Ken Seng Tan

Optimal reinsurance under VaR and CTE risk measures

Jun Cai, Ken Seng Tan, Chengguo Weng et al. · Insurance Mathematics and Economics · 2008 · 266 citations

Financial Risk Management, Risk Management, Management +5

Quasi-Monte Carlo Methods in Numerical Finance

Corwin Joy, Phelim P. Boyle, Ken Seng Tan · Management Science · 1996 · 242 citations

Numerical Analysis, Numerical Valuation, Engineering +16

Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures

Jun Cai, Ken Seng Tan · Astin Bulletin · 2007 · 212 citations · Full text

Optimal Retention, Engineering, Financial Risk Management +17

Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures

Jun Cai, Ken Seng Tan · Astin Bulletin · 2007 · 171 citations

Optimal Retention, Engineering, Financial Risk Management +17

Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach

Johnny Siu‐Hang Li, Mary R. Hardy, Ken Seng Tan · Astin Bulletin · 2009 · 156 citations

Forecasting Methodology, Engineering, Mortality Rates +20