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Optimality of general reinsurance contracts under CTE risk measure
Ken Seng Tan
;
Weng, Chengguo
;
Zhang, Yi
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10009242047
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2
Economic pricing of mortality-linked securities in the presence of population basis risk
Zhou, Rui
;
Li, Johnny Siu-hang
;
Ken Seng Tan
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 544-566
Persistent link: https://www.econbiz.de/10009503510
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3
Optimal reinsurance analysis from a crop insurer's perspective
Porth, Lysa
;
Ken Seng Tan
;
Weng, Chengguo
- In:
Agricultural finance review
73
(
2013
)
2
,
pp. 310-328
Persistent link: https://www.econbiz.de/10010187473
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4
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
Saved in:
5
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
Saved in:
6
Introduction to the International Agricultural Risk, Finance, and Insurance Conference
Porth, Lysa
;
Ken Seng Tan
- In:
Agricultural finance review
74
(
2014
)
2
,
pp. 158-161
Persistent link: https://www.econbiz.de/10011304306
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7
Longevity risk and capital markets : the 2013-14 update
Ken Seng Tan
;
Blake, David
;
MacMinn, Richard D.
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011349891
Saved in:
8
Downside risk management of a defined benefit plan considering longevity basis risk
Lin, Yijia
;
Ken Seng Tan
;
Tian, Ruilin
;
Yu, Jifeng
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 68-86
Persistent link: https://www.econbiz.de/10011339021
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9
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
Saved in:
10
Optimal reinsurance under the risk-adjusted value of an insurer's liability and an economic reinsurance premium principle
Chi, Yichun
;
Lin, X. Sheldon
;
Ken Seng Tan
- In:
North American actuarial journal
21
(
2017
)
3
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011858069
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