研究成果

Books and Monographs

1. Acts of God and Man: Ruminations on Risk and Insurance, 2012, New York: Columbia University Press.
2. Icons(science-fiction/fantasy novel), 2003, San Francisco: Dry Bones Press.
3. Global Risk Management: Financial, Operational, and Insurance Strategies, 2002 (with J. Jay Choi, eds.), Amsterdam: JAI Press/Elsevier.
4. The Economics and Politics of Choice No-Fault Insurance, 2001 (with Edward L. Lascher, Jr., eds.), Boston: Kluwer Academic Publishers.

Selected Journal Articles

1. “Insurance Risk, Risk Measures, and Capital Allocation: Navigating a Copernican Shift,” 2013 (with George Zanjani), Annual Review of Financial Economics, 5, 201-223.
2. “Fourier-Analytic Measures for Heavy-Tailed Insurance Losses,” 2013 (with Thomas Y. Powers), Scandinavian Actuarial Journal, forthcoming.
3. “The Relationship between Regulatory Pressure and Insurer Risk Taking,” 2013 (with Wen-chang Lin and Yi-hsun Lai), Journal of Risk and Insurance, forthcoming.
4. “Risk Finance for Catastrophe Losses with Pareto-Calibrated Lévy-Stable Severities,” 2012 (with Thomas Y. Powers and Siwei Gao), Risk Analysis, 32, 11, 1967-1977.
5. “The Valuation of Contingent Capital with Catastrophe Risks,” 2009 (with Shih-Kuei Lin and Chia-Chien Chang), Insurance: Mathematics and Economics, 45, 1, 65-73.
6. “Life Insurance Efficiency in China: A Comparison of Foreign and Domestic Firms,” 2009 (with Bingzheng Chen and Joseph Qiu), China and World Economy, 17, 6, 43-63.

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