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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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Flexible weather index insurance design with penalized splines
Tan, Ken Seng; Zhang, Jinggong - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014513805
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Empirical tail risk management with model-based annealing random search
Fan, Qi; Tan, Ken Seng; Zhang, Jinggong - In: Insurance / Mathematics & economics 110 (2023), pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
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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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Empirical approach for optimal reinsurance design
Tan, Ken Seng; Weng, Chengguo - In: North American actuarial journal 18 (2014) 2, pp. 315-342
Persistent link: https://www.econbiz.de/10011339000
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Marginal Indemnification Function formulation for optimal reinsurance
Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; … - In: Insurance / Mathematics & economics 67 (2016), pp. 65-76
Persistent link: https://www.econbiz.de/10011457155
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Discussion on "empirical approach for optimal reinsurance design", by Ken Seng Tan and Chengguo Weng, volume 18(2)
Gerber, Hans U. - In: North American actuarial journal 19 (2015) 3, pp. 237
Persistent link: https://www.econbiz.de/10011457278
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Response to Hans U. Gerber on his comments on our paper entitled "empirical approach for optimal reinsurance design"
Tan, Ken Seng; Weng, Chengguo - In: North American actuarial journal 19 (2015) 3, pp. 238-239
Persistent link: https://www.econbiz.de/10011457284
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Enhancing insurer value using reinsurance and value-at-risk criterion
Tan, Ken Seng; Weng, Chengguo - In: The Geneva risk and insurance review 37 (2012) 1, pp. 109-140
Persistent link: https://www.econbiz.de/10009521021
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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