Yijia Lin
Joined the college in
Summer 2007.
Ph.D. Georgia State University (2006)
M.A. Beijing Technology and Business University (2002)
B.A. Beijing Technology and Business University (1999)
Professional Designation: CFA (2010)
Risk Management, Insurance and Catastrophe Securitization
Corporate Risk Management (338), Enterprise Risk Management (438/838), Advanced Finance (461/861)
Refereed Scholarly
Lin, Yijia, Sheen Liu and Jifeng Yu. Pricing Mortality Securities with Correlated Mortality Indices. Journal of Risk and Insurance (forthcoming).
Cox, Samuel H., Yijia Lin, Ruilin Tian and Luis F. Zuluaga. Mortality Portfolio Risk Management. Journal of Risk and Insurance (forthcoming).
Lin, Yijia, Min-Ming Wen and Jifeng Yu (2012). Enterprise Risk Management: Strategic Antecedents, Risk Integration and Performance. North American Actuarial Journal 16(1), 1-28.
Milidonis, Andreas, Yijia Lin and Samuel H. Cox (2011). Mortality Regimes and Pricing. North American Actuarial Journal 15(2), 266-289.
Cox, Samuel H., Yijia Lin, Ruilin Tian and Luis Zuluaga (2010). Bounds for Probabilities of Extreme Events Defined by Two Random Variables. Variance 4(1), 47-65.
Tian, Ruilin, Samuel H. Cox, Yijia Lin and Luis Zuluaga (2010). Portfolio Risk Management with CVaR-like Constraints. North American Actuarial Journal 14(1), 86-106.
Cox, Samuel H., Yijia Lin and Hal Petersen (2010). Mortality Risk Modeling: Applications to Insurance Securitization. Insurance: Mathematics and Economics 46(1), 242-253.
Lin, Yijia, Samuel H. Cox and Jifeng Yu (2009). Modeling Annuity Lapse Rates. Journal of Insurance and Risk Management 4(4), 24-33.
Leverty, J. Tyler, Yijia Lin and Hao Zhou (2009). WTO and the Chinese Insurance Industry. Geneva Papers on Risk and Insurance - Issues and Practice 34(3), 440-465.
Lin, Yijia and Samuel H. Cox (2008). Securitization of Catastrophe Mortality Risks. Insurance: Mathematics and Economics 42(2), 628-637. (This paper won the 2006 Asia-Pacific Risk and Insurance Association Harold D. Skipper Best Paper Award.)
Cox, Samuel H. and Yijia Lin (2007). Natural Hedging of Life and Annuity Mortality Risks. North American Actuarial Journal 11(3), 1-15. (This paper won the 2009 NAAJ Annual Prize for the Best Paper Published in 2007.)
Lin, Yijia and Martin F. Grace (2007). Household Life Cycle Protection: Life Insurance Holdings, Financial Vulnerability and Portfolio Implications. Journal of Risk and Insurance 74(1), 141-173.
Cox, Samuel H., Yijia Lin and Shaun Wang (2006). Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization. Journal of Risk and Insurance 73(4), 719-736.
Lin, Yijia and Samuel H. Cox (2005). Securitization of Mortality Risks in Life Annuities. Journal of Risk and Insurance 72(2), 227-252.
Refereed Professionally
Behan, Donald F., Samuel H. Cox, Yijia Lin, Jeffrey Pai, Hal W. Pedersen and Ming Yi (2010). Obesity and its Relation to Mortality and Morbidity Costs. Society of Actuaries.
Cox, Samuel H. and Yijia Lin (2006). Annuity Lapse Rate Modeling: Tobit or not Tobit. Society of Actuaries.
Behan, Donald F., Michael P. Eriksen and Yijia Lin (2005). Economic Effects of Environmental Tobacco Smoke. Society of Actuaries.
College Faculty Summer Research Award, University of Nebraska-Lincoln, 2012
College Faculty Summer Research Award, University of Nebraska-Lincoln, 2011
Shuler-Kistiakowsky Faculty Award for Outstanding Teaching, Research and Outreach, University of Nebraska-Lincoln, 2010
College Faculty Research Award, University of Nebraska-Lincoln, 2010
NAAJ Annual Prize for the Best Paper Published in 2007, North American Actuarial Journal, 2009
Ernst Meyer Prize for University Research Work, Geneva Association, 2007
Harold D. Skipper Best Paper Award, Asia-Pacific Risk and Insurance Association, 2006
Robert W. Batten Award for Outstanding Performance in Actuarial Mathematics, Georgia State University, 2003
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