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Tan, Ken Seng
18
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5
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3
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3
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2
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Insurance / Mathematics & economics
8
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2
Management science : journal of the Institute for Operations Research and the Management Sciences
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1
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1
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OLC EcoSci
ECONIS (ZBW)
141
RePEc
20
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10
EconStor
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1
Optimal reinsurance analysis from a crop insurer's perspective
Porth, Lysa
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Agricultural finance review
73
(
2013
)
2
,
pp. 310-328
Persistent link: https://www.econbiz.de/10010185225
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2
Quasi-Monte Carlo Methods in Numerical Finance
Joy, Corwin
;
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Management science : journal of the Institute for …
42
(
1996
)
6
,
pp. 926
Persistent link: https://www.econbiz.de/10006102674
Saved in:
3
Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Tan, Ken Seng
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 544-566
Persistent link: https://www.econbiz.de/10009798310
Saved in:
4
Calibrating the Black-Derman-Toy model: some theoretical results
Boyle, Phelim P.
;
Tan, Ken Seng
;
Tian, Weidong
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10008216766
Saved in:
5
Pricing Bermudan options using low-discrepancy mesh methods
BOYLE, PHELIM P.
;
KOLKIEWICZ, ADAM W.
;
TAN, KEN SENG
- In:
Quantitative finance
13
(
2013
)
6
,
pp. 841-860
Persistent link: https://www.econbiz.de/10010134645
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6
Pricing Standardized Mortality Securitizations: A Two‐Population Model With Transitory Jump Effects
Zhou, Rui
;
Li, Johnny Siu‐Hang
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 733-774
Persistent link: https://www.econbiz.de/10010171194
Saved in:
7
Optimal reinsurance with general premium principles
Chi, Yichun
;
Tan, Ken Seng
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 180-189
Persistent link: https://www.econbiz.de/10010098495
Saved in:
8
Computation of optimal portfolios using simulation-based dimension reduction
Boyle, Phelim
;
Imai, Junichi
;
Tan, Ken Seng
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 327-338
Persistent link: https://www.econbiz.de/10008149216
Saved in:
9
Preface
Tan, Ken Seng
;
Willmot, Gordon
- In:
Insurance / Mathematics & economics
43
(
2008
)
3
,
pp. 279-280
Persistent link: https://www.econbiz.de/10008149221
Saved in:
10
Optimal reinsurance under VaR and CTE risk measures
Cai, Jun
;
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Yi
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 185
Persistent link: https://www.econbiz.de/10008082349
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