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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
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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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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
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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
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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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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
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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
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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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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
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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