Hua Chen

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Hua Chen

Title: Assistant Professor
Department: Risk, Insurance, and Healthcare Management

Office: Alter Hall 625
Phone: 215.204.5905
E-mail: hchen@temple.edu

Dr. Hua Chen has been appointed as an Assistant Professor of Risk, Insurance, and Healthcare Management. He received his Ph.D. degree in risk management and insurance at Georgia State University in 2008. His research interests include corporate risk management, risk modeling and securitization, and actuarial mathematics. Dr. Chen has publications in top tier journals in insurance and actuarial science, including Journal of Risk and Insurance, Insurance: Mathematics and Economics, and North American Actuarial Journal. Dr. Chen coordinates the Robert A. Hedges Research Seminar Series in the Department of Risk, Insurance and Healthcare Management, and is the director of the M.S. Program in Actuarial Science at Temple University.

Education:
Ph.D. Risk Management and Insurance, Georgia State University (2008)
M.A. Applied Economics, University of Oklahoma (2005)
M.A. International Economics, Sichuan University (2002)
B.S. Computational Mathematics, Sichuan University (1998)

Research Interests:
Corporate risk management, Risk Modeling and Securitization, Actuarial Mathematics

Teaching Interests:
Advanced Theory of Interest (Act Sci 2504/5107)
International Risk Management (RMI3567)

Selected Publications:
Chen, Hua, Michael Sherris, Tao Sun and Wenge Zhu. Living with Ambiguity: Pricing Mortality-linked Securities with Smooth Ambiguity Preferences. Journal of Risk and Insurance, forthcoming.

Chen, Hua, J. David Cummins, Krupa S. Viswanathan and Mary A. Weiss. Systemic Risk and the Inter-Connectedness between Banks and Insurers: An Econometric Analysis, Journal of Risk and Insurance, forthcoming.

Chen, Hua and Reza S. Mahani (2012). Optimal Demand for Insurance with Consumption Commitments, Asia-Pacific Journal of Risk and Insurance, 6(2):1-24.

Chen, Hua, Samuel H. Cox and Shaun S. Wang (2010). Is the Home Equity Conversion Program in the United States Sustainable? Evidence from Pricing Mortgage Insurance Premiums and Non-Recourse Provisions Using the Conditional Esscher Transform, Insurance: Mathematics and Economics, 46(2): 371-384.

Chen, Hua and J. David Cummins (2010). Longevity Bond Premiums: the Extreme Value Approach and Risk Cubic Pricing, Insurance: Mathematics and Economics, 46(1): 150-161.

Chen, Hua and Samuel H. Cox (2009). Modeling Mortality with Jumps: Applications to Mortality Securitization, Journal of Risk and Insurance, 76(3): 727-751.

Chen, Hua and Samuel H. Cox (2009). An Option-Based Operational Risk Management Model for Pandemics, North American Actuarial Journal, 13(1): 54-76.