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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

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

Demand for non-life insurance under habit formation

Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 38-54

Persistent link: https://www.econbiz.de/10012793908

Optimal reinsurance with multiple reinsurers : competitive pricing and coalition stability

Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 302-319

Persistent link: https://www.econbiz.de/10012793929

Optimal reinsurance analysis from a crop insurer's perspective

Porth, Lysa; Tan, Ken Seng; Weng, Chengguo - In: Agricultural finance review 73 (2013) 2, pp. 310-328

Persistent link: https://www.econbiz.de/10010187473

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

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

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

Sustainable portfolio management under climate change

Fang, Mingyu; Tan, Ken Seng; Wirjanto, Tony S. - In: Journal of sustainable finance & investment 9 (2019) 1, pp. 45-67

Persistent link: https://www.econbiz.de/10012174982

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