黃雅文 副教授

黃雅文 副教授

國立政治大學風險管理與保險學系博士(精算科學博士)
國立政治大學風險管理與保險學系碩士(精算科學碩士)
國立中興大學應用數學系學士
學術專長 : 保險精算、風險管理
校內分機 : 3622
辦公室 : 3217
電子郵件 : ywhwang@scu.edu.tw
研究室 : 3217

課表

專書/論文集論文

專書

1. Chang, S.C. and Y.W. Hwang, 2010/1/25, “Investment Decision in Defined Contribution Pension Schemes Incorporating Incentive Mechanism”, Chapter 2 in Pension Fund Risk Management, edited by Marco, M., N.G. Greg, and B.M. Giovanni, Chapman & Hall. (p39-70)

期刊論文

期刊論文

1. Hwang, Y.W., Chan, F.S., and Tsai, C.H., 2022, “On Voluntary Terminations of Life Insurance: Differentiating Surrender Propensity from Lapse Propensity Across Product Types”, North American Actuarial Journal, 26(2), 252-282. (國科會保險精算子領域B+級期刊)
2. Chang, S.C., Hwang, Y.W.*, Hong, R.C., and Tzeng, W.C., 2018/9, “Risk and Solvency Assessment of the Life Insurer: An Examination of the Interest-Sensitive Life Insurance Policies”, Journal of Management. 35(3), 333-354. (TSSCI, in Chinese) (獲得108年度管理學報論文獎).
3. Hwang, Y.W., 2016/12, “Empirical Analysis of Surrender Dynamics in Taiwan Life Insurance Companies”, Bulletin Francais d'Actuariat, 16(32), 115-127. (MOST 104-2410-H-035-018)
4. Chan, F.S., Chang, S.C. and Hwang, Y.W.*, 2015/12, “The Use of Futures Trust Fund and Derivatives in Insurance Industry”, Journal of Risk Management, 17(2), 119-144. (in Chinese).
5. Hwang, Y.W.*, Chang, S.C. and Wu, Y.C., 2015/6, “Capital Forbearance, Ex Ante Life Insurance Guaranty Schemes, and Interest Rate Uncertainty”, North American Actuarial Journal, 19(2), 94-115. (國科會保險精算子領域B+級期刊)
6. Yang, S and Hwang, Y.W.*, 2015/6, “A Simulation Study of Risk Measure and Dynamic Financial Analysis for Flood Insurance: An Example of Taiwan Keelung River District”, NTU Management Review, 25(2), 83-118. (TSSCI, in Chinese)
7. Hsieh, M.H., Hwang, Y.W.*, Kuo, W.Y. and Tsai, C.H., 2014/9, “On the way to estimate the risk of life insurance reserve,” Academia Economic Paper, 42(3), 403-434. (TSSCI, in Chinese).
8. Hwang, Y.W.* and Tsai, C.H., 2014/3, “The Longevity Risk of Life Insurance Policies Induced by Pricing Error”, IUP Journal of Financial Risk and Management, 11, 34-53.
9. Huang, S.R., Chang, P.L., Hwang, Y.W. and Ma, Y.H., 2014/6, “Evaluating the Productivity and Financial Feasibility of a Vertical-Axis Micro-Hydro Energy Generation Project Using Operation Simulations”, Renewable Energy, 66, 241-250. (SCI, Q1)
10. Cai, H.C., Chang, S.C. and Hwang, Y.W.*, 2013/12, “Downside Risk Control in Continuous Time Portfolio Management”, Asia-Pacific Journal of Financial Studies, 42, 913-938. (SSCI, 國科會一般財務子領域B+級期刊)
11. Hwang, Y.W.*, 2012/12, “Quantifying the risk of life insurer’s reserve under Lee-Carter model,” Journal of Risk Management, 14(2), 141-160. (in Chinese)
12. Yang, S.Y., Hwang, Y.W.* and Chang, S.C., 2012/12, “The Bankruptcy Cost of Life Insurance Industry under Regulatory Forbearance: An Embedded Option Approach”, North American Actuarial Journal, 16(4), 513-523. (國科會保險精算子領域B+級期刊)
13. Hwang, Y.W.*, Chang, S.C. and Yang, S.H., 2012/9, “Measuring the Consequences of Pension Reform applying Liquidation and Longevity Considerations”, Journal of Economic Policy Reform, 15(3), 243-255. (SSCI, Corresponding Author) (NSC 100-2410-H-035-017)
14. Hwang, Y.W.* and Huang, H.C., 2012/2, “Extended Logistic Model for Mortality Forecasting and the Application of Mortality-Linked Securities”, Asia-Pacific Journal of Risk and Insurance, 6(1), Published Online. (國科會保險精算子領域B級期刊, Corresponding Author)
15. Chang, S.C., Tsai, C.H. and Hwang, Y.W., 2011/6, “Inflation risk, learning mechanism and strategic asset allocation,” Journal of Financial Studies, 19(2), 73-109. (TSSCI, in Chinese)
16. Chang, S.C., Hwang, Y.W., and Chang, H.C., 2010/9, "The cost of equity capital in Taiwan non-life insurance market", Insurance Issues and Practices, 9(2), 127-154. (In Chinese)
17. Chang, S.C., Chu, H.M., Hsu, S.C., and Hwang, Y.W., 2010/5, "Asset allocation myth or reality? An empirical study of Taiwan life insurance industry", Journal of Risk Management, 12(1), 5-32. (In Chinese)
18. Chang, S.C. and Hwang, Y.W., 2010/4, “Non-myopic portfolio choice with minimum guarantees,” Review of Securities & Futures Markets, 22(1), 73-104. (TSSCI)
19. Chang, S.C., Hwang, Y.W.*, and Hu, Y.N., 2009/12, “Merger and acquisition, market structure and performance in property-liability insurance: Evidence from the Taiwan market,” Journal of Risk Management, 11(2), pp.151-170.
20. 黃雅文、呂旺坤、張士傑，2008，「中國大陸人壽保險公司股權結構與經營效率關係之探討」，保險學報，第四期，155-180。
21. 張士傑、黃雅文、詹淑卿，2008，「產物保險公司之核保績效：台灣市場1999-2003之實證研究」，保險經營與制度，第7卷第1期，1-19。
22. 黃雅文，2007，「穩定值基金之探析」，保險經營與制度，第6卷第2期，291-313。
23. 張士傑、黃雅文、宣葳，2007，「Revisit the cross-country asset allocation in long-term portfolio choice」，中國統計學報，第45卷，254-282 (EconLit)。

