Skip to main content
University of Nebraska–Lincoln
Search

Profile

Yijia Lin Photo

Yijia Lin

V.J. Skutt Distinguished Professor and Professor of Finance
Finance
HLH 425 V
P.O. Box 880490
Lincoln, NE 68588-0490
402-472-2132
yijialin@unl.edu
Yijia Lin Photo
Education
Ph.D. Georgia State University (2006)
M.A. Beijing Technology and Business University (2002)
B.A. Beijing Technology and Business University (1999)

Professional Designation: CFA (2010)

Research Interests
  • Risk Management
  • Insurance
  • Pensions
  • Longevity/Mortality Securitization
Appointments
  • V.J. Skutt Distinguished Professor
  • Professor
Vita
Resume.pdf
Fall 2024 Office Hours

TR 1:45 – 2:45PM and by appointment

Biography

Dr. Yijia Lin earned her Ph.D. from Georgia State University, her B.A. and M.A. from Beijing Technology and Business University, and has a Chartered Financial Analyst professional designation. She joined CBA in 2007 and her teaching interests include corporate risk management, enterprise risk management and advanced finance. Her research interests include risk management, insurance and longevity/mortality securitization.

Dr. Lin has published papers in the Journal of Risk and Insurance, the North American Actuarial Journal, the Insurance: Mathematics and Economics, the Journal of Management, and others. She is also an Editor of the ASTIN Bulletin and a Co-Editor of the North American Actuarial Journal and serves in the Editorial Board of the Journal of Risk and Insurance. Dr. Lin won the Harold D. Skipper Best Paper Award from the Asia-Pacific Risk and Insurance Association in 2006, the Ernst Meyer Prize for University Research Work from the Geneva Association in 2007, the Annual Prize for the Best Paper Published in 2007 from the North American Actuarial Journal in 2009, the Brockett-Shapiro Actuarial Journal Award from the American Risk and Insurance Association in 2014, the Robert I. Mehr Award for a literature contribution having a ten-year impact in the field of risk management and insurance from the American Risk and Insurance Association in 2015, and the Early Career Scholarly Achievement Award from the American Risk and Insurance Association in 2016.

