Selected Publications since 2013
Operations Research and Management Science
1. Huang, R.J., L.Y. Tzeng, J. Wang and L. Zhao (2018). Comment on Aging Population, Retirement, and Risk Taking, Management Science, forthcoming.
2. Tsetlin,I., R.L. Winkler, R.J. Huang, and L.Y. Tzeng (2015). Generalized Almost Stochastic Dominance. Operations Research, 63(2): 363-377.
3. Tzeng, L.Y., R.J. Huang, and P.-T. Shih (2013). Revisiting Almost Second-Degree Stochastic Dominance. Management Science, 59(5): 1250-1254.
Risk and Insurance
1. Huang, Y.C., L.Y. Tzeng (2017) A Mean-Preserving Increase in Ambiguity and Portfolio Choices, Journal of Risk and Insurance, forthcoming.
2. Huang, R.J., A. Snow, and L.Y. Tzeng (2017) Advantageous Selection in Insurance Markets with Compound Risk, The Geneva Risk and Insurance Review, 42(2): 171–192.
3. Chan, L.F.S., Y.C. Huang, and L.Y .Tzeng (2016). Who Obtains Greater Discounts on Automobile Insurance Premiums? The Geneva Risk and Insurance Review, 41(1): 48-72.
4. Huang, R.J., A. Muermann, and L.Y. Tzeng (2016). Hidden Regret in insurance Markets. Journal of Risk and Insurance, 83(1): 181-216.
5. Huang, Y.C., L.Y. Tzeng, and L. Zhao (2015). Comparative ambiguity aversion and downside ambiguity aversion. Insurance: Mathematics and Economic, 62: 257-269.
6. Huang, R.J., L.Y. Tzeng, and K. Wang (2014). Heterogeneity of the Accident Externality from Driving. Journal of Risk and Insurance, 81(4): 735–756.
7. Huang, R.J., A. Muermann, and L.Y. Tzeng, 2014, Regret and Regulation. The Geneva Risk and Insurance Review, 39: 65–89.
8. Pao, T.I, L.Y. Tzeng and K.C. Wang (2014). Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan. Journal of Risk and Insurance, 81(1): 91-112.
9. Huang, R.J., Y.C. Huang, and L.Y. Tzeng (2013). Insurance Bargaining under Ambiguity. Insurance: Mathematics and Economics, 53(3): 812-820.
10. Chuang, O., L. Eeckhoudt, R.J. Huang, L.Y. Tzeng (2013). Risky Targets and Effort, Insurance: Mathematics and Economics, 52(3): 465-468.
11. Tsai, Jeffrey T., and L.Y. Tzeng, (2013). The Pricing of Mortality-linked Contingent Claims: An Equilibrium Approach. ASTIN Bulletin, 43(2): 97-121.
1. Hsu, E., V. Lin, J. Tian, and L.Y. Tzeng (2016) Measuring Inequality in Physician Distributions Using Spatially Adjusted Gini Coefficients, International Journal For Quality In Health Care, 28(6): 657–664.
2. Chuang, O.C., C.M. Kuan, and L.Y. Tzeng (2016) Testing for Central Dominance: Method and Applications, Journal of Econometrics, 196(2): 368-378.
3. Denuit, M., R.J. Huang, and L.Y. Tzeng (2015). Almost Expectation and Excess Dependence Notions. Theory and Decision, 79(3): 375-401.
4. Chen, Y., R.J. Huang, J. Tsai, and L.Y. Tzeng (2015). Soft Information and Small Business Lending. Journal of Financial Services Research, 47(1): 115-133.
5. Denuit, M., R.J. Huang, and L.Y. Tzeng (2014). Bivariate Almost Stochastic Dominance. Economic Theory, 57(2): 377-405.
6. Chen, Y.T., K.Y. Ho, and L.Y. Tzeng (2014). Riskiness-minimizing Spot-futures Hedge Ratio. Journal of Banking and Finance, 41: 154-164.
7. Denuit, M., R.J. Huang, L.Y. Tzeng, and C. Wang (2014). Almost Marginal Conditional Stochastic Dominance. Journal of Banking and Finance, 41: 57-66.
8. Huang, R.J., J.C.Y. Miao, and L.Y. Tzeng (2013). Does mortality improvement increase equity risk premiums? A risk perception perspective. Journal of Empirical Finance, 22: 67-77.