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Enhancing Insurer value using Reinsurance and Value-at-Risk Criterion
Value-at-Risk Criterion This is the abstract of a paper that complements the existing research on optimal ... another model for the determination of the optimal reinsurance design. Value at risk=VAR; 14431 1/1/2008 ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods; Reinsurance
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Optimality of General Reinsurance Contracts under CTE Risk Measure
Optimality of General Reinsurance Contracts under CTE Risk Measure This abstract is for a paper that ... addresses the problem of optimal reinsurance design using the criterion of minimizing the Conditional ...- Authors: Ken Seng Tan, Yi Zhang, Chengguo Weng
- Date: Nov 2008
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An Empirical-Based Approach for Optimal Reinsurance
effective risk management technique for an insurer. An appropriate use of reinsurance reduces the adverse ... adverse risk exposure of an insurer and improves the overall viability of the underlying business. The use ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Aug 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Modeling & Statistical Methods; Reinsurance
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An Empirical-Based Approach to Optimal Reinsurance
An Empirical-Based Approach to Optimal Reinsurance This is the abstract for the presentation ... to Optimal Reinsurance This is the abstract for the presentation on an empirical-based approach to optimal ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jul 2010