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Zhang, Jinggong; Ken Seng Tan; Weng, Chengguo - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 491-523

Persistent link: https://www.econbiz.de/10012056617

Optimal dynamic longevity hedge with basis risk

Ken Seng Tan; Weng, Chengguo; Zhang, Jinggong - In: European journal of operational research : EJOR 297 (2022) 1, pp. 325-337

Persistent link: https://www.econbiz.de/10013259312

Blended insurance scheme : a synergistic conventional-index insurance mixture

Zhang, Jinggong - In: Insurance : mathematics and economics 119 (2024), pp. 93-105

Persistent link: https://www.econbiz.de/10015067213

Empirical tail risk management with model-based annealing random search

Fan, Qi; Ken Seng Tan; Zhang, Jinggong - In: Insurance / Mathematics & economics 110 (2023), pp. 106-124

Persistent link: https://www.econbiz.de/10014282478

Managing weather risk with a neural network-based index insurance

Chen, Zhanhui; Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4306-4327

Persistent link: https://www.econbiz.de/10015045875

Storm CAT bond : modeling and valuation

Huang, Shimeng; Zhang, Jinggong; Zhu, Wenjun - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 4, pp. 718-743

Persistent link: https://www.econbiz.de/10015189565

Storm CAT Bond : Modeling and Valuation

Huang, Shimeng; Zhang, Jinggong; Zhu, Wenjun - 2022

The frequency and intensity of weather-related catastrophes, such as storms and floods, have been increasing due to climate change. This leads to rising storm catastrophe risks to the property-casualty insurance and reinsurance sector. In this paper, we propose an index-based storm catastrophe...

Persistent link: https://www.econbiz.de/10013322647

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

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

Multivariate reinsurance designs for minimizing an insurer's capital requirement

Zhu, Yunzhou; Chi, Yichun; Weng, Chengguo - In: Insurance / Mathematics & economics 59 (2014), pp. 144-155

Persistent link: https://www.econbiz.de/10010469146