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Options: a Monte Carlo approach
Boyle, Phelim P. - In: Options : classic approaches to pricing and modelling, (pp. 233-248). 1999
Persistent link: https://www.econbiz.de/10001772457
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Prices instead of yields to model the term structure
Boyle, Phelim P. - In: Finance : revue de l'Association Française de Finance 6 (1985) 2, pp. 217-229
Persistent link: https://www.econbiz.de/10009918699
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Unit-linked life insurance contracts with lapse rates dependent on economic factors
Kolkiewicz, Adam W.; Tan, Ken Seng - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 1, pp. 49-78
Persistent link: https://www.econbiz.de/10003732700
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Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection
Li, Zhongfei; Ng, Kai-Wang; Tan, Ken Seng; Yang, Hailiang - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 951-966
Persistent link: https://www.econbiz.de/10003380306
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On pricing and hedging the no-negative-equity guarantee in equity release mechanisms
Li, Johnny Siu-hang; Hardy, Mary Rosalyn; Tan, Ken Seng - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 499-522
Persistent link: https://www.econbiz.de/10003981550
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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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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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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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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