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accessRights:"restricted"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Pacific-Basin finance journal"
~person:"Tan, Ken Seng"
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Tan, Ken Seng
Young, Virginia R.
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Gu, Ailing
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Insurance / Mathematics & economics
Pacific-Basin finance journal
ASTIN bulletin : the journal of the International Actuarial Association
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International review of economics & finance : IREF
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Journal of Islamic accounting and business research
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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ECONIS (ZBW)
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1
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
2
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
3
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
4
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
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