Ruilin Tian
Cited by
Cited by
Managing capital market and longevity risks in a defined benefit pension plan
SH Cox, Y Lin, R Tian, J Yu
Journal of Risk and Insurance 80 (3), 585-620, 2013
Mortality portfolio risk management
SH Cox, Y Lin, R Tian, LF Zuluaga
Journal of Risk and Insurance 80 (4), 853-890, 2013
De-risking defined benefit plans
Y Lin, RD MacMinn, R Tian
Insurance: Mathematics and Economics 63, 52-65, 2015
Downside risk management of a defined benefit plan considering longevity basis risk
Y Lin, KS Tan, R Tian, J Yu
North American Actuarial Journal 18 (1), 68-86, 2014
Pension risk management in the enterprise risk management framework
Y Lin, RD MacMinn, R Tian, J Yu
Journal of Risk and Insurance 84 (S1), 345-365, 2017
Portfolio risk management with CVaR-like constraints
R Tian, SH Cox, Y Lin, LF Zuluaga
North American Actuarial Journal 14 (1), 86-106, 2010
Moment problems with applications to Value-at-Risk and portfolio management
R Tian
Bounds for probabilities of extreme events defined by two random variables
SH Cox, Y Lin, R Tian, L Zuluaga
Variance 4 (1), 47-65, 2010
Predictive power of Markovian models: Evidence from US recession forecasting
R Tian, G Shen
Journal of Forecasting 38 (6), 525-551, 2019
Bounds for ruin probabilities and value at risk
SH Cox, Y Lin, R Tian, LF Zuluaga
Actuarial Research Clearing House Newsletters 1, 2008
The securitization of longevity risk and its implications for retirement security
R MacMinn, P Brockett, J Wang, Y Lin, R Tian
Recreating sustainable retirement, 134-160, 2014
Downside risk control and optimal investment turnover around financial crises
R Tian, F Huseynov, W Zhang
International Journal of Portfolio Analysis and Management 2 (2), 141-168, 2018
Moment problem and its applications to risk assessment
R Tian, SH Cox, LF Zuluaga
North American Actuarial Journal 21 (2), 242-266, 2017
Comparison of Psychosocial Factors Affecting the Demands for Pension Plans Between American and Chinese Residents
R Tian, R Tian
International Journal of Education and Social Science 4 (10), 37-51, 2017
Published: 12 January 2015
L Ackert, R Akker, F Audrino, M Caporin, CL Chang, TC Chiang, E Clark, ...
Bounds on Tail Probabilities and Value at Risk Given Moment Information
R Tian, SH Cox, L Zuluaga
Available at SSRN 2273124, 2013
Revisit Zero Inflation Policy: Feasible or Mirage?
R Tian
Journal of Macroeconomic Dynamics Research 1, 7-17, 2013
Moment Problems with Applications to VaR and Portfolio Management
R Tian, SH Cox
Strategic Risk-shifting in Corporate Pension Plans
JJ Chen, R Tian, L Zhang
Global Diversification and Downside Risk Control through Stock, Bond, and CDS Indices
R Tian, F Huseynov, W Zhang
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