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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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A Bowley solution with limited ceded risk for a monopolistic reinsurer
Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 91 (2020), pp. 188-201
Persistent link: https://www.econbiz.de/10012242009
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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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Optimal reinsurance with general premium principles
Chi, Yichun; Tan, Ken Seng - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 180-189
Persistent link: https://www.econbiz.de/10009736117
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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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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