Faculty-Rachel J. Huang, Professor

Rachel J. Huang, Professor

Education
Ph.D. in Finance, National Taiwan University, Taiwan
Research Expertise
Capital Market, Risk Theory, Information Asymmetry, Behavioral Insurance
Teaching expertise
Insurance
EXT.
66282
Email
rachel@ncu.edu.tw
Curriculum Vitae
Rachel Juiching Huang
Papers
  1. Chen, T.Y., Y.E. Hsu, R.J. Huang, and L.Y. Tzeng, 2021, Making Socioeconomic Health Inequality Comparison When Health Concentration Curves Intersect, Social Choice and Welfare, forthcoming.
  2. Huang, R.J., L.Y. Tzeng, and L. Zhao, 2020, Fractional degree stochastic dominance, Management Science, 66(10): 4359-4919.
  1. Huang, R.J., L.Y. Tzeng, J. Wang and L. Zhao, 2020, Operational Asymptotic Stochastic Dominance, European Journal of Operational Research, 280(1): 312-322. 
  1. Huang, R.J., L.Y. Tzeng, J. Wang and L. Zhao, 2020, Comment on Aging Population, Retirement, and Risk Taking, Management Science, 66(6):2792-2795.
  1. Bi, H., R.J. Huang, L.Y. Tzeng, and W. Zhu, 2019, Higher-order Omega: A Performance Index with a Decision-Theoretic Foundation, Journal of Banking and Finance, 100, 43-57.
  1. Huang, R.J., A. Snow, and L.Y. Tzeng, 2017, Advantageous Selection in Insurance Markets with Compound Risk, The Geneva Risk and Insurance Review, 42(2): 171–192.
  1. Hoy, M. and R.J. Huang, 2017, Measuring Discrimination using Principles of Stochastic Dominance, Journal of Economic Theory, 167: 39-52.
  1. Huang, R.J., A. Muermann, and L.Y. Tzeng, 2016, Hidden Regret in insurance Markets, Journal of Risk and Insurance, 83(1): 181-216.
  1. Tsetlin,I., R.L. Winkler, R.J. Huang, and L.Y. Tzeng, 2015, Generalized Almost Stochastic Dominance, Operations Research, 63(2): 363-377.
  1. Denuit, M., R.J. Huang, and L.Y. Tzeng, 2015, Almost Expectation and Excess Dependence Notions, Theory and Decision, 79(3): 375-401.
  1. Chen, Y., R.J. Huang, J. Tsai, and L.Y. Tzeng, 2015, Soft Information and Small Business Lending, Journal of Financial Services Research, 47(1): 115-133.
  1. Denuit, M., R.J. Huang, and L.Y. Tzeng, 2014, Bivariate Almost Stochastic Dominance, Economic Theory, 57(2): 377-405. 
  1. Huang, R.J., L.Y. Tzeng, and K. Wang, 2014, Heterogeneity of the Accident Externality from Driving, Journal of Risk and Insurance, 81(4): 735–756.
  1. Huang, R.J., A. Muermann, and L.Y. Tzeng, 2014, Regret and Regulation, The Geneva Risk and Insurance Review, 39: 65–89.
  1. Denuit, M., R.J. Huang, L.Y. Tzeng, and C. Wang, 2014, Almost Marginal Conditional Stochastic Dominance, Journal of Banking and Finance, 41: 57-66. 
  1. Huang, R.J., Y.C. Huang, and L.Y. Tzeng, 2013, Insurance Bargaining under Ambiguity, Insurance: Mathematics and Economics, 53(3): 812-820. 
  1. Huang, R.J., J.C. Miao, and L.Y. Tzeng, 2013, Does Mortality Improvement Increase Equity Risk Premiums? A Risk Perception Perspective, Journal of Empirical Finance, 22: 67-77.
  1. Chuang, O., L. Eeckhoudt, R.J. Huang, and L.Y. Tzeng, 2013, Risky Targets and Effort, Insurance: Mathematics and Economics, 52(3): 465-468.
  1. Tzeng, L.Y., R.J. Huang, and P.T. Shih, 2013, Revisiting Almost Second-Degree Stochastic Dominance, Management Science, 59(5): 1250-1254.
  1. Huang, R.J., P.T. Shih, and L.Y. Tzeng, 2012, Disappointment and the Optimal Insurance Contract, The Geneva Risk and Insurance Review, 37(2): 258-284.
  1. Huang, R.J., 2012, Ambiguity Aversion, Higher-Order Risk Attitude and Optimal Effort, Insurance: Mathematics and Economics, 50(3): 338-345. 
  1. Eeckhoudt, L., R.J. Huang, and L.Y. Tzeng, 2012, Precautionary Effort: A New Look, Journal of Risk and Insurance, 79(2): 585-590. 
  1. Bair, S., R.J. Huang, and K. Wang, 2012, Can Vehicle Maintenance Records Predict Automobile Accidents? Journal of Risk and Insurance, 79(2): 567-584.  
