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Economic pricing of mortality-linked securities in the presence of population basis risk

Zhou, Rui; Li, Johnny Siu-hang; Ken Seng Tan - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 544-566

Persistent link: https://www.econbiz.de/10009503510

Pricing standardized mortality securitizations : a two-population model with transitory jump effects

Zhou, Rui; Li, Johnny Siu-hang; Ken Seng Tan - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 733-774

Persistent link: https://www.econbiz.de/10010127205

Longevity risk and capital markets : the 2013 - 14 update

Ken Seng Tan; Blake, David; MacMinn, Richard D. - 2015

Persistent link: https://www.econbiz.de/10010515324

Modeling longevity risk transfers as Nash bargaining problems : methodology and insights

Zhou, Rui; Li, Johnny Siu-Hang; Ken Seng Tan - In: Economic modelling 51 (2015), pp. 460-472

Persistent link: https://www.econbiz.de/10011476126

Economic pricing of mortality-linked securities : a tâtonnement approach

Zhou, Rui; Li, Johnny Siu-Hang; Ken Seng Tan - In: The journal of risk and insurance : the journal of the … 82 (2015) 1, pp. 65-95

Persistent link: https://www.econbiz.de/10011392967

Longevity risk and capital markets : the 2013-14 update

Ken Seng Tan; Blake, David; MacMinn, Richard D. - In: Insurance / Mathematics & economics 63 (2015), pp. 1-11

Persistent link: https://www.econbiz.de/10011349891

Modeling period effects in multi-population mortality models : applications to Solvency II

Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang - In: North American actuarial journal 18 (2014) 1, pp. 150-167

Persistent link: https://www.econbiz.de/10011339014

Downside risk management of a defined benefit plan considering longevity basis risk

Lin, Yijia; Ken Seng Tan; Tian, Ruilin; Yu, Jifeng - In: North American actuarial journal 18 (2014) 1, pp. 68-86

Persistent link: https://www.econbiz.de/10011339021

Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach

Zhu, Wenjun; Ken Seng Tan; 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

Longevity Risk and Capital Markets : The 2013-14 Update

Ken Seng Tan - 2015

Longevity risk and related capital market solutions have grown increasingly important in recent years, both in academic research and in the markets we refer to as the new Life Market, i.e., the capital market that trades longevity-linked assets and liabilities. Mortality improvements around the...

Persistent link: https://www.econbiz.de/10013024681