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Asset-liability management of life insurers in the negative interest rate environment
Lin, Yijia; Liu, Sheen; Ken Seng Tan; Zhang, Xun - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 4, pp. 695-717
Persistent link: https://www.econbiz.de/10015189562
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Modeling longevity risk transfers as Nash bargaining problems : methodology and insights
Zhou, Rui; Li, Johnny Siu-Hang; Ken Seng Tan - In: Economic modelling 51 (2015), pp. 460-472
Persistent link: https://www.econbiz.de/10011476126
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The design of an optimal retrospective rating plan
Chen, Xinxiang; Chi, Yichun; Ken Seng Tan - In: Astin bulletin : the journal of the International … 46 (2016) 1, pp. 141-163
Persistent link: https://www.econbiz.de/10011485141
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Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun; Ken Seng Tan; Wang, Chou-Wen - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
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Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong; Ken Seng Tan; Weng, Chengguo - In: Insurance / Mathematics & economics 75 (2017), pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
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The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.; Ken Seng Tan; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 70 (2016), pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
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Pricing in reinsurance bargaining with comonotonic additive utility functions
Boonen, Tim J.; Ken Seng Tan; Zhuang, Sheng Chao - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 507-530
Persistent link: https://www.econbiz.de/10011576823
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Structure and estimation of Lévy subordinated hierarchical Archimedean copulas (LSHAC) : theory and empirical tests
Zhu, Wenjun; Wang, Chou-Wen; Ken Seng Tan - In: Journal of banking & finance 69 (2016), pp. 20-36
Persistent link: https://www.econbiz.de/10011635001
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Modelling the sustainability of the Canadian crop insurance program : a reserve fund process under a public-private partnership model
Weng, Chengguo; Porth, Lysa; Ken Seng Tan; Samaratunga, Ryan - In: The Geneva papers on risk and insurance - issues and … 42 (2017) 2, pp. 226-246
Persistent link: https://www.econbiz.de/10011735002
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Optimal insurance in the presence of reinsurance
Zhuang, Sheng Chao; Boonen, Tim J.; Ken Seng Tan; Xu, … - In: Scandinavian actuarial journal (2017) 6, pp. 535-554
Persistent link: https://www.econbiz.de/10011848458