  1. Huang, R.J., 2011, Government Relief as a Partial Insurance for the Individual's Background Risk, Academia Economic Papers, 39(1): 33-60.  
  1. Huang, R.J., Y.J. Liu and L.Y. Tzeng, 2010, Hidden Overconfidence and Advantageous Selection, The GENEVA Risk and Insurance Review, 35(2): 93-107. 
  1. Wang, K., R.J. Huang, and L.Y. Tzeng, 2009, Empirical Evidence for Advantageous Selection in the Commercial Fire Insurance Market, The GENEVA Risk and Insurance Review, 34(1): 1-19. 
  1. Huang, R.J. and L.Y. Tzeng, 2008, Consumption Externality and Equilibrium Under-insurance, Journal of Risk and Insurance, 75(4): 1039-1054. 
  1. Huang, R.J., J.T. Tsai, and L.Y. Tzeng, 2008, Government-Provided Annuities under Insolvency Risk, Insurance: Mathematics and Economics, 43(3): 377-385.  
  1. Huang, R.J., and L.Y. Tzeng, 2007, Optimal Tax Deductions for Net Losses under Private Insurance with an Upper Limit, Journal of Risk and Insurance, 74(4): 883-893.  
  1. Huang, R.J., and L.Y. Tzeng, 2007, Insurer's Insolvency Risk and Tax Deductions for the Individual's Net Losses, The GENEVA Risk and Insurance Review, 32(2), 129-145. 
  1. Ho, H.C., R.J. Huang, and L.Y. Tzeng, 2007, Why Does the Government Provide Tax Deductions for the Individual’s Net Losses? Journal of Risk Management, 9(1).
  1. Huang, R.J., and L.Y. Tzeng, 2006, The Design of an Optimal Insurance Contract for Irreplaceable Commodities, The GENEVA Risk and Insurance Review, 31(1), 11-21. 
  1. Tzeng, L.Y., and R.J. Huang, 2004, The Optimal Insurance Contract with Tax Deductions, Academia Economic Papers, (32), 313-334. 
  1. Wang, J. and R.J. Huang, 2002, Model Risks of Surplus Management under a Stochastic Process, Journal of Actuarial Practice, 10, 155-174.
Conference papers
  1. Chiang, M., H. Chiu, R.J. Huang (2018), Momentum Strategies: An Almost Stochastic Dominance Approach, The 45th Seminar of the European Group of Risk and Insurance Economists,Nuremberg,Germany.
  2. Bi, H., R.J Huang, L.Y. Tzeng, W. Zhu (2018), Higher-order Omega: A Performance Index with a Decision-Theoretic Foundation, The 45th Seminar of the European Group of Risk and Insurance Economists, Nuremberg, Germany.
  3. Huang, R.J., K. Wang (2018), Estimating Risk Preferences for Most Investors, Conference of American Risk and Insurance Association,Chicago,USA.
  4. Huang, R.J., L.Y. Tzeng, L. Zhao (2018), Fractional Degree Stochastic Dominance, Conference of American Risk and Insurance Association,Chicago,USA.
  5. Huang, R.J., L.Y. Tzeng, J. Wang, L. Zhao (2017), Between Nth- and (N+1)th-Degree Stochastic Dominance, The 44th Seminar of the European Group of Risk and Insurance Economists, London.
  6. Huang, R.J., L.Y. Tzeng, J. Wang, L. Zhao (2017), Asymptotic Stochastic Dominance, Conference of American Risk and Insurance Association, Toronto, Canada.
  7. Chen, Y.T., R.J Huang, P.T. Shih and L.Y. Tzeng (2016), July,Capital Asset Pricing Model Based on a Generalized Economic Index of Riskiness, The 43rd Seminar of the European Group of Risk and Insurance Economists, Limassol, Cyprus.
  8. Huang, R.J., Y.H. Huang, and L.Y. Tzeng (2016), Aug,Experimental Estimation of the Preference Parameters in Almost Stochastic Dominance, The 2016 Annual Conference of Asia-Pacific Risk and Insurance Association, Boston, USA.
  9. Chen, Y.T., R.J Huang, P.T. Shih and L.Y. Tzeng (2016), July,Capital Asset Pricing Model Based on a Generalized Economic Index of Riskiness, The 2016 Annual Conference of Asia-Pacific Risk and Insurance Association, Chengdu, China..
  10. Huang, R.J., L.Y. Tzeng, and C. Wang (2015), Aug, Efficient Diversification under Generalized Almost Stochastic Dominance, The 2015 World Risk and Insurance Economics Congress, Munich, Germany..
  11. Huang, R.J., and V. Jeng (2015), Aug., D&O Insurance and SEO Performance: Does Managerial Opportunism Always Hold?, The 2015 World Risk and Insurance Economics Congress, Munich, Germany..
  12. Huang, E., R.J. Huang, and L.Y. Tzeng (2015), Aug, Managerial Motivation and Higher-order Risk, The 2015 World Risk and Insurance Economics Congress, Munich, Germany.
