姜世杰 副教授

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教師姓名(中 / 英)
姜世杰 副教授
image
職 稱
副教授
E-mail
actjiang@gmail.com
研究室電話
6712
研究室
S112
最高學歷
淡江大學財務金融研究所博士
學 / 經歷 / 簡介

 

國立成功大學統計學士
國立高雄第一科技大學保險碩士
中華民國職業訓練發展中心委員
石橋證券營業部
宏泰人壽精算商品顧問
淡江大學財金系助理教授
銘傳大學風險管理與保險研究所助理教授
元培科技大學財金系助理教授
Journal of Forecasting(SSCI) 審稿人
專長:期貨市場、財務計量、風險管理與保險
專業證照:美國財務風險管理師 FRM、美國精算協會精算師 ASA
發表著作
A.   期刊論文 (Refereed Journal Papers)
       A.1 國際期刊 (已刊登與已接受者) 
1. Shi-jie Jiang andChien-Chung Nieh, (2012), “Dynamics of Underwriting Profits: Evidence from the U.S. Insurance Market,International Review of Economics and Finance, 21(1), 1-15 (Leading Article, SSCI)
2. Shi-jie Jiang, Matthew C. Chang, I-chan Chiang, (2012), “Price Discovery in Stock Index: An ARDL-ECM Approach in Taiwan Case,” Quality & Quantity: International Journal of Methodology, 46, 1227-1238 (SSCI)
3. Wei-Chuan Wang, Yi-Min Yu and Shi-jie Jiang, (2011), “The Impact of Successor Characteristic on Stock Returns,” Corporate Ownership and Control, 8(2), 516-524 (EconLit)
4.Shi-jie Jiang, (2010),Voluntary Termination of Life Insurance Policies: Evidence from the U.S. Market,North American Actuarial Journal, 14(4), 369-380, (Leading Article, EconLit)
5.Yi-Min Yu and Shi-jie Jiang, (2010), “Corporate Life Cycle and Share Repurchases: Evidence from the Taiwan Stock Market,” African Journal of Business Management 4(14), 3139-3149,(SSCI)
6. Matthew C. Chang, Shi-jie Jiang and Chung-Fern Wu, (2010), “The Nonlinear Effects of Institutional Investors on the Taiwan Futures and Stocks Markets,” The Empirical Economics Letters, 9(10), 969-977 (EconLit)
7. Shi-jie Jiang and Matthew C. Chang, (2010), “Variable Annuity with Guarantees: Valuation and Simulation,” Journal of Money, Investment and Banking, 14, 74-83, (EconLit)
8. Matthew C. Chang and Shi-jie Jiang, (2010), “Surrender Effect on Policy Reserves: A Simulation Analysis of Investment Guarantee Contract,” Global Journal of Business Research, 4(4), 11-21, (EconLit)
9. Chang, Matthew C., Shi-jie Jiang and Kuan Yi Lu, (2009), “Lead-lag Relationship between Different Crude Oil Markets: Evidence from Dubai and Brent,” Middle Eastern Finance and Economics, 5, 30-37,(EconLit) 
10. Nieh, Chien-Chung, Matthew C. Chang, W. K. Wong and Shi-jie Jiang, (2008), “Liquidity Provision of Futures Markets,” International Research Journal of Finance and Economics, 22, 106-121, (EconLit)
11. Hung, Jui-Cheng, Shi-jie Jiang, Chien-Liang Chiu, (2007), “Jump Risk of Presidential Election: Evidence from Taiwan Stock and Foreign Exchange Markets,” Applied Economics, 39(17), 2231-2240, (SSCI))
12. Nieh, Chien-Chung and Shi-jie Jiang, (2006), “Against Marine Risk: Margins Determination of Ocean Marine Insurance,” Journal of Marine Science and Technology, 14(1), 15-24, (EI)
13. Nieh, Chien-Chung, Shi-jie Jiang and I-chan Chiang, “Worldview, Risk Perception, and Underwriting Performance: An Empirical Study of Property/Liability Insurance Industry,” Storage Management Solutions, accepted, (EI)
 A.2 國內期刊
        1. 洪瑞成、姜世杰、李命志 (2006),「價格跳躍下的最適避險策略-日經225指數現貨與期貨」,華岡經濟論叢,第四卷第二期,65-90
B. 專書及專書論文
1. 姜世杰,國科會專題計畫 NSC 101-2410-H-364 -003 核保利潤之動態行為: 美國保險市場個別險種的分析  2012-2013 (主持人)
2. 姜世杰,國科會專題計畫 NSC 100-2410-H-364 -009 世界觀風險認知風險偏好與核保績效:臺灣地區產物保險業之實證研究 2011-2012 (主持人)
3.姜世杰,國科會專題計畫 99-2410-H-364-005 經理人之風險認知與偏好研究:以台灣地區人壽保險公司為例 2010-2011 (主持人)
4. 姜世杰,變額年金銷售佣金結構之分析 國華人壽保險股份有限公司 2008-2009 (產學計畫;主持人)
5. 姜世杰,附保證變額年金之商品開發與避險策略 宏泰人壽保險股份有限公司 2008-2009 (產學計畫;主持人)
6. 姜世杰,玄奘大學校內專題計畫 HCU-98-A-037 投資型年金商品之產品開發與評價 2009 (主持人)
7. 姜世杰,玄奘大學校內專題計畫 HCU-99-A-050 保險公司利潤循環之成因:條件誤差修正模型之運用 2010 (主持人)
C. 研討會論文:
1. Nieh, Chien-Chung and Shi-jie Jiang, December 18-20, 2006, “Voluntary Termination of Life Insurance Policies: An Empirical Study of US Market,” The Inaugural All China Economics (ACE) International Conference, Hong Kong.
2. Nieh, Chien-Chung, Matthew C. Chang and Shi-jie Jiang, June 23- 24, 2008, “Depth Provision and Volatility- The Role of Market Makers on Options Markets,” First Asia Conference on Financial Engineering and Markets (ACFE 2008), City University of Hong Kong, Kowloon.
3. Jiang, Shi-jie, April 17-18, 2009, “Surrender Effects on Policy Reserves: A Simulation Analysis of Investment Guarantee Contracts,” 2009財務工程與精算科學研討會,東吳大學
4. Jiang, Shi-jie,,July 23-24,2011, “Pricing Insurance Risk: A Conditional Error Correction Approach,” 10th Financial Engineering Annual Meeting and Financial Risk Management Forum, (CPCI-SSH), Hohhot, Inner Mongolia.
教授課程
金融創新、退休理財規劃、保險學、金融行銷、資產證券化
 

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