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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

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

Economic pricing of mortality-linked securities : a tâtonnement approach

Zhou, Rui; Li, Johnny Siu-Hang; Tan, Ken Seng - 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

Tan, Ken Seng; 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; Tan, Ken Seng - In: Economic modelling 51 (2015), pp. 460-472

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

Diversification in catastrophe insurance markets

Cui, Hengxin; Tan, Ken Seng; Yang, Fan - In: ASTIN bulletin : the journal of the International … 51 (2021) 3, pp. 753-778

Persistent link: https://www.econbiz.de/10012656726

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

Discrete time ruin probability for Takaful (Islamic Insurance) with investment and qard-hasan (benevolent loan) activities

Puspita, Dila; Kolkiewicz, Adam; Tan, Ken Seng - In: Journal of risk and financial management : JRFM 13 (2020) 9/211, pp. 1-24

The main objectives of this paper are to construct a new risk model for modelling the Hybrid-Takaful (Islamic Insurance) and to develop a computational procedure for calculating the associated ruin probability. Ruin probability is an important study in actuarial science to measure the level of...

Persistent link: https://www.econbiz.de/10012384416

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

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