Refereed Publications
  • Lin, Yijia, Sheen Liu, Ken Seng Tan and Xun Zhang (2024). Asset-Liability Management of Life Insurers in the Negative Interest Rate Environment. North American Actuarial Journal, 28(4), 695-717.
  • Yu, Jifeng and Yijia Lin (2024). Defense in Competition: Multimarket and Structural Effects of Firm-Specific Competition on Risk Transfer. Journal of Management, 50(2), 523–555.
  • Lin, Yijia, Richard D. MacMinn and Tianxiang Shi (2023). Do Pension Buyouts Help or Hurt Employees (Retirees)?. Journal of Risk and Insurance, 90(3), 667-702.
  • MacMinn, Richard D., Yijia Lin and Tianxiang Shi (2023). Buy-ins, Buy-outs, Longevity Bonds, and the Creation of Value. Journal of Demographic Economics, 89(3), 329-347.
  • Chen, Cuixia, Yijia Lin and Ming Zhou (2023). Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers. North American Actuarial Journal, 27(1), 25-46.
  • Cox, Samuel H., Yijia Lin and Sheen Liu (2021). Optimal Longevity Risk Transfer and Investment Strategies. North American Actuarial Journal, 25(S1), S40-S65.
  • Lin, Yijia, Sheen Liu and Jifeng Yu (2019). Corporate Pensions and the Maturity Structure of Debt. Journal of Risk and Insurance, 86(2), 315-350.
  • Xia, Jun, Jifeng Yu and Yijia Lin (2019). Periphery, Overlap, and Subunit Exit in Multiunit Firms: A Subunit Power Perspective. Journal of Management, 45(3), 881-908.
  • Cox, Samuel H., Yijia Lin and Tianxiang Shi (2018). Pension Risk Management with Funding and Buyout Options. Insurance: Mathematics and Economics, 78, 183-200.
  • Biffis, Enrico, Yijia Lin and Andreas Milidonis (2017). The Cross-Section of Asia-Pacific Mortality Dynamics: Implications for Longevity Risk Sharing. Journal of Risk and Insurance, 84, 515-532.
  • Lin, Yijia, Tianxiang Shi and Ayse Arik (2017). Pricing Buy-ins and Buy-outs. Journal of Risk and Insurance, 84, 367-392.
  • Lin, Yijia, Richard D. MacMinn, Ruilin Tian and Jifeng Yu (2017). Pension Risk Management in the Enterprise Risk Management Framework. Journal of Risk and Insurance, 84, 345-365.
  • Lin, Yijia, Richard D. MacMinn and Ruilin Tian (2015). De-risking Defined Benefit Plans. Insurance: Mathematics and Economics 63, 52-65.
  • Lin, Yijia, Jifeng Yu and Manferd Peterson (2015). Reinsurance Networks and Their Impact on Reinsurance Decisions: Theory and Empirical Evidence. Journal of Risk and Insurance 82(3), 531-569.
  • Lin, Yijia, Ken Seng Tan, Ruilin Tian and Jifeng Yu (2014). Downside Risk Management of a Defined Benefit Plan Considering Longevity Basis Risk. North American Actuarial Journal 18(1), 68-86.
  • Lin, Yijia, Sheen Liu and Jifeng Yu (2013). Pricing Mortality Securities with Correlated Mortality Indices. Journal of Risk and Insurance 80(4), 921-948.
  • Cox, Samuel H., Yijia Lin, Ruilin Tian and Luis F. Zuluaga (2013). Mortality Portfolio Risk Management. Journal of Risk and Insurance 80(4), 853-890.
  • Cox, Samuel H., Yijia Lin, Ruilin Tian and Jifeng Yu (2013). Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan. Journal of Risk and Insurance 80(3), 585-619.
  • Lin, Yijia, Min-Ming Wen and Jifeng Yu (2012). Enterprise Risk Management: Strategic Antecedents, Risk Integration and Performance. North American Actuarial Journal 16(1), 1-28. (This paper won the Brockett-Shapiro Actuarial Journal Award from the American Risk and Insurance Association in 2014.)
  • Milidonis, Andreas, Yijia Lin and Samuel H. Cox (2011). Mortality Regimes and Pricing. North American Actuarial Journal 15(2), 266-289.
  • Cox, Samuel H., Yijia Lin, Ruilin Tian and Luis Zuluaga (2010). Bounds for Probabilities of Extreme Events Defined by Two Random Variables. Variance 4(1), 47-65.
  • Tian, Ruilin, Samuel H. Cox, Yijia Lin and Luis Zuluaga (2010). Portfolio Risk Management with CVaR-like Constraints. North American Actuarial Journal 14(1), 86-106.
  • Cox, Samuel H., Yijia Lin and Hal Petersen (2010). Mortality Risk Modeling: Applications to Insurance Securitization. Insurance: Mathematics and Economics 46(1), 242-253.
  • Lin, Yijia, Samuel H. Cox and Jifeng Yu (2009). Modeling Annuity Lapse Rates. Journal of Insurance and Risk Management 4(4), 24-33.
  • Leverty, J. Tyler, Yijia Lin and Hao Zhou (2009). WTO and the Chinese Insurance Industry. Geneva Papers on Risk and Insurance - Issues and Practice 34(3), 440-465.
  • Lin, Yijia and Samuel H. Cox (2008). Securitization of Catastrophe Mortality Risks. Insurance: Mathematics and Economics 42(2), 628-637. (This paper won the Harold D. Skipper Best Paper Award from the Asia-Pacific Risk and Insurance Association in 2006.)
  • Cox, Samuel H. and Yijia Lin (2007). Natural Hedging of Life and Annuity Mortality Risks. North American Actuarial Journal 11(3), 1-15. (This paper won the Annual Prize for the Best Paper Published in 2007 from the North American Actuarial Journal in 2009.)
  • Lin, Yijia and Martin F. Grace (2007). Household Life Cycle Protection: Life Insurance Holdings, Financial Vulnerability and Portfolio Implications. Journal of Risk and Insurance 74(1), 141-173.
  • Cox, Samuel H., Yijia Lin and Shaun Wang (2006). Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization. Journal of Risk and Insurance 73(4), 719-736.
  • Lin, Yijia and Samuel H. Cox (2005). Securitization of Mortality Risks in Life Annuities. Journal of Risk and Insurance 72(2), 227-252. (This paper won the Robert I. Mehr Award for its ten-year impact in the field of risk management and insurance from the American Risk and Insurance Association in 2015.)
Editorships
  • ASTIN Bulletin (Editor), 2023-present
  • North American Actuarial Journal (Co-Editor), 2018-present
  • Journal of Risk and Insurance (Editorial Board Member), 2019-present
  • Journal of Risk and Insurance (Co-Editor), 2018
  • Journal of Risk and Insurance (Associate Editor), 2014-2017
  • North American Actuarial Journal (Associate Editor), 2013-2017
Awards
  • Parents' Recognition Award, University of Nebraska-Lincoln, 2019
  • Parents' Recognition Award, University of Nebraska-Lincoln, 2018
  • Early Career Scholarly Achievement Award, American Risk and Insurance Association, 2016
  • College Faculty Distinguished Research Award, University of Nebraska-Lincoln, 2016
  • Robert I. Mehr Award for a Literature Contribution Having a Ten-Year Impact in the Field of Risk Management and Insurance, American Risk and Insurance Association, 2015
  • Brockett-Shapiro Actuarial Journal Award, American Risk and Insurance Association, 2014
  • College Faculty Summer Research Award, University of Nebraska-Lincoln, 2011-2022
  • Shuler-Kistiakowsky Faculty Award for Outstanding Teaching, Research and Outreach, University of Nebraska-Lincoln, 2010
  • College Faculty Distinguished Research Award, University of Nebraska-Lincoln, 2010
  • NAAJ Annual Prize for the Best Paper Published in 2007, North American Actuarial Journal, 2009
  • Ernst Meyer Prize for University Research Work, Geneva Association, 2007
  • Harold D. Skipper Best Paper Award, Asia-Pacific Risk and Insurance Association, 2006
  • Robert W. Batten Award for Outstanding Performance in Actuarial Mathematics, Georgia State University, 2003