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~person:"Tan, Ken Seng"
~subject:"ARCH-Modell"
~subject:"Risk management"
~type:"article"
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Tan, Ken Seng
Ma, Feng
27
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23
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18
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13
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12
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Lee, Hsiang-tai
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5
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5
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Astin bulletin : the journal of the International Actuarial Association
1
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Journal of risk
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North American actuarial journal
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
5
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1
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
2
Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
;
Wang, Chou-Wen
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
Saved in:
3
Downside risk management of a defined benefit plan considering longevity basis risk
Lin, Yijia
;
Tan, Ken Seng
;
Tian, Ruilin
;
Yu, Jifeng
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 68-86
Persistent link: https://www.econbiz.de/10011339021
Saved in:
4
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
5
On pricing and hedging the no-negative-equity guarantee in equity release mechanisms
Li, Johnny Siu-hang
;
Hardy, Mary Rosalyn
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 499-522
Persistent link: https://www.econbiz.de/10003981550
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