Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Chong It Tan"'
Publikováno v:
Demographic Research; Jan-Jun2024, Vol. 50, p797-826, 30p
Publikováno v:
8th International Conference on Higher Education Advances (HEAd'22).
Recorded lectures are a useful tool for pedagogical practice in tertiary education. This study provides a large quantitative analysis to examine the impact of using supplementary lecture recordings and empirically corroborates results from other fiel
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0bad7d5942a6a0628f18b8a98dd00f1f
https://doi.org/10.4995/head22.2022.14543
https://doi.org/10.4995/head22.2022.14543
Publikováno v:
European Actuarial Journal. 9:445-461
In an index-based longevity hedge, the so-called longevity basis risk arises from the potential mismatch between the hedging instrument and the annuity portfolio being hedged, due to the differences in the underlying populations and payoff structures
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e89c0fefa6cf34a12e816804366943f2
https://doi.org/10.1007/s13385-019-00199-w
https://doi.org/10.1007/s13385-019-00199-w
Publikováno v:
Annals of Actuarial Science. 13:166-197
In this paper, we carry out an investigation on modelling basis risk and measuring risk reduction in a longevity hedge constructed by index-based longevity swaps. We derive the fitting procedures of the M7-M5 and common age effect+Cohorts models and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::83c2fd5f8671db9a89dd58203492d022
https://doi.org/10.1017/s1748499518000179
https://doi.org/10.1017/s1748499518000179
Publikováno v:
Asia-Pacific Journal of Risk & Insurance. Jul2017, Vol. 11 Issue 2, p1-19. 19p. 12 Charts, 1 Graph.
Publikováno v:
Risk Management and Insurance Review. 20:99-131
This article reports on the challenges faced when enterprise risk management courses (commonly studied by practitioners after several years of actuarial practice) were introduced into a postgraduate coursework degree, and taught concurrently with Act
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3fd04baf597bd6fe654bd9bba6b3819f
https://doi.org/10.1111/rmir.12071
https://doi.org/10.1111/rmir.12071
Autor:
Chong It Tan
This thesis explores several modeling issues in longevity and bonus-malus system. On one hand, research in the areas of longevity and mortality are closely related. Mortality is one of the oldest research topics in actuarial science, dates back to ye
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::22651eba04e553d642edfb16c72e6eb7
https://doi.org/10.32657/10356/63168
https://doi.org/10.32657/10356/63168
Autor:
Chong It Tan
Publikováno v:
Insurance: Mathematics and Economics. 68:134-140
In this paper, we extend the proposed idea of level-varying transition rules in bonus–malus systems onto risk-varying