Determinants of United Kingdom General Insurance Company Performance

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					                                   ACADEMIC VITAE


                             YUNG-MING SHIU, Ph.D.
                                   Associate Professor
                         Department of Business Administration
                                School of Management
                            National Cheng Kung University
                             Tainan, Taiwan, R.O.C. 70101
                         E-mail: yungming@mail.ncku.edu.tw
                                   FAX: 886-6-2080179


EDUCATION        Ph.D.
                 The University of Edinburgh, May. 2004.


                 MSc. by Research in Business Studies
                 The University of Edinburgh, 2001.


                 MSc. in Finance
                 Imperial College, University of London, 1999.


                 MBA. in Actuarial Science
                 National Cheng-Chi University, 1996.


                 BS. in Public Science
                 National Taiwan University, 1994.


I.   PROFESSIONAL EXPERIENCE/ POSITIONS


08/07 –present   Associate Professor, Department of Business Administration,
                 School of Management, National Cheng-Kung University, Tainan, Taiwan.


08/06 –07/07     Assistant Professor, Department of Business Administration,
                 School of Management, National Cheng-Kung University, Tainan, Taiwan.


05/04 – 07/06    Assistant Professor, Department of Finance,



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                         School of Management, Tunghai University, Taichung, Taiwan.


08/04 – 07/06            Director, Center for the Research of Banking and Finance,
                         School of Management, Tunghai University, Taichung, Taiwan.


02/03 – 04/04            Lecturer, Department of Finance,
                         School of Management, Tunghai University, Taichung, Taiwan.


II.    TEACHING EXPERIENCE

1.    Course Taught
      (Graduate Level)
      Risk Management, Insurance.
      (Undergraduate Level)
      Risk Management, Insurance, Principle of Finance.
2.    Number of Master students graduated: 22
3.    Number of Ph.D. students under supervision: 6


III. UNIVERSITY SERVICES


1.    Served as the head for a committee in the Department of Business Administration, 2009-present.
2.    Served as a member for all committees in the Department of Business Administration, 2006-present.
3.    企業家研究班第 11 期計畫主持人。


VI. PROFESSIONAL SERVICES


1.    Served as a referee/paper reviewer for a number of referred journals


V.     RESEARCH
A. RESEARCH SPECIALITIES
1. Insurance
2. Risk Management
3. Finance


B. CURRENT RESEARCH AREAS OF INTEREST
1. Reinsurance
2. Derivative Hedging


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2. Dynamic financial analysis
3. Capital structure


C. RESEARCH GRANTS

1.    99 年度國科會專題研究計畫「風險與財務再保險的使用動機及再保險的使用與清償能力的關
      係」。
2.                                   。
      98 年度國科會專題研究計畫「衍生性金融商品、再保險與保險槓桿」
3.    96 年度國科會專題研究計畫「為何保險公司使用衍生性金融商品及其與公司風險、績效與價值
      的關係:英國與台灣市場實證研究」(二年期計畫)。
4.                                     ,。
      95 年度國科會專題研究計畫「保戶對風險敏感嗎?國際間的比較性研究」
5.    94 年度國科會專題研究計畫「動態財務分析在台灣產險業界之發展與應用」。
6.    93 年度國科會專題研究計畫「台灣與英國保險公司從事衍生性金融商品交易情形及其決定因子
      之比較性研究」。



VI. PUBLICATION
A. REFERRED JOURNALS

1.    Shiu, Yung-Ming*: Reinsurance and Capital Structure: Evidence from the United Kingdom Non-Life
      Insurance Industry, to appear in the Journal of Risk and Insurance (SSCI).
2.    Shiu, Yung-Ming* and Peter Moles: What Motivates Banks to use Derivatives: Evidence from
      Taiwan, to appear in the Journal of Derivatives (SSCI)
3.    Shiu, Yung-Ming*, Ging-Ginq Pan, Shu-Hui Lin, and Tu-Cheng Wu: Impact of Net Buying Pressure
      on Implied Volatility: Before and After the Onset of the Subprime Crisis, to appear in the Journal of
      Derivatives (SSCI)
4.    Shiu, Yung-Ming*: Derivative Hedging and Insurer Solvency: Evidence from Taiwan, to appear in
      the Geneva Papers on Risk and Insurance- Issues and Practice (SSCI).
5.    Shiu, Yung-Ming* (2009): Dynamic Financial Analysis in the Insurance Industry, to appear in the
      Geneva Papers on Risk and Insurance- Issues and Practice, Vol. 34, pp. 175-196 (SSCI).
6.    許永明*、余祖慰與林芷吟 (2009):影響台灣消費者人身保險購買行為可能因子之探討, 保險
      經營與制度,第8卷,第1期,頁1- 20。
7.    Hsieh, Tzung-Yuan*, Ching-Chung Lin, and Yung-Ming Shiu: Impact of Tick-Size Reduction on
      Intraday Patterns of Market Liquidity: Evidence from the Taiwan Stock Exchange, to appear in
      Asia-Pacific Management Review (TSSCI).
8.    Shiu, Yung-Ming and Mei-Ching Chiu: (2008). Re-estimating the Demographic Impact on Health
      Care Expenditure: Evidence from Taiwan, the Geneva Papers on Risk and Insurance- Issues and



