The Shidler College of Business

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Finance

Hua Chen

Hua Chen
  • Professor of Finance and Risk Management
  • Faculty Director, Master of Science in Finance (MSF) Program

Room

BusAd E-602e

Phone

(808) 956-8063
cv_huachen_uhm.pdf

Academic Background

  • Ph.D. in Risk Management and Insurance, Georgia State University
  • M.A. in Applied Economics, University of Oklahoma
  • M.A. in International Economics, Sichuan University (China)
  • B.S. in Computational Mathematics, Sichuan University (China)

Courses Taught

Research Interests

  • Financial Stability and Systemic Risk
  • Enterprise/Corporate Risk Management
  • Longevity Risk Management
  • Insurance Economics

Selected Publications

  • Hua Chen, Jin Gao, and Wei Zhu (2024). A Unified Framework for Insurance Demand and Mortality Immunization, with Jin Gao and Wei Zhu. North American Actuarial Journal (Tier A in the ABDC Journal Quality List), 28 (2): 469-490. 
  • Han Li, and Hua Chen (2024). Hierarchical Mortality Forecasting with EVT Tails: An Application to Solvency Capital Requirement, with Han Li. International Journal of Forecasting (Tier A in the ABDC Journal Quality List), 40 (2): 549-563.
  • Luo, Jingshu, Hua Chen, and Martin F. Grace (2022). Medicaid Expansion, Tort Reforms, and Medical Liability Costs, Journal of Risk and Insurance (Tier A in the ABDC Journal Quality List), 89 (3): 789-821
  • Chen, Hua, and Tao Sun (2020). Tail Risk Networks of Insurers around the Globe: An Empirical Examination of Systemic Risk for G-SIIs v.s. Non G-SIIs, Journal of Risk and Insurance (Tier A in the ABDC Journal Quality List), 87(2): 285-318. 
  • Chen, Hua, J. David Cummins, Tao Sun, and Mary A. Weiss (2020). The Reinsurance Network among U.S. Property-Casualty Insurers: Microstructure, Insolvency Risk and Contagion. Journal of Risk and Insurance (Tier A in the ABDC Journal Quality List), 87(2): 253-284. 
  • Shao, Adam, Hua Chen, and Michael Sherris (2019). To Borrow or Insure? Long Term Care Costs and the Impact of Housing, Insurance: Mathematics and Economics (Tier A* in the ABDC Journal Quality List), 85: 15-34. 
  • 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 (Tier A in the ABDC Journal Quality List), 84: 393-415.
  • Chen, Hua, Wen-Yen Hsu and Mary A. Weiss (2015). The Pension Option in Labor Insurance and its Effect on Household Saving and Consumption: Evidence from Taiwan, Journal of Risk and Insurance (Tier A in the ABDC Journal Quality List), 82 (4): 947-975.
  • Chen, Hua, Richard D. MacMinn and Tao Sun (2015). Multi-population Mortality Models: A Factor Copula Approach. Insurance: Mathematics and Economics (Tier A* in the ABDC Journal Quality List), 63: 135-146.
  • 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 (Tier A in the ABDC Journal Quality List), 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 (Tier A in the ABDC Journal Quality List), 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 (Tier A in the ABDC Journal Quality List), 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 (Tier A* in the ABDC Journal Quality List), 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 (Tier A* in the ABDC Journal Quality List), 46(1): 150-161.
  • Chen, Hua and Samuel H. Cox (2009). Modeling Mortality with Jumps: Applications to Mortality Securitization, Journal of Risk and Insurance (Tier A in the ABDC Journal Quality List), 76(3): 727-751.
  • Chen, Hua and Samuel H. Cox (2009). An Option-Based Operational Risk Management Model for Pandemics, North American Actuarial Journal (Tier A in the ABDC Journal Quality List), 13(1): 54-76.

Awards & Honors

  • Professor of the Semester (Fall 2021) in the Master of Science in Finance (MSF) Program, University of Hawaii at Manoa, 2021
  • Research Roundtable Member, Fox School of Business, Temple University, 2016
  • Dean’s Research Honor Roll – Top Ten Researchers in the Fox School of Business July 2013 – June 2015, 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
  • Summer Research Award, Temple University, 2012
  • Dean’s Research Honor Roll – Top Ten Researchers in the Fox School of Business July 2009 – June 2010, Temple University, 2011
  • Summer Research Award, Temple University, 2010
  • Junior Scholar Award, the Asia-Pacific Risk and Insurance Association, 2009
  • Summer Research Award, Temple University, 2009
  • GSU Dissertation Grant, Georgia State University, 2008
  • Kenneth Black, Jr. Chair of Insurance Scholarship and Leyton B. Hunter Fellowship, Georgia State University, 2007
  • The Helen C. Leith Fellowship and Leyton B. Hunter Fellowship, Georgia State University, 2006
  • Thomas P. Bowles, Jr. Chair Travel Grant, Georgia State University, 2006
  • Robert W. Batten Scholarship, Georgia State University, 2005