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type:"article"
~person:"Puccetti, Giovanni"
~person:"Tan, Ken Seng"
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Search: subject_exact:"Risk management"
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Risikomanagement
21
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10
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Puccetti, Giovanni
Tan, Ken Seng
Gleißner, Werner
59
Ivanov, Dmitry
51
Broll, Udo
34
Romeike, Frank
30
Fabozzi, Frank J.
28
McAleer, Michael
27
Gatzert, Nadine
26
Bies, Susan Schmidt
25
Wagner, Stephan M.
24
Dolgui, Alexandre
22
Mußhoff, Oliver
22
Dionne, Georges
21
Eling, Martin
21
Embrechts, Paul
21
Grima, Simon
21
Finger, Robert
20
Hammoudeh, Shawkat
20
Righi, Marcelo Brutti
19
Schuermann, Til
19
Wiedemann, Arnd
19
Powers, Michael R.
18
Sawik, Tadeusz
18
Wang, Ruodu
18
Blackhurst, Jennifer
17
Bode, Christoph
17
Li, Jianping
17
McConnell, Patrick
17
Wieczorek-Kosmala, Monika
17
Bartram, Söhnke M.
16
Goodwin, Barry K.
16
Turvey, Calum Greig
16
Durst, Susanne
15
Hussainey, Khaled
15
Liu, Shan
15
Masood, Omar
15
Parast, Mahour Mellat
15
Sherris, Michael
15
Talluri, Srinivas
15
Choi, Tsan-Ming
14
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Insurance / Mathematics & economics
6
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2
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2
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Astin bulletin : the journal of the International Actuarial Association
1
Finance and stochastics
1
Journal of risk
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North American actuarial journal
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Risks : open access journal
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The Geneva risk and insurance review
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ECONIS (ZBW)
21
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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
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
4
Asymptotic analysis of portfolio diversification
Cui, Hengxin
;
Tan, Ken Seng
;
Yang, Fan
;
Chen Zhou
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 302-325
Persistent link: https://www.econbiz.de/10013380569
Saved in:
5
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:
6
Modelling the sustainability of the Canadian crop insurance program : a reserve fund process under a public-private partnership model
Weng, Chengguo
;
Porth, Lysa
;
Tan, Ken Seng
; …
- In:
The Geneva papers on risk and insurance - issues and …
42
(
2017
)
2
,
pp. 226-246
Persistent link: https://www.econbiz.de/10011735002
Saved in:
7
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
Tan, Ken Seng
;
Wei, Pengyu
;
Wei, Wei
;
Zhuang, Sheng Chao
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 345-362
Persistent link: https://www.econbiz.de/10012157700
Saved in:
8
A clustering approach and a rule of thumb for risk aggregation
Di Lascio, F. Marta L.
;
Giammusso, Davide
;
Puccetti, …
- In:
Journal of banking & finance
96
(
2018
),
pp. 236-248
Persistent link: https://www.econbiz.de/10011967212
Saved in:
9
Spatial dependence and aggregation in weather risk hedging : a lévy subordinated hierarchical archimedean copulas (LSHAC) approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
;
Wang, Chou-Wen
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 779-815
Persistent link: https://www.econbiz.de/10011875814
Saved in:
10
Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun
;
Tan, Ken Seng
;
Wang, Chou-Wen
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 477-493
Persistent link: https://www.econbiz.de/10011685213
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