Ken Seng Tan

Ken Seng Tan

Nanyang Technological University - Jurong West / Singapore
Agriculture & Forestry / Agriculture
AD Scientific Index ID: 335816
南洋理工大学
person_outline Ken Seng Tan's MOST POPULAR ARTICLES
1-) Quasi-Monte Carlo methods in numerical financeC Joy, PP Boyle, KS TanManagement science 42 (6), 926-938, 19964321996
2-) Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measuresJ Cai, KS TanASTIN Bulletin: The Journal of the IAA 37 (1), 93-112, 20073422007
3-) Financial economics: With applications to investments, insurance, and pensionsHH Panjer, D Dufresne, HU Gerber, HH Mueller, HW Pedersen, SR Pliska, ...Actuarial Foundation, 19983371998
4-) Optimal reinsurance under VaR and CTE risk measuresJ Cai, KS Tan, C Weng, Y ZhangInsurance: mathematics and Economics 43 (1), 185-196, 20083342008
5-) Optimal reinsurance under VaR and CVaR risk measures: a simplified approachY Chi, KS TanASTIN Bulletin: The Journal of the IAA 41 (2), 487-509, 20111902011