|Office:||Alter Hall 625|
|Research Interests:||Longevity Risk Management, Systemic Risk and Financial Stability, Insurance Economics, and Corporate Risk Management|
Dr. Hua Chen is an Associate Professor of Risk, Insurance and Healthcare Management. He received his Ph.D. degree in Risk Management and Insurance from Georgia State University. His current research interests include longevity risk management, systemic risk and financial stability, insurance economics, and corporate risk management.
Dr. Chen has publications in top tier journals in risk management, insurance and actuarial science, including the Journal of Risk and Insurance, Insurance: Mathematics and Economics, and the North American Actuarial Journal. Dr. Chen serves as the faculty advisor for the Ph.D. program in Risk Management and Insurance. He is an Associate Editor for the Journal of Insurance Issues and serves on the editorial boards of other two journals: Risks and the Journal of Risk & Control
- Chen, Hua, Richard D. MacMinn and Tao Sun (2017). Mortality Dependence and Longevity Bond Pricing: A Dynamic Factor Copula with the GAS Structure, Journal of Risk and Insurance, 84: 393-415, April 2017.
- Chen, Hua, Richard D. MacMinn and Tao Sun. Multi-population Mortality Models: A Factor Copula Approach. Insurance: Mathematics and Economics, 63: 135-146, July 2015.
- Chen, Hua, Wen-Yen Hsu and Mary A. Weiss. The Pension Option in Labor Insurance and Its Effect on Household Saving and Consumption: Evidence from Taiwan, Journal of Risk and Insurance, 82 (4): 947-975, December 2015.
- Chen, Hua, J. David Cummins, Krupa S. Viswanathan and Mary A. Weiss (2014). Systemic Risk and the Inter-Connectedness between Banks and Insurers: An Econometric Analysis, Journal of Risk and Insurance, 81(3): 623-652.
- Alai, H. Daniel, Hua Chen, Daniel Cho, Katja Hanewald and Michael Sherris (2014). Developing Equity Release Markets: Risk Analysis for Reverse Mortgage and Home Reversion, North American Actuarial Journal, 18(1): 217-241.
- Chen, Hua (2014). A Family of Mortality Jump Models Applied to U.S. Data, Asia-Pacific Journal of Risk and Insurance, 8(1):105-122.
- Chen, Hua, Michael Sherris, Tao Sun and Wenge Zhu (2013). Living with Ambiguity: Pricing Mortality-linked Securities with Smooth Ambiguity Preferences, Journal of Risk and Insurance, 80(3): 705-732
- 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.
- Fox School of Business Research Roundtable Member, Temple University (2016)
- Dean’s Research Honor Roll, Temple University (2015)
- Outstanding Professor of the Year in the M.S. Program in Actuarial Science, Temple University (2014)
- Award for High Achievement in Sponsored Research, Temple University (2013)
- Dean’s Research Honor Roll, Temple University (2011)
- Junior Scholar Award, the Asia-Pacific Risk and Insurance Association (2009)
Fox School of Business, Temple University
- International Risk Management (Undergraduate)
- Advanced Theory of Interest (Undergraduate/Graduate)
- Theory of Interest (Undergraduate/Graduate)
- Actuarial Modeling II (Undergraduate/Graduate)