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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 ... Expectation (CTE) risk measure of the insurer's total risk. Conditional Tail Expectation;Premium;Principle; ...

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    • Authors: Ken Seng Tan, Yi Zhang, Chengguo Weng
    • Date: Nov 2008
  • An Empirical-Based Approach to Optimal Reinsurance
    An Empirical-Based Approach to Optimal Reinsurance This is the abstract for the presentation on an ... Chengguo Weng, University of Waterloo, CO-AUTHOR(S): Ken Seng Tan, University of Waterloo ABSTRACT: ...

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    • Authors: Ken Seng Tan, Chengguo Weng
    • Date: Jul 2010