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subject:"Risiko"
subject:"Welt"
~person:"Tan, Ken Seng"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Ratgeber"
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Risiko
Welt
Risikomaß
Risikomanagement
14
Risk management
14
Theorie
11
Theory
11
Portfolio selection
7
Portfolio-Management
7
Reinsurance
6
Risk measure
6
Rückversicherung
6
Risk
5
Hedging
4
Mortality
4
Risikomodell
4
Risk model
4
Sterblichkeit
4
Multivariate Verteilung
3
Multivariate distribution
3
Agrarversicherung
2
Agricultural insurance
2
Conditional value at risk
2
Statistical distribution
2
Statistische Verteilung
2
Weather
2
Wetter
2
reinsurance
2
ARCH model
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ARCH-Modell
1
Altersvorsorge
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Asymptotic analysis
1
Ausreißer
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Canada
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Capital income
1
Conditional value-at-risk (CVAR)
1
Copula
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Derivat
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Article
8
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Article in journal
Ratgeber
Aufsatz in Zeitschrift
8
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English
8
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Tan, Ken Seng
Wang, Ruodu
18
Li, Jianping
14
Hammoudeh, Shawkat
13
Embrechts, Paul
11
McAleer, Michael
11
Mao, Tiantian
10
Zhu, Xiaoqian
10
Boonen, Tim J.
9
Cai, Jun
8
Li, Johnny Siu-Hang
8
Righi, Marcelo Brutti
8
Broll, Udo
7
Guillén, Montserrat
7
Janabi, Mazin A. M. al
7
Ji, Qiang
7
Mensi, Walid
7
Naeem, Muhammad Abubakr
7
Puccetti, Giovanni
7
Qazi, Abroon
7
Rüschendorf, Ludger
7
Sherris, Michael
7
Allen, David E.
6
Balbás de la Corte, Alejandro
6
Furman, Edward
6
Gatzert, Nadine
6
Kakushadze, Zura
6
Karmakar, Madhusudan
6
Mitra, Sovan
6
Stoja, Evarist
6
Tiwari, Aviral Kumar
6
Van Vuuren, Gary
6
Weiß, Gregor
6
Al-Yahyaee, Khamis Hamed
5
Bernard, Carole
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Chen, Zhiping
5
Cheung, Ka Chun
5
Cossette, Hélène
5
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Insurance / Mathematics & economics
4
Journal of risk
1
North American actuarial journal
1
Scandinavian actuarial journal
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
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ECONIS (ZBW)
8
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1
Empirical tail risk management with model-based annealing random search
Fan, Qi
;
Tan, Ken Seng
;
Zhang, Jinggong
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
Saved in:
2
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
3
Tail dependence and heavy tailedness in extreme risks
Ji, Liuyan
;
Tan, Ken Seng
;
Yang, Fan
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012649222
Saved in:
4
The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
Saved in:
5
Downside risk management of a defined benefit plan considering longevity basis risk
Lin, Yijia
;
Tan, Ken Seng
;
Tian, Ruilin
;
Yu, Jifeng
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 68-86
Persistent link: https://www.econbiz.de/10011339021
Saved in:
6
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
7
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/10009503510
Saved in:
8
Optimality of general reinsurance contracts under CTE risk measure
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Yi
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 175-187
Persistent link: https://www.econbiz.de/10009242047
Saved in:
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