會議論文(國際學術研討會)

1. Hwang, Y.W., 2016/7/4~7, Policyholder behaviors in Taiwan Life Insurance Market, 14 th Annual International Conference on Accounting & Finance, Athens, Greece.
2. Hwang, Y.W., 2015/8/2~6, Empirical Analysis of Surrender in the Taiwan Life Insurance Companies, The World Risk and Insurance Economics Congress: The third conference, Munich, Germany.
3. Chang, S.C., Y.C. Wu and Y.W. Hwang, 2014/7/27~7/30, Risk-based Premium of the Insurance Guaranty Schemes, The 2014 Asia-Pacific Risk and Insurance Annual Conference, Moscow, Russia.
4. Chang, S.C. and Y.W. Hwang, 2013/7/1~7/3, Fair Insurance Guaranty Premium in the Presence of Regulatory Forbearance, The 17th conference of Insurance: Mathematics and Economics, Copenhagen, Denmark.
5. Chang, S.C., Y.C. Wu and Y.W. Hwang, 2013/5/28~5/31, Asset Allocation, Early Intervention and Capital Forbearance on the Fair Premium of Ex Ante Life Insurance Guaranty Schemes, The 30th AFFI Conference, Lyon, France.
6. Chang, S.C., Y.C. Wu and Y.W. Hwang, 2012, Asset Allocation, Early Intervention and Capital Forbearance on the Fair Premium of Ex Ante Life Insurance Guaranty Schemes, Asia-Pacific Risk and Insurance Association, 16th Annual Conference, Korea.
7. Chang, S.C., Y.C. Wu and Y.W. Hwang, 2012/6/28~6/30, Asset Allocation, Early Intervention and Capital Forbearance on the Fair Premium of Ex Ante Life Insurance Guaranty Schemes, The 16th conference of Insurance: Mathematics and Economics, Hong Kong.
8. Hwang, Y.W., S.C. Chang, and S.H. Yang, 2011, The Study of the Liquidity Premium Embedded on Life Annuity Option, Asia-Pacific Risk and Insurance Association, 15th Annual Conference, Tokyo, Japan.
9. Chang, S.C., C.H. Tsai, and Y.W. Hwang, 2010, Dynamic Asset Allocation under Learning about Inflation, The World Risk and Insurance Economics Congress: The second conference, Singapore.
10. Hwang, Y.W., C.H. Tsai, and C.Y. Chen, 2010, “Longevity Risk and Supervision Suggestion of the Increasing Whole Life Insurance”, The 14th conference of Insurance: Mathematics and Economics, Toronto, Canada.
11. Chang, S.C., H.M. Chu, S.C. Hsu and Y.W. Hwang, 2009, “Asset Allocation Myth or Reality? An Empirical Study of Taiwan Life Insurance Industry,” Taiwan Risk and Insurance Association, 3rd Annual Conference, Taipei, Taiwan.
12. Hwang, Y.W. and H.C. Huang, 2009, “Extended Logistic Model for Mortality Forecasting and the Application of Mortality-Linked Securities”, The 5th International Longevity Risk and Capital Markets Solutions Conference, New York, USA.

