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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

Huang, Shimeng; Zhang, Jinggong; Zhu, Wenjun - 2022

The frequency and intensity of weather-related catastrophes, such as storms and floods, have been increasing due to climate change. This leads to rising storm catastrophe risks to the property-casualty insurance and reinsurance sector. In this paper, we propose an index-based storm catastrophe...

Persistent link: https://www.econbiz.de/10013322647

Reducing risk through pooling and selective reinsurance using simulated annealing : an example from crop insurance

Porth, Lysa; Boyd, Milton; Pai, Jeffrey - In: The Geneva risk and insurance review 41 (2016) 2, pp. 163-191

Persistent link: https://www.econbiz.de/10011665503

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

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

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

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

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

Optimal reinsurance with general premium principles

Chi, Yichun; Tan, Ken Seng - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 180-189

Persistent link: https://www.econbiz.de/10009736117