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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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Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa; Ken Seng Tan; Wang, Chengguo - In: Journal of risk 16 (2013/2014) 3, pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
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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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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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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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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
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Marginal Indemnification Function formulation for optimal reinsurance
Zhuang, Sheng Chao; Weng, Chengguo; Ken Seng Tan; Assa, … - In: Insurance / Mathematics & economics 67 (2016), pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
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Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan; Ken Seng Tan; Yang, Fan - In: Insurance / Mathematics & economics 99 (2021), pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
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Optimal reinsurance with multiple reinsurers : competitive pricing and coalition stability
Boonen, Tim J.; Ken Seng Tan; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 302-319
Persistent link: https://www.econbiz.de/10012793929