  13. Fu, H., Y. Hsu, R.J. Huang, and L.Y. Tzeng (2015), Aug., To Hedge or Not to Hedge? Evidence via Almost Stochastic Dominance, The 2015 World Risk and Insurance Economics Congress, Munich, Germany..
  14. Huang, R.J., Y.H. Huang and L.Y. Tzeng (2015), Experimental Estimation of the Preference Parameters in Almost Stochastic Dominance, Workshop on Risk and Insurance Issues, Guelph, Canada.
  15. Fu, H., Y. Hsu, R.J. Huang, and L.Y. Tzeng (2014), Does Buy and hold Outperform Portfolio Insurance? Evidence via Almost Stochastic Dominance,  The 41st Seminar of the European Group of Risk and Insurance Economists.
  16. Huang, R.J., A. Snow and L.Y. Tzeng (2013), Ambiguity and Asymmetric Information, The 40th Seminar of the European Group of Risk and Insurance Economists.
  17. Denuit, M., Huang, R.J., and L.Y. Tzeng (2013), Almost Marginal Conditional Stochastic Dominance, Conference of American Risk and Insurance Association.
  18. Huang, R.J., A. Snow and L.Y. Tzeng (2013), Competitive Insurance Contracting with Ambiguity and Asymmetric Information, Risk Theory Seminar.
  19. Huang, R.J., A. Muermann and L.Y. Tzeng (2012), Regret and Regulation, CEAR/MRIC Behavioral Insurance Workshop 2012.
  20. Huang, R.J., P.T. Shih, and L.Y. Tzeng (2012), The Comparative Statics of Changes in Risk for Most Decision Making, The 39th Seminar of the European Group of Risk and Insurance Economists.
  21. Huang, R.J., A. Snow and L.Y. Tzeng (2012), Ambiguity and Asymmetric Information, The 39th Seminar of the European Group of Risk and Insurance Economists.
  22. Huang, R.J., L.Y. Tzeng, and K. Wang (2012), Can the Individual’s Maintenance Behavior Predict Opportunistic Fraud?, Conference of American Risk and Insurance Association.
  23. Huang, R.J., and L.Y. Tzeng (2012), Ambiguity and Asymmetric Information, Conference of American Risk and Insurance Association.
  24. Huang, R.J., and L.Y. Tzeng (2012), The Comparative Statics of Changes in Ambiguity, Conference of American Risk and Insurance Association.
  25. Huang, R.J., P.T. Shih, and L.Y. Tzeng (2012),  The Comparative Statics of Changes in Risk for Most Decision Making, Risk and Choice: A Conference in Honor of Louis Eeckhoudt.
  26. Huang, R.J., Y.C. Huang and L.Y. Tzeng (2011), Ambiguity and Insurance Bargaining, Conference of American Risk and Insurance Association.
  27. Chuang, O.C., L. Eeckhoudt, R.J. Huang and L.Y. Tzeng (2011), Increase in Risk and the Optimal Effort, Conference of American Risk and Insurance Association.
  28. Huang, R.J., L.Y. Tzeng, and K. Wang (2011), Reexamining the Accident Externality from Driving Using Individual Data, Risk Theory Seminar.
Books and other
  1. Associate Editor, Journal of Risk and Insurance
  2. Editorial Board Member, Eastern Economic Journal
  3. Associate Editor, The Geneva Risk and Insurance Review
  4. Co-Editor, Academia Economic Papers (Special Issue on Risk and Insurance)
     
Research grant
  1. 2018 – 2021    Stochastic Dominance: Risk Preference Estimation, Health Inequality and Income Inequality Ordering (Project Number: MOST 107-2410-H-008 -012 -MY3)
  2. 2015 – 2018    New Indices of Riskiness and their Applications in Finance (Project Number: MOST 104-2410-H-008 -008 -MY3)
  3. 2015 – 2016    Generalized Almost Stochastic Dominance: Experimental Estimation (Project Number: MOST 104-2410-H-008-007)
  4. 2014 – 2015    Ambiguity Premium and the Optimal Decision: Theory and Experiment (Project Number: MOST 103-2410-H-011 -001)
  5. 2012 – 2015    The Optimal Decision under Ambiguity. National Science Council (Project Number: NSC 101-2410-H-011 -008 -MY3).
  6. 2010 – 2012    Accident Externality: Estimation and Correction. National Science Council (Project Number: NSC 99-2410-H-011-007-MY2). 
  7. 2007 – 2010    Insurance Market Equilibrium under Asymmetric Information with Multiple Risks. National Science Council (Project Number: NSC 96-2416-H-130-016-MY3). 
  8. 2006 – 2007    Should a government provide public insurance for health under private insurance with an upper-limit? National Science Council (Project Number: NSC 95-2416-H-130-018). 
  9. 2005 – 2006    Why Does a Government Provide Tax Deductions for Net Losses? National Science Council (Project Number: NSC 94-2416-H-130-015). 
  10. 2004 – 2005    The Design of an Optimal Insurance Contract for Irreplaceable Commodities. National Science Council (Project Number: NSC 93-2416-H-130-020).