Ken Seng Tan
Ken Seng Tan
Sun Life Fellow in International Actuarial Science, University of Waterloo
Verified email at uwaterloo.ca - Homepage
Title
Cited by
Cited by
Year
Quasi-Monte Carlo methods in numerical finance
C Joy, PP Boyle, KS Tan
Management Science 42 (6), 926-938, 1996
3781996
Financial Economics: With Applications to Investments, Insurance, and Pensions
HH Panjer, D Dufresne, HU Gerber, HH Mueller, HW Pedersen, SR Pliska, ...
Actuarial Foundation, 1998
3011998
Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures
J Cai, KS Tan
ASTIN Bulletin: The Journal of the IAA 37 (1), 93-112, 2007
2482007
Optimal reinsurance under VaR and CTE risk measures
J Cai, KS Tan, C Weng, Y Zhang
Insurance: mathematics and Economics 43 (1), 185-196, 2008
2452008
Optimal reinsurance under VaR and CVaR risk measures: a simplified approach
Y Chi, KS Tan
Astin Bulletin 41 (2), 487-509, 2010
1312010
Uncertainty in mortality forecasting: an extension to the classical Lee-Carter approach
JSH Li, MR Hardy, KS Tan
Astin Bulletin 39 (1), 137-164, 2009
1222009
Valuation of equity-indexed annuities under stochastic interest rates
X Sheldon Lin, KS Tan
North American Actuarial Journal 7 (4), 72-91, 2003
1072003
A general dimension reduction technique for derivative pricing
J Imai, KS Tan
Journal of Computational Finance 10 (2), 129, 2006
962006
Optimal reinsurance with general premium principles
Y Chi, KS Tan
Insurance: Mathematics and Economics 52 (2), 180-189, 2013
892013
On Pricing and Hedging the No‐Negative‐Equity Guarantee in Equity Release Mechanisms
J Siu‐Hang Li, MR Hardy, KS Tan
Journal of Risk and Insurance 77 (2), 499-522, 2010
852010
Optimality of general reinsurance contracts under CTE risk measure
KS Tan, C Weng, Y Zhang
Insurance: Mathematics and Economics 49 (2), 175-187, 2011
782011
Pricing annuity guarantees under a regime-switching model
XS Lin, KS Tan, H Yang
North American Actuarial Journal 13 (3), 316-332, 2009
672009
Applications of randomized low discrepancy sequences to the valuation of complex securities
KS Tan, PP Boyle
Journal of Economic Dynamics and Control 24 (11-12), 1747-1782, 2000
662000
Marginal indemnification function formulation for optimal reinsurance
SC Zhuang, C Weng, KS Tan, H Assa
Insurance: Mathematics and Economics 67, 65-76, 2016
602016
Pricing Standardized Mortality Securitizations: A Two‐Population Model With Transitory Jump Effects
R Zhou, JSH Li, KS Tan
Journal of Risk and Insurance 80 (3), 733-774, 2013
562013
VaR and CTE criteria for optimal quota-share and stop-loss reinsurance
KS Tan, C Weng, Y Zhang
North American Actuarial Journal 13 (4), 459-482, 2009
562009
Modeling period effects in multi-population mortality models: Applications to Solvency II
R Zhou, Y Wang, K Kaufhold, JSH Li, KS Tan
North American Actuarial Journal 18 (1), 150-167, 2014
532014
Valuation of the reset options embedded in some equity-linked insurance products
PP Boyle, AW Kolkiewicz, KS Tan
North American Actuarial Journal 5 (3), 1-18, 2001
372001
An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic LÚvy process
J Imai, KS Tan
SIAM Journal on Scientific Computing 31 (3), 2282-2302, 2009
362009
An improved simulation method for pricing high-dimensional American derivatives
PP Boyle, AW Kolkiewicz, KS Tan
Mathematics and Computers in Simulation 62 (3-6), 315-322, 2003
362003
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