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Insurance / Mathematics & economics
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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1
Improved index insurance design and yield estimation using a dynamic factor forecasting approach
Li, Hong
;
Porth, Lysa
;
Tan, Ken Seng
;
Zhu, Wenjun
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 208-221
Persistent link: https://www.econbiz.de/10012482856
Saved in:
2
Gompertz law revisited : forecasting mortality with a multi-factor exponential model
Li, Hong
;
Tan, Ken Seng
;
Tuljapurkar, Shripad
;
Zhu, Wenjun
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 268-281
Persistent link: https://www.econbiz.de/10012649232
Saved in:
3
Longevity risk and capital markets : the 2013-14 update
Tan, Ken Seng
;
Blake, David
;
MacMinn, Richard D.
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 1-11
Persistent link: https://www.econbiz.de/10011349891
Saved in:
4
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
Saved in:
5
Optimal hedging with basis risk under mean-variance criterion
Zhang, Jingong
;
Tan, Ken Seng
;
Weng, Chengguo
- In:
Insurance / Mathematics & economics
75
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011740687
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6
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
Saved in:
7
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
Saved in:
8
Demand for non-life insurance under habit formation
Li, Wenyuan
;
Tan, Ken Seng
;
Wei, Pengyu
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 38-54
Persistent link: https://www.econbiz.de/10012793908
Saved in:
9
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
Saved in:
10
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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