曾郁仁
最高學歷:
Temple University, Philadelphia, PA, U.S.A.
Ph.D. of Risk Management, Insurance, and Actuarial
Science, May 1996
學術經歷(專職):
國立臺灣大學財務金融系所
從民國八十五年起,歷任講師、助理教授、副教授、教授、系所主任,自民國九十九年起獲聘為特聘教授,自民國一百零八年起獲聘為管理學院富邦永續講座教授,為期五年。
學術經歷(兼職):
The
European Group of Risk and Insurance Economists
First Vice President,2018-2019年
President,2019-2020年
Second Vice President,2020年迄今
(EGRIE
是歐洲在風險與保險領域最重要的學會,曾郁仁是該學會第一位亞洲學者擔任此一職務者)
台灣大學計量理論與應用研究中心
主任,民國一百零一年至一百零四年
主任,民國一百零七年至一百一十三年
(該中心於民國一百零七年獲選科技部的大學特色領域研究中心,全國只有18所研究中心獲得補助)
榮譽:
根據Morris Danielson和Jean Heck合著的“Analysis
of Publication Activity in the Leading Risk Management and Insurance Journals:
1984
獲獎:
國立臺灣大學管理學院玉山金控研究獎
(2013, 2015, 2018, 2019)
中華民國國家科學委員會傑出研究獎
(2008)
國立臺灣大學管理學院台新金控研究學者獎 (2006)
國立臺灣大學人文社會研究貢獻獎 (92學年度)
中華民國管理科學呂鳳章紀念獎章 (2003)
學術期刊編輯:
個人自2008年到2019年擔任Journal
of Risk and Insurance的Associate Editor,Journal of Risk
and Insurance為風險管理與保險最重要的四大國際期刊之一。
個人目前於下列期刊擔任編輯委員:Risk Management and Insurance Review,APRIA Journal,Journal of Risk Finance,經濟論文,台大管理論叢,風險管理學報,保險專刊。
代表性著作:
1.
A Simple Approach
for Measuring Higher-Order
Arrow-Pratt Coefficients of Risk
Aversion (with C. Deck, R.J. Huang and L. Zhao),
Management Science, forthcoming.
2.
Estimating the Critical Parameter in Almost Stochastic Dominance from Insurance
Deductibles (with Y.-C. Huang, K. Kan and K.C. Wang),
Management Science, 67(8), 4742-4755.
3.
Fractional Degree Stochastic Dominance (with R.J. Huang and L. Zhao),
Management Science,
66(10): 4359-4919.
4.
Comment on Aging Population, Retirement, and Risk Taking (with R.J. Huang, J.
Wang and L. Zhao),
Management Science, 2020, 66(6):2792-2795.
5.
Generalized Almost Stochastic Dominance (with I. Tsetlin, R.L. Winkler and R.J.
Huang),
Operations Research, 2015, 63(2):
363-377.
6.
Revisiting Almost Second-Degree Stochastic Dominance (with R.J. Huang and P.-T.
Shih),
Management Science, 2013, 59(5):
1250-1254.
7.
Precautionary Effort: A New Look (with L. Eeckhoudt and R.J. Huang),
Journal of Risk and Insurance,
2012, 79(2): 585-590.
8.
On
the Optimal Product Mix in Life Insurance Companies using Conditional Value at
Risk (with J.T. Tsai and J.L. Wang),
Insurance: Mathematics and Economics,
2010, 46(1): 235-241.
9.
Pension Funding Incorporating Downside Risks (with S.C. Chang and J.C.Y. Miao),
Insurance: Mathematics and Economics, 2003, 32: 217-228.
10.
Organizational Form in the Property-Liability
Insurance Industry (with L. Regan),
Journal of Risk and Insurance,
1999, 66(2): 253-274.