會議論文(國內學術研討會)

1. Hwang, Y.W., 2017，Study of the Surrender Rates of Investment Insurance Policies，2017 財務工程與保險精算研討會，台北東吳大學。
2. Hwang, Y.W. and H.C. Huang，2011，Extended Logistic Model for Mortality Forecasting and the Application of Mortality -Linked Securities，2011 財務工程與保險精算研討會，台北東吳大學。

其它

經歷

1. 逢甲大學風險管理與保險學系副教授(2014/8~2017/7)
2. 逢甲大學風險管理與保險學系助理教授(2009/8-2014/7)
3. 金融監督管理委員會，投資型保險商品審查會，審查委員(2017/1~2018/12)
4. 金融監督管理委員會，人身保險商品審查會，審查委員(2017/1~2018/12)
5. 台灣風險與保險學會，理事(2016/1~2017/12)
6. 台灣風險與保險學會，監事(2014/1~2015/12)
7. 財團法人保險事業發展中心，風險基礎資本工作小組，諮詢委員(2011/6~2014/12)
8. 財團法人安定基金產險預警制度委員會，委員(2010/3~2013/3)
   風險管理學報，執行編輯(2010/7~2012/6)

科技部研究計畫

1. 計畫主持人，「投資型保單解約率之研究」 (2016/8~2017/7)
2. 計畫主持人，「台灣壽險公司解約率之實證研究」 (2015/8~2016/7)
3. 計畫主持人，「準備金之風險衡量-QPQ方法」 (2012/8~2013/7)
4. 計畫主持人，「流動性溢酬於年金選擇權之研究」 (2011/8~2012/7)
5. 共同主持人，「微水力發電技術與經濟之研究」 (2012/8~2015/7)

校外服務

1. 金融監督管理委員會，投資型保險商品審查會，審查委員(2017/1~2018/12)
2. 金融監督管理委員會，人身保險商品審查會，審查委員(2017/1~2018/12)
3. 台灣風險與保險學會，理事(2016/1~2017/12)
4. 台灣風險與保險學會，監事(2014/1~2015/12)
5. 財團法人保險事業發展中心，風險基礎資本工作小組，諮詢委員(2011/6~2014/12)
6. 財團法人安定基金產險預警制度委員會，委員(2010/3~2013/3)
   風險管理學報，執行編輯(2010/07~2012/06)

校外研究計畫

1. 財團法人保險事業發展中心研究計畫，【我國保險業風險資本額參考歐美先進國家模式採情境基礎法或內部模型法計算之可行性研究】，研究員，(2014/3-2014/11)。
2. 財團法人保險事業發展中心研究計畫，【C2保險風險係數檢討-針對長年期健康險、非僅承擔死亡風險之保險商品(如傷害保險、失能保險等)，及賠款準備金之風險係數】，主持人，(2011/11-2012/7)。
3. 財團法人保險事業發展中心研究計畫，【C2保險風險係數之檢討-針對死亡率風險因子】，主持人，(2011/8-2012/4)。
4. 財團法人保險事業發展中心研究計畫，【C2保險風險之風險分類與衡量方法】，主持人，(2009/11-2010/7)。
5. 行政院委託研究計畫，【國家關鍵基礎設施安全防護專業服務委外研究案第4階段】，研究員，(2012/9-2013/7)。
6. 中國信託金融控股股份有限公司委託研究計畫，【金融控股公司關係人交易之風險管理】，研究員，(2012/5-2013/5)。
7. 財團法人保險安定基金委託研究計畫，【保險業資產配置之決定及其影響】，計畫主持人，(2010/12-2011/8)。
   　

 

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