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Predictive Analysis: The Effects of Technology and Weather on Crop Yield
Predictive Analysis: The Effects of Technology and Weather on Crop Yield This report proposes a methodology ...- Authors: Lysa Porth, Ken Seng Tan, Wenjun Zhu
- Date: Dec 2019
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty); Predictive Analytics
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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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Managing Climate and Carbon Risk in Investment Portfolios
Managing Climate and Carbon Risk in Investment Portfolios This report focuses on analyzing and managing climate ... climate change and carbon risk in the equity investment portfolios of insurance company and pension fund ...- Authors: Society of Actuaries, Ken Seng Tan, Mingyu Fang, Tony Wirjanto
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge
- Topics: General Insurance (Property & Casualty)
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Chief Risk Officer — The New Domain for Actuaries
Chief Risk Officer — The New Domain for Actuaries Article from Risk Management Newsletter, July 2005 ... for actuaries unfolding in the insurance industry called Enterprise Risk Management. 10757 7/1/2005 ...- Authors: Ken Seng Tan, Dorothy Andrews
- Date: Jul 2005
- Publication Name: Risk Management
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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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The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance
The Optimal Strategy and Capital Threshold of Multi-period Proportional Reinsurance This paper investigates ... investigates the optimal multi-period proportional reinsurance strategy that minimizes the ruin probability ...- Authors: Ken Seng Tan, Zhongfei Li, Jianfa Cong
- Date: Nov 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments
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On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms
On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms This is an abstract ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: Nov 2008
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The SunGard/IAFE Financial Engineer of 2005
The SunGard/IAFE Financial Engineer of 2005 Article from Risk Management Newsletter, July 2006, Issue ... Issue 8 announces the SunGard/IAFE Financial Engineer of the Year for 2005. This award acknowledges Dr ...- Authors: Ken Seng Tan
- Date: Jul 2006
- Publication Name: Risk Management
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Coherent Distortion Risk Measures in Portfolio Selection
Coherent Distortion Risk Measures in Portfolio Selection The theme of this paper relates to solving ... programming. The authors extend the linear optimization framework for Conditional Value-at-Risk-based portfolio ...- Authors: Ken Seng Tan, Mingbin Feng
- Date: Jan 2012
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Modeling & Statistical Methods; Public Policy