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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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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
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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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Enhancing insurer value using reinsurance and value-at-risk criterion
Tan, Ken Seng; Weng, Chengguo - In: The Geneva risk and insurance review 37 (2012) 1, pp. 109-140
Persistent link: https://www.econbiz.de/10009521021
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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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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
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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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Pricing in reinsurance bargaining with comonotonic additive utility functions
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao - In: Astin bulletin : the journal of the International … 46 (2016) 2, pp. 507-530
Persistent link: https://www.econbiz.de/10011576823
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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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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