Concepedia

Cary Chi‐Liang Tsai

CC

17

Publications

494

Citations

14

H-Index

2001

Active since

Affiliations

Simon Fraser University(Current)

National Taiwan University

National Chung Cheng University

University of Waterloo

Cary Chi‐Liang Tsai is an author at Simon Fraser University specializing in engineering, statistics, and mortality rates.

Top concepts

EngineeringStatisticsMedicineMortality RatesLongevityProbabilityEpidemiologyStochastic CalculusInsuranceManagement

Publications per year

2001–2021

17

Publications

17

A generalized defective renewal equation for the surplus process perturbed by diffusion

Cary Chi‐Liang Tsai, Gordon E. Willmot · Insurance Mathematics and Economics · 2002 · 111 citations

Diffusion Process, Surplus Process, Levy Process +2

On the discounted distribution functions of the surplus process perturbed by diffusion

Cary Chi‐Liang Tsai · Insurance Mathematics and Economics · 2001 · 49 citations

Engineering, Integrable Probability, Stochastic Processes +8

On the expectations of the present values of the time of ruin perturbed by diffusion

Cary Chi‐Liang Tsai · Insurance Mathematics and Economics · 2003 · 41 citations

Present Values, Diffusion Process, Stochastic Calculus +4

The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion

Yi Lu, Cary Chi‐Liang Tsai · North American Actuarial Journal · 2007 · 38 citations

On the moments of the surplus process perturbed by diffusion

Cary Chi‐Liang Tsai, Gordon E. Willmot · Insurance Mathematics and Economics · 2002 · 35 citations

Engineering, Stochastic Processes, Diffusion Process +7

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