| Multi-population mortality models: A factor copula approach H Chen, R MacMinn, T Sun Insurance: Mathematics and Economics 63, 135-146, 2015 | 79 | 2015 |
| Mortality dependence and longevity bond pricing: a dynamic factor copula mortality model with the GAS structure H Chen, RD MacMinn, T Sun Journal of Risk and Insurance 84 (S1), 393-415, 2017 | 33 | 2017 |
| The reinsurance network among US property–casualty insurers: Microstructure, insolvency risk, and contagion H Chen, JD Cummins, T Sun, MA Weiss Journal of Risk and Insurance 87 (2), 253-284, 2020 | 32 | 2020 |
| The reinsurance network among US property–casualty insurers: Microstructure, insolvency risk, and contagion H Chen, JD Cummins, T Sun, MA Weiss Journal of Risk and Insurance 87 (2), 253-284, 2020 | 32 | 2020 |
| Living With Ambiguity: Pricing Mortality‐Linked Securities With Smooth Ambiguity Preferences H Chen, M Sherris, T Sun, W Zhu Journal of Risk and Insurance 80 (3), 705-732, 2013 | 24 | 2013 |
| Tail risk networks of insurers around the globe: An empirical examination of systemic risk for G‐SIIs vs non‐G‐SIIs H Chen, T Sun Journal of Risk and Insurance 87 (2), 285-318, 2020 | 19 | 2020 |
| Societal trust, risk avoidance and corporate risk taking: evidence from the global insurance industry T Sun The Geneva Papers on Risk and Insurance-Issues and Practice 46, 513-546, 2021 | 10 | 2021 |
| The Microstructure of the Reinsurance Network among US Property-Casualty Insurers and Its Effect on Insurers’ Performance H Chen, JD Cummins, T Sun, MA Weiss Risk Theory Society, 2014 | 5 | 2014 |
| Tail Risk Spillover and its Contribution to Systemic Risk: A Network Analysis for Global Reinsurers H Chen, JD Cummins, T Sun, MA Weiss Peer-reviewed Proceedings of the 6th China International Conference on …, 2015 | 4 | 2015 |
| Model uncertainty, ambiguity aversion and implications for catastrophe insurance market H Chen, T Sun working paper, Temple University, 2012 | 1 | 2012 |
| Systemic importance of financial services and insurance sectors: a world input–output network analysis T Sun The Geneva Papers on Risk and Insurance-Issues and Practice 49 (1), 63-96, 2024 | | 2024 |
| Do Households Respond to Climate Change? Evidence from the US Homeowners Insurance Market JT Leverty, T Sun, H Zou Evidence from the US Homeowners Insurance Market (September 7, 2023), 2023 | | 2023 |
| Systemic Risk of SIFIs in the Post-2008 Great Financial Crisis Era: A Tail Risk Network Approach T Sun Available at SSRN 4497343, 2023 | | 2023 |
| Cross‐country evidence on the relationship between global value chain position and the tail risk of insurers T Sun Risk Management and Insurance Review 25 (3), 329-365, 2022 | | 2022 |
| Special Edition: Longevity 10–The Tenth International Longevity Risk and Capital Markets Solutions Conference D Blake, M Morales, H Chen, RD MacMinn, T Sun Journal of Risk & Insurance 84 (S1), 393-415, 2017 | | 2017 |
| Essays on the applications of network analysis to the reinsurance market T Sun Temple University, 2015 | | 2015 |
| Systemic Risk of Systemically Important Financial Institutions in the Post-2008 Global Financial Crisis Era: A Tail Risk Network Approach T Sun Available at SSRN 4711146, 0 | | |
Richard D MacMinnSenior Research Fellow, NCCU and The University of TexasVerified email at macminn.org
