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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
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Marginal Indemnification Function formulation for optimal reinsurance
Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; … - In: Insurance / Mathematics & economics 67 (2016), pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
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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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Optimal reinsurance with multiple reinsurers : competitive pricing and coalition stability
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 302-319
Persistent link: https://www.econbiz.de/10012793929
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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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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