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1

Optimal reinsurance under VaR and CTE risk measures

Jun Cai, Ken Seng Tan, Chengguo Weng, Yi Zhang

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 467 KB

english, 2008

2

Optimal reinsurance analysis from a crop insurer's perspective

Porth, Lysa, Seng Tan, Ken, Weng, Chengguo

Journal:

Agricultural Finance Review

Year:

2013

Language:

english

File:

PDF, 308 KB

english, 2013

3

VAR-BASED OPTIMAL PARTIAL HEDGING

Cong, Jianfa, Tan, Ken Seng, Weng, Chengguo

Journal:

Year:

2013

Language:

english

File:

PDF, 1.03 MB

english, 2013

4

Optimal hedging with basis risk under mean–variance criterion

Zhang, Jingong, Tan, Ken Seng, Weng, Chengguo

Journal:

Insurance: Mathematics and Economics

Year:

2017

Language:

english

File:

PDF, 576 KB

english, 2017

5

Enhancing Insurer Value Using Reinsurance and Value-at-Risk Criterion

Ken Seng Tan,Chengguo Weng

Journal:

The GENEVA Risk and Insurance Review

Year:

2012

Language:

english

File:

PDF, 306 KB

english, 2012

6

Advances in Predictive Analytics

Tan, Ken Seng, Weng, Chengguo, Wirjanto, Tony

Journal:

North American Actuarial Journal

Year:

2020

File:

PDF, 351 KB

2020

7

Optimality of general reinsurance contracts under CTE risk measure

Ken Seng Tan, Chengguo Weng, Yi Zhang

Journal:

Insurance: Mathematics and Economics

Year:

2011

Language:

english

File:

PDF, 401 KB

english, 2011

8

Ruin probabilities in a discrete time risk model with dependent risks of heavy tail

Weng, Chengguo, Zhang, Yi, Tan, Ken Seng

Journal:

Scandinavian Actuarial Journal

Year:

2009

Language:

english

File:

PDF, 165 KB

english, 2009

9

VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance

Tan, Ken Seng, Weng, Chengguo, Zhang, Yi

Journal:

North American Actuarial Journal

Year:

2009

Language:

english

File:

PDF, 360 KB

english, 2009

10

Tail Behavior of Poisson Shot Noise Processes under Heavy-tailed Shocks and Actuarial Applications

Weng, Chengguo, Zhang, Yi, Tan, Ken Seng

Journal:

Methodology and Computing in Applied Probability

Year:

2013

Language:

english

File:

PDF, 514 KB

english, 2013

11

Empirical Approach for Optimal Reinsurance Design

Tan, Ken Seng, Weng, Chengguo

Journal:

North American Actuarial Journal

Year:

2014

Language:

english

File:

PDF, 1.25 MB

english, 2014

12

Response to Hans U. Gerber on His Comments on Our Paper Entitled ”Empirical Approach for Optimal Reinsurance Design”

Tan, Ken Seng, Weng, Chengguo

Journal:

North American Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 235 KB

english, 2015

13

Marginal Indemnification Function formulation for optimal reinsurance

Zhuang, Sheng Chao, Weng, Chengguo, Tan, Ken Seng, Assa, Hirbod

Journal:

Insurance: Mathematics and Economics

Year:

2016

Language:

english

File:

PDF, 506 KB

english, 2016

14

Vine copula models with GLM and sparsity

Han, Dezhao, Tan, Ken Seng, Weng, Chengguo

Journal:

Communication in Statistics- Theory and Methods

Year:

2017

Language:

english

File:

PDF, 869 KB

english, 2017

15

Modelling the Sustainability of the Canadian Crop Insurance Program: A Reserve Fund Process Under a Public–Private Partnership Model

Weng, Chengguo, Porth, Lysa, Tan, Ken Seng, Samaratunga, Ryan

Journal:

Geneva Papers on Risk and Insurance - Issues and Practice

Year:

2017

Language:

english

File:

PDF, 803 KB

english, 2017

16

Optimal Hedging with Basis Risk under Mean-Variance Criterion

Zhang, Jingong, Tan, Ken Seng, Weng, Chengguo

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 324 KB

english, 2017

17

INDEX INSURANCE DESIGN

Zhang, Jinggong, Tan, Ken Seng, Weng, Chengguo

Journal:

Year:

2019

Language:

english

File:

PDF, 760 KB

english, 2019