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61
Real-time valuation of large variable annuity portfolios : a green mesh approach
Liu, Kai
;
Tan, Ken Seng
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 313-333
Persistent link: https://www.econbiz.de/10012623430
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62
Hans U. Gerber and Elias S. W. Shiu's discussion on "agricultural insurance ratemaking: development of a new premium principle," by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume...
Gerber, Hans U.
;
Shiu, Elias S. W.
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 459-465
Persistent link: https://www.econbiz.de/10012623441
Saved in:
63
Reply to Hans U. Gerber and Elias S. W. Shiu on their discussion on our paper entitled "agricultural insurance ratemaking: development of a new premium principle"
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 466-467
Persistent link: https://www.econbiz.de/10012623444
Saved in:
64
Abylay Zhexembay's discussion on "agricultural insurance ratemaking: development of a new premium principle," by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4)
Zhexembay, Abylay
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 468-471
Persistent link: https://www.econbiz.de/10012623445
Saved in:
65
Reply to Abylay Zhexembay on the discussion on our paper entitled "agricultural insurance ratemaking: development of a new premium principle"
Zhu, Wenjun
;
Tan, Ken Seng
;
Porth, Lysa
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
3
,
pp. 472
Persistent link: https://www.econbiz.de/10012623446
Saved in:
66
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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67
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
Saved in:
68
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
Saved in:
69
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
Saved in:
70
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
Saved in:
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