J. T. Tsai

Demography · 2009–2010

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom J. T. Tsai trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. David P. Blake
  2. Andrew J. G. Cairns
  3. Enrico Biffis
  4. M. Dahl
  5. Kevin Dowd

Papers from J. T. Tsai's perspective

Ordered by how strongly the researchers J. T. Tsai trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Premium Calculation by Transforming the Layer Premium Density
  2. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
  3. Valuation and hedging of life insurance liabilities with systematic mortality risk
  4. SURVIVOR BONDS: HELPING To HEDGE MORTALITY RISK
  5. Mortality derivatives and the option to annuitise
  6. Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
  7. The fair value of guaranteed annuity options
  8. Modelling Extremal Events for Insurance and Finance
  9. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
  10. Arbitrage Theory in Continuous Time

Their papers