Projects per year
Personal profile
Chinese Name
孫濤
Biography
Prof. Tao Sun is an Assistant Professor in the Department of Finance and Insurance at Lingnan University. He received his Ph.D. degree in Risk Management and Insurance from Temple University. His current research interests include systemic risk and financial stability, insurance economics, risk modeling, mortality/longevity risk management, and corporate risk management. Dr. Sun has publications in top tier journals in risk management, insurance and actuarial science, including the Journal of Risk and Insurance, and Insurance: Mathematics and Economics. He serves as referee for the Journal of Risk and Insurance, Insurance: Mathematics and Economics, Risk Management and Insurance Review, the North American Actuarial Journal, and the Journal of Insurance Issues.
Research interests
Systemic Risk and Financial Stability, Insurance Economics, Risk Modeling, Mortality/ Longevity Risk Management, Corporate Risk Management
Fingerprint Dive into the research topics where Tao SUN is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
Copula
Mathematics
Mortality
Mathematics
Systemic risk
Business & Economics
Insurer
Business & Economics
Model
Mathematics
Longevity risk
Business & Economics
Modeling
Business & Economics
Risk management
Business & Economics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2019 2020
- 1 Active
Systemic Risk of Banking and Insurance around the World
SUN, T. & WEISS, M. A.
1/01/19 → 31/07/20
Project: Grant Research
Research Output 2013 2019
- 29 Scopus Citations
- 3 Scopus h-Index
- 5 Journal Article (refereed)
Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for G‐SIIs vs Non‐G‐SIIs
CHEN, H. & SUN, T., 10 Sep 2019, In : Journal of Risk and Insurance. 34 p.Research output: Journal Publications › Journal Article (refereed)
Tail risk
Insurer
Systemic risk
Globe
Contagion effect
1
Scopus Citations
The Reinsurance Network Among U.S. Property-Casualty Insurers: Microstructure, Insolvency Risk, and Contagion
CHEN, H., CUMMINS, J. D., SUN, T. & WEISS, M. A., 4 Nov 2018, In : Journal of Risk and Insurance. p. 1-32 32 p.Research output: Journal Publications › Journal Article (refereed)
Contagion
Reinsurance
Insolvency risk
Insurer
Microstructure
4
Citations
(Scopus)
Mortality dependence and longevity bond pricing : a dynamic factor copula mortality model with the GAS structure
CHEN, H., MACMINN, R. D. & SUN, T., Apr 2017, In : Journal of Risk and Insurance. 84, S1, p. 393-415 23 p.Research output: Journal Publications › Journal Article (refereed)
Dynamic factor
Copula
Bond pricing
Mortality
Expected loss