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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
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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
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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
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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
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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
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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
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Pricing standardized mortality securitizations : a two-population model with transitory jump effects
Zhou, Rui; Li, Johnny Siu-hang; Tan, Ken Seng - In: The journal of risk and insurance : the journal of the … 80 (2013) 3, pp. 733-774
Persistent link: https://www.econbiz.de/10010127205
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Gompertz law revisited : forecasting mortality with a multi-factor exponential model
Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun - In: Insurance / Mathematics & economics 99 (2021), pp. 268-281
Persistent link: https://www.econbiz.de/10012649232
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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
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A portfolio choice problem under risk capacity constraint
Tian, Weidong; Zhu, Zimu - In: Annals of finance 18 (2022) 3, pp. 285-326
Persistent link: https://www.econbiz.de/10013440634