Larry Y.
Tzeng
Education
Ph.D. of
Risk Management, Insurance, and Actuarial Science, May 1996
Temple University, Philadelphia, PA, U.S.A.
Employment
Professor
Department
of Finance, National Taiwan University
(2002-present)
Fubon
Endowed Chair Professor
Department
of Finance, National Taiwan University
(2019-2024)
Associate
Professor
Department
of Finance, National Taiwan University
(1999-2002)
Assistant
Professor
Department
of Finance, National Taiwan University
(1997-1999)
Lecturer
Academic
Services
Director of
Center for Research in Econometric Theory and Applications, National Taiwan
University (2012-2015, 2018-2023)
Department
Chairman, Department of Finance, National Taiwan University
(2016-2018)
The
President of the European Group of Risk and Insurance Economists (2019)
The
President of the Taiwan Risk and Insurance Association (2010-2011)
Award
Research
Award, E. Sun Financial Holding, 2013, 2015, 2018, 2019
Excellent
Research Award, National Science Council, 2008
Research
Award, TaiShin Financial Holding, 2006
Honors
Larry Y.
Tzeng ranked respectively 18thand 5thfor the number of
articles published in the three elite risk management and insurance journals (Journal
of Risk and Insurance,
the Journal of Risk and Uncertainty and the
Geneva
Risk and Insurance Review)
between the years 1984 and 2013 and between the years 2004 and 2013 according to
the study, “Analysis of Publication Activity in the Leading Risk Management and
Insurance Journals: 1984-2013,” by Morris Danielson and Jean Heck.
Selected
Publications
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.