| A generalized defective renewal equation for the surplus process perturbed by diffusion CCL Tsai, GE Willmot Insurance: Mathematics and Economics 30 (1), 51-66, 2002 | 170 | 2002 |
| Ensemble forecasting of typhoon rainfall and floods over a mountainous watershed in Taiwan LF Hsiao, MJ Yang, CS Lee, HC Kuo, DS Shih, CC Tsai, CJ Wang, ... Journal of Hydrology 506, 55-68, 2013 | 101 | 2013 |
| On the discounted distribution functions of the surplus process perturbed by diffusion CCL Tsai Insurance: Mathematics and Economics 28 (3), 401-419, 2001 | 71 | 2001 |
| On the expectations of the present values of the time of ruin perturbed by diffusion CCL Tsai Insurance: Mathematics and Economics 32 (3), 413-429, 2003 | 64 | 2003 |
| The expected discounted penalty at ruin for a Markov-modulated risk process perturbed by diffusion Y Lu, CCL Tsai North American Actuarial Journal 11 (2), 136-149, 2007 | 54 | 2007 |
| On the moments of the surplus process perturbed by diffusion CCL Tsai, GE Willmot Insurance: Mathematics and Economics 31 (3), 327-350, 2002 | 51 | 2002 |
| Age-specific copula-AR-GARCH mortality models T Lin, CW Wang, CCL Tsai Insurance: Mathematics and Economics 61, 110-124, 2015 | 32 | 2015 |
| On the mortality/longevity risk hedging with mortality immunization T Lin, CCL Tsai Insurance: Mathematics and Economics 53 (3), 580-596, 2013 | 32 | 2013 |
| Incorporating the Bühlmann credibility into mortality models to improve forecasting performances CCL Tsai, T Lin Scandinavian Actuarial Journal 2017 (5), 419-440, 2017 | 30 | 2017 |
| A linear regression approach to modeling mortality rates of different forms CCL Tsai, S Yang North American Actuarial Journal 19 (1), 1-23, 2015 | 30 | 2015 |
| On the discounted distribution functions for the Erlang (2) risk process CCL Tsai, L Sun Insurance: Mathematics and Economics 35 (1), 5-19, 2004 | 29 | 2004 |
| A Bühlmann credibility approach to modeling mortality rates CCL Tsai, T Lin North American Actuarial Journal 21 (2), 204-227, 2017 | 27 | 2017 |
| Applications of mortality durations and convexities in natural hedges T Lin, CCL Tsai North American Actuarial Journal 18 (3), 417-442, 2014 | 22 | 2014 |
| Actuarial applications of the linear hazard transform in mortality immunization CCL Tsai, SL Chung Insurance: Mathematics and Economics 53 (1), 48-63, 2013 | 21 | 2013 |
| A simple linear regression approach to modeling and forecasting mortality rates T Lin, CC Tsai Journal of Forecasting 34 (7), 543-559, 2015 | 19 | 2015 |
| Incorporating statistical clustering methods into mortality models to improve forecasting performances CCL Tsai, ES Cheng Insurance: Mathematics and Economics 99, 42-62, 2021 | 15 | 2021 |
| Valuing guaranteed equity-linked contracts under piecewise constant forces of mortality X Liang, CCL Tsai, Y Lu Insurance: Mathematics and Economics 70, 150-161, 2016 | 15 | 2016 |
| Actuarial applications of the linear hazard transform in life contingencies CCL Tsai, L Jiang Insurance: Mathematics and Economics 49 (1), 70-80, 2011 | 15 | 2011 |
| Ruin probabilities: classical versus credibility C Tsai, G Parker 2004 NTU International Conference on Finance, 2004 | 15 | 2004 |
| A multi-dimensional Bühlmann credibility approach to modeling multi-population mortality rates CCL Tsai, Y Zhang Scandinavian Actuarial Journal 2019 (5), 406-431, 2019 | 12 | 2019 |
