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~subject:"Risikomanagement"
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Risikomanagement
Theorie
100
Theory
100
Portfolio selection
43
Portfolio-Management
43
Risk management
28
Reinsurance
23
Risikomodell
22
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22
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21
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21
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15
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14
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Option trading
8
Optionsgeschäft
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28
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Tan, Ken Seng
20
Boyle, Phelim P.
5
Zhu, Wenjun
5
Porth, Lysa
4
Tian, Weidong
3
Weng, Chengguo
3
Zhang, Jinggong
3
Chi, Yichun
2
Fan, Qi
2
Lin, Yijia
2
Mei, Yuchen
2
Tian, Ruilin
2
Wang, Chou-Wen
2
Wang, Chou‐Wen
2
Yang, Fan
2
Yu, Jifeng
2
Zhuang, Sheng Chao
2
Bernard, Carole
1
Boonen, Tim J.
1
Chen Zhou
1
Cong, Jianfa
1
Cui, Hengxin
1
Hardy, Mary
1
Huang, Yuxia
1
Ji, Liuyan
1
Kim, Joseph H. T.
1
Kim, Joseph H.T.
1
Li, Johnny Siu-Hang
1
Li, Johnny Siu-hang
1
Li, Johnny Siu‐Hang
1
Samaratunga, Ryan
1
Vorst, Ton
1
Wang, Chengguo
1
Wei, Pengyu
1
Wei, Wei
1
Zhang, Yi
1
Zhou, Rui
1
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Insurance / Mathematics & economics
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
European journal of operational research : EJOR
2
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
Astin bulletin : the journal of the International Actuarial Association
1
Journal of risk
1
Nanyang Business School Research Paper
1
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1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Scandinavian actuarial journal
1
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1
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1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Economic pricing of mortality-linked securities in the presence of population basis risk
Zhou, Rui
;
Li, Johnny Siu-hang
;
Tan, Ken Seng
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 544-566
Persistent link: https://www.econbiz.de/10009503510
Saved in:
2
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:
3
Downside risk management of a defined benefit plan considering longevity basis risk
Lin, Yijia
;
Tan, Ken Seng
;
Tian, Ruilin
;
Yu, Jifeng
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 68-86
Persistent link: https://www.econbiz.de/10011339021
Saved in:
4
Optimal dynamic longevity hedge with basis risk
Tan, Ken Seng
;
Weng, Chengguo
;
Zhang, Jinggong
- In:
European journal of operational research : EJOR
297
(
2022
)
1
,
pp. 325-337
Persistent link: https://www.econbiz.de/10013259312
Saved in:
5
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
Saved in:
6
Conditional value-at-risk-based optimal partial hedging
Cong, Jianfa
;
Tan, Ken Seng
;
Wang, Chengguo
- In:
Journal of risk
16
(
2013/2014
)
3
,
pp. 49-83
Persistent link: https://www.econbiz.de/10013262926
Saved in:
7
Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Zhu, Wenjun
;
Tan, Ken Seng
;
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
Tan, Ken Seng
;
Wei, Pengyu
;
Wei, Wei
;
Zhuang, Sheng Chao
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 345-362
Persistent link: https://www.econbiz.de/10012157700
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