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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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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 ... reinsurance by proposing another model for the determination of the optimal reinsurance design. Value at ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jan 2008
- Competency: Technical Skills & Analytical Problem Solving
- 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 ... Approach to Optimal Reinsurance This is the abstract for the presentation on an empirical-based approach ...- Authors: Ken Seng Tan, Chengguo Weng
- Date: Jul 2010