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A credibility-based Erlang mixture model for pricing crop reinsurance

Porth, Lysa; Zhu, Wenjun; Tan, Ken Seng - In: Agricultural finance review 74 (2014) 2, pp. 162-187

Persistent link: https://www.econbiz.de/10011304305

Optimal reinsurance analysis from a crop insurer's perspective

Porth, Lysa; Tan, Ken Seng; Weng, Chengguo - In: Agricultural finance review 73 (2013) 2, pp. 310-328

Persistent link: https://www.econbiz.de/10010187473

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

The design of weather index insurance using principal component regression and partial least squares regression : the case of forage crops

Boyd, Milton; Porth, Brock; Porth, Lysa; Tan, Ken Seng; … - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 3, pp. 355-369

Persistent link: https://www.econbiz.de/10012289575

Remote sensing applications for insurance : a predictive model for pasture yield in the presence of systemic weather

Porth, C. Brock; Porth, Lysa; Zhu, Wenjun; Boyd, Milton; … - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 2, pp. 333-354

Persistent link: https://www.econbiz.de/10012258462

Index insurance design

Zhang, Jinggong; Tan, Ken Seng; Weng, Chengguo - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 491-523

Persistent link: https://www.econbiz.de/10012056617

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

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

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Flexible weather index insurance design with penalized splines

Tan, Ken Seng; Zhang, Jinggong - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10014513805

Index Insurance Design

Zhang, Jinggong - 2020

In this article, we study the problem of optimal index insurance design under an expected utility maximization framework. For general utility functions, we formally prove the existence and uniqueness of optimal contract, and develop an effective numerical procedure to calculate the optimal...

Persistent link: https://www.econbiz.de/10012851474