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      Practice. [SSCI].
9.    Huang, Hung-Hsi, Yung-Ming Shiu, Pei-Syun Lin: (2008). HDD and CDD Option Pricing with
      Market Price of Weather Risk for Taiwan, Journal of Futures Markets, (A-)28,8. [SSCI].
10.   Shiu, Yung-Ming and Tsu-Wei Yu: (2008). Internal marketing, organizational, culture, job
      satisfaction and organisational performance in non-life insurance, to appear in the Service Industries
      Journal. [SSCI].
11.   Shiu, Yung-Ming: (2008). Economics factors, firm characteristics and performance: a panel data
      analysis for United Kingdom life offices, Applied Economics Letters, 2008, 1-5. [SSCI].
12.   Shiu, Yung-Ming, Peter Moles, Andrew Adams, and Chia-Chung Chan: Empirical Evidence on the
      Use of Dynamic Solvency Testing and Financial Condition Reporting in the United Kingdome Life
      Insurance Industry, Annals of Actuarial Science, Volume 1, Number 2, 2006 , pp. 359-392(34).
13.   Shiu, Yung-Ming and Peter Moles (2006): Use of Dynamic Financial Analysis and Financial
      Condition Reporting by United Kingdom General Insurers, Annals of Actuarial Science, Vol. 1, Part
      I, pp. 79-101.
14.   Shiu, Yung-Ming (2007), An empirical investigation on derivatives usage: evidence from the United
      Kingdom general insurance industry, Applied Economics Letters, 14(5-6), p353-360 (SSCI) (NSC
      93-2416-H-029-011).
15.   Chen, Kaung-Hwa, Chia-Chung Chan, and Yung-Ming Shiu (2006): Performance Measurement
      Using Linguistic Terms in Group Decision Making, International Journal of Management and
      Decision Making, Vol. 7, No. 4, pp. 438-453.
16.   Shiu, Yung-Ming(2006) Corporate liquidity: evidence from the United Kingdom life insurance
      industry, Applied Economics Letters, Vol. 14, pp. 353-360 (SSCI).
17.   Shiu, Yung-Ming (2005): The Future of Pensions in Taiwan, Geneva Papers on Risk and Insurance-
      Issues and Practice, Vol. 30, pp. 593-603 (SSCI).
18.   Shiu, Yung-Ming (2005): The Determinants of Solvency in the United Kingdom Life Insurance
      Market, Applied Economics Letters, Vol. 12, pp. 339-344 (SSCI).
19.   Shiu, Yung-Ming (2004): Determinants of United Kingdom General Insurance Company
      Performance, British Actuarial Journal, Vol. 10, Part V, pp. 1079-1110.
20.   Chan, Chia-Chung, Chen, Kaung-Hwa, , and Yung-Ming Shiu (2004): Investment Risk, Severance
      Packages and Corporate Governance Structures, Management Review, Vol. 23, Issue 4, pp. 117-140
      (TSSCI).
21.   Yung-Ming Shiu (2002): Dynamic Financial Analysis and Stress Testing in Financial Institutions
      (2),Taiwan Banking and Finance Quarterly, Vol. 3, Issue 4, pp. 83-97.
22.   Yung-Ming Shiu (2002): Dynamic Financial Analysis and Stress Testing in Financial Institutions
      (1),Taiwan Banking and Finance Quarterly, Vol. 3, Issue 3, pp. 135-157.
23.   Yung-Ming Shiu (2002): The Innovation of Labour Retirement Pension,Insurance Practice and
      Issues, Vol. 1, Issue 1, pp. 57-76.



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24.    Shiu, Yung-Ming (2001): Unveil Value at Risk- Approaches and Issues, Taiwan Banking and
       Finance Quarterly, Vol.2, No.4, pp. 89-109.
25.    Shiu, Yung-Ming (2001): The Innovation of Financial Supervision, Taiwan Banking and Finance
       Quarterly, Vol.2, No.3, pp. 175-186.


B. SELECTED CONFERENCE PAPERS


1.    Chiu, Mei-Ching and Yung-Ming Shiu, November 14-17 2009, The Determinants of Online Insurance
      Behavior: An Empirical Study in Taiwan, the 2009 Decision Science Institute Annual Meeting,
      Louisiana, New Orleans, USA.       (Distinguished Paper Award)
2.    Yung-Ming Shiu, Andrew Adams, Yi-Cheng Shin, December 16-18 2008, On the Determinants of
      Derivative Hedging by Insurance Companies, 21st Australasian Finance and Banking Conference 2008,
      Sydney, Australia.
3.    Yung-Ming Shiu, Chia-Chien Chiang, August 3–6 2008, Determinants of Financial Strength Ratings:
      Evidence from the Lloyd’s Market, American Risk and Insurance Association 2008 Annual Meeting.
4.    Yung-Ming Shiu, Mei-Lan Yeh, August 3–6 2008, Risk-based Internal Auditing in the Taiwanese
      Banking Industry, American Risk and Insurance Association 2008 Annual Meeting.
5.    Shiu Yung-Ming, Lin I-Ming, 30 June 2008, The New Stipulation of Independent Directors in Taiwan:
      Who Adds Independent, the 6th International Conference on Corporate Governance, University
      Birmingham.
6.    Shiu, Yung-Ming, Tsu-Wei Yu, 16 December 2007, Effects of Value on Customer Loyalty in Life
      Insurance: Trust Influence Perspectives, 第一屆台灣風險與保險學會學術研討會,台中,台灣。
7.    Huang, Hung-His, Yung-Ming Shiu, Ching-Ping Wang, 7 December (2007), Optimal Insurance
      Contract with Stochastic Background, 2007 整合風險管理學術研討會,高雄,台灣。
8.    Shiu, Yung-Ming, Tsu-Wei Yu, 7 December 2007, Effects of Value on Customer Loyalty in Life
      Insurance: Trust Influence Perspectives, 2007 整合風險管理學術研討會,高雄,台灣。
9.    Shiu, Yung-Ming and Yu-Ping Lee, The Impact of Derivatives Usage on Firm Risk, Performance and
      Value, Asia-Pacific Risk and Insurance Association Conference, Taipei, Taiwan, 22-25 July 2007.
10. Shiu, Yung-Ming and Tsu-Wei Yu, The Effects of Customer Relationship Programmes on Customer
      Loyalty in Insurance, Asia-Pacific Risk and Insurance Association Conference, Taipei, Taiwan, 22-25
      July 2007.
11. Ying-Ying Chao and Yung-Ming Shiu, The Relationship between Risk and Pricing: Evidence from the
      United Kingdom General Insurance Industry, Asia-Pacific Risk and Insurance Association Conference,
      Taipei, Taiwan, 22-25 July 2007.
12. Shiu, Yung-Ming and Tsu-Wei Yu, A Study of the Relationships among Internal Marketing Business
      Culture, Job Satisfaction and Operational Performance in the Service Industry, Annual Conference of
      the Academy of International Business, Indianapolis, U.S.A., 25-28 June 2007.



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13. Shiu, Yung-Ming, Economic Factors, Firm Characteristics and Performance: A Panel Data
     Analysis for United Kingdom Life Offices, The International Business and Management Research
     Conference, Hawaii, U.S.A., 1-4 June 2007.
14. Ou K., Shiu Y. (2007). Reserve Manipulation and its Determinants: Evidence from the United
     Kingdom Property-Casualty Insurance Industry, Asia-Pacific Risk and Insurance Association
     Conference.
15. Shiu, Yung-Ming, Dynamic Financial Analysis in Insurance, The American Risk and Insurance
     Association Annual Meeting, Washington D.C., U.S.A., 6-9 August 2006.
16. Empirical Evidence on the Use of Dynamic Solvency Testing and Financial Condition Reporting in the
     United Kingdome Life Insurance Industry, The American Risk and Insurance Association Annual
     Meeting, Chicago, U.S.A., 8-11, August, 2004 (with Peter Moles, Andrew Adams, Chia-Chung Chan).
17. Determinants of UK General Insurance Company Performance, Modern Issues on Finance- Academic
     Symposium, Taichung, Taiwan, 5 March, 2004.


C. BOOKS PUBLISHED
1.   Insurance, Textbook published by Sanmin Co. , 2006.




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