政院金融監督管理委員會保險局
96「壽險業準備金適足性採隨機模式檢測-各國監理規範之研究及研擬我國監理規範之建議」 行政院金融監督管理委員會保險局
95「分區分級颱洪災害保險制度下風險衡量與合理保費之分析」 國科會專題研究計劃
95「壽險業簽證報告覆閱」 行政院金融監督管理委員會保險局
95「因應高齡化社會保險商品發展及其監理與相關稅賦配套之研究 行政院金融監督管理委員會保險局
95「檢討壽險特別準備金相關問題」專案小組 保險事業發展中心
94「確定提撥制下之最適投資策略:同調風險衡量的方法」 國科會專題研究計劃
94「利率變動環境下人身保險商品發展策略之研究」 行政院金融監督管理委員會保險局
94「金融控股公司建立集團內交易風險管理機制之研究」 行政院金融監督管理委員會銀行局委託
93「分紅保單之財務精算研究」 國科會專題研究計劃
93「公務人員退休制度兼採節約儲蓄制之可行性研究」 銓敘部退撫司委託
92「投資型保險保證給付收費定價之研究:隨機現金流量預測」 國科會專題研究計劃
91「風險測量值在保證給付權益連結保險準備金提存之應用」 國科會專題研究計劃