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  • An Actuarial Framework for Modeling Loss Cost Ratio’s in Crop Insurance: Trend Testing, Data Detrending, and Pricing, Using an Erlang Mixture Distribution
    An ... Actuarial Framework for Modeling Loss Cost Ratio’s in Crop Insurance: Trend Testing, Data Detrending ...

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    • Authors: Ken Seng Tan, Lysa Porth, Wenjun Zhu
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
  • 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
  • Modeling Trades in the Life Market as Nash Bargaining Problems
    Modeling Trades in the Life Market as Nash Bargaining Problems This abstract describes ... Zhou et al. (2010) proposed an approach to price mortality-linked securities in a competitive market. However ...

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    • Authors: Rui Zhou, Ken Seng Tan
    • Date: Dec 2012
    • Competency: External Forces & Industry Knowledge
    • Topics: Life Insurance
  • Optimal Reinsurance Retentions Under Joint Survivorship of Both Insurer and Reinsurer
    Optimal Reinsurance Retentions Under Joint Survivorship of Both Insurer and Reinsurer This is ... University of Finance and Economics, China, CO-AUTHOR(S): Ken Seng Tan, University of Waterloo ABSTRACT: ...

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    • Authors: Ken Seng Tan, Kai Li
    • Date: Jul 2010
  • 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 ... the NNEG requires a model for stochastic future mortality and a time-series process that can reasonably ...

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    • Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
    • 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