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~isPartOf:"European journal of operational research : EJOR"
~person:"Tan, Ken Seng"
~subject:"Risk management"
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Risk management
Risikomanagement
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Dynamic programming
1
Hedging
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Longevity risk
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Tan, Ken Seng
Boonen, Tim J.
5
Gupta, Aparna
4
Chernonog, Tatyana
3
Crook, Jonathan N.
3
Mitra, Sovan
3
Quigley, John
3
Ahmadi-Javid, Amir
2
Andreeva, Galina
2
Ansaripoor, Amir H.
2
Antonio, Katrien
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Avinadav, Tal
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Avittathur, Balram
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Barbosa-Póvoa, Ana Paula
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Busby, J. S.
2
Cano, Javier
2
Choi, Tsan-Ming
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Escudero, Laureano F.
2
Goh, Mark
2
Grechuk, Bogdan
2
Hurlin, Christophe
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Kar, Koushik
2
Lazar, Emese
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Lüthi, Hans-Jakob
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Ma, Tiejun
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Minner, Stefan
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Nguyen, Duy
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Niu, Baozhuang
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Oliveira, Fernando S.
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Pesenti, Silvana M.
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Prigent, Jean-Luc
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Rosazza Gianin, Emanuela
2
Rubio-Herrero, Javier
2
Ríos Insua, David
2
Rösch, Daniel
2
Sörensen, Kenneth
2
Talarico, Luca
2
Talluri, Srinivas
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European journal of operational research : EJOR
Insurance / Mathematics & economics
5
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of risk
1
Nanyang Business School Research Paper
1
North American actuarial journal
1
Scandinavian actuarial journal
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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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
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2
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
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