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The purpose of this paper is to apply social network analysis (SNA) to study faculty research productivity, to identify key leaders, to study publication keywords and research areas and to visualize international collaboration patterns and analyze collaboration research fields from all Management Information System (MIS) departments in Taiwan from 1982 to 2015.

The authors first retrieved results encompassing about 1,766 MIS professors and their publication records between 1982 and 2015 from the Ministry of Science and Technology of Taiwan (MOST) website. Next, the authors merged these publication records with the records obtained from the Web of Science, Google Scholar, IEEE Xplore, ScienceDirect, Airiti Library and Springer Link databases. The authors further applied six network centrality equations, leadership index, exponential weighted moving average (EWMA), contribution value and k-means clustering algorithms to analyze the collaboration patterns, research productivity and publication patterns. Finally, the authors applied D3.js to visualize the faculty members' international collaborations from all MIS departments in Taiwan.

The authors have first identified important scholars or leaders in the network. The authors also see that most MIS scholars in Taiwan tend to publish their papers in the journals such as Decision Support Systems and Information and Management. The authors have further figured out the significant scholars who have actively collaborated with academics in other countries. Furthermore, the authors have recognized the universities that have frequent collaboration with other international universities. The United States, China, Canada and the United Kingdom are the countries that have the highest numbers of collaborations with Taiwanese academics. Lastly, the keywords model, system and algorithm were the most common terms used in recent years.

This study applied SNA to visualize international research collaboration patterns and has revealed some salient characteristics of international cooperation trends and patterns, leadership networks and influences and research productivity for faculty in Information Management departments in Taiwan from 1982 to 2015. In addition, the authors have discovered the most common keywords used in recent years.

It is quite possible that financial institutions including life insurance companies would encounter turbulent situations such as the COVID-19 pandemic before policies mature. Constructing models that can generate scenarios for major assets to cover abrupt changes in financial markets is thus essential for the financial institution's risk management.

The key issues in such modeling include how to manage the large number of risk factors involved, how to model the dynamics of chosen or derived factors and how to incorporate relations among these factors. The authors propose the orthogonal ARMA–GARCH (autoregressive moving-average–generalized autoregressive conditional heteroskedasticity) approach to tackle these issues. The constructed economic scenario generation (ESG) models pass the backtests covering the period from the beginning of 2018 to the end of May 2020, which includes the turbulent situations caused by COVID-19.

The backtesting covering the turbulent period of COVID-19, along with fan charts and comparisons on simulated and historical statistics, validates our approach.

This paper is the first one that attempts to generate complex long-term economic scenarios for a large-scale portfolio from its large dimensional covariance matrix estimated by the orthogonal ARMA–GARCH model.