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Risk model
Theorie
129
Theory
129
Portfolio selection
47
Portfolio-Management
47
Risikomodell
38
Risikomanagement
37
Risk management
37
Risiko
34
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34
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30
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28
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22
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20
Optionspreistheorie
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19
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19
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18
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18
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18
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Forecasting model
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10
Kapitaleinkommen
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Economics of insurance
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Mathematical programming
9
Mathematische Optimierung
9
Multivariate Verteilung
9
Multivariate distribution
9
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9
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9
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English
38
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Ken Seng Tan
30
Chi, Yichun
8
Porth, Lysa
8
Zhuang, Sheng Chao
7
Weng, Chengguo
6
Zhu, Wenjun
6
Zhou, Rui
4
Boonen, Tim J.
3
Boyle, Phelim P.
3
Li, Johnny Siu-Hang
3
Tan, Ken Seng
3
Zhang, Jinggong
3
Tian, Weidong
2
Wei, Pengyu
2
Wei, Wei
2
Assa, Hirbod
1
Blake, David
1
Butterworth, John E.
1
Cui, Hengxin
1
De Jong, Piet
1
Fan, Qi
1
Hardy, Mary
1
Huang, Yuxia
1
Ivanov, Katerina
1
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1
Kim, Joseph H. T.
1
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1
Li, Hong
1
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Lin, X. Sheldon
1
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1
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1
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1
Schulte, James
1
Tseng, Kevin
1
Wang, Yujiao
1
Xu, Zuo Quan
1
Yang, Fan
1
Zhang, Yi
1
Zhexembay, Abylay
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Insurance / Mathematics & economics
7
ASTIN bulletin : the journal of the International Actuarial Association
2
Agricultural finance review
2
European journal of operational research : EJOR
2
Journal of risk and financial management : JRFM
2
North American actuarial journal
2
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Scandinavian actuarial journal
2
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
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2
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1
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1
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1
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ECONIS (ZBW)
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1
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
Saved in:
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
Saved in:
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
Saved in:
4
Longevity risk and capital markets : the 2013 - 14 update
Ken Seng Tan
;
Blake, David
;
MacMinn, Richard D.
-
2015
Persistent link: https://www.econbiz.de/10010515324
Saved in:
5
Optimal reinsurance with general premium principles
Chi, Yichun
;
Ken Seng Tan
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 180-189
Persistent link: https://www.econbiz.de/10009736117
Saved in:
6
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:
7
A credibility-based Erlang mixture model for pricing crop reinsurance
Porth, Lysa
;
Zhu, Wenjun
;
Ken Seng Tan
- In:
Agricultural finance review
74
(
2014
)
2
,
pp. 162-187
Persistent link: https://www.econbiz.de/10011304305
Saved in:
8
Economic pricing of mortality-linked securities : a tâtonnement approach
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Ken Seng Tan
- In:
The journal of risk and insurance : the journal of the …
82
(
2015
)
1
,
pp. 65-95
Persistent link: https://www.econbiz.de/10011392967
Saved in:
9
Modeling period effects in multi-population mortality models : applications to Solvency II
Zhou, Rui
;
Wang, Yujiao
;
Kaufhold, Kai
;
Li, Johnny Siu-Hang
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 150-167
Persistent link: https://www.econbiz.de/10011339014
Saved in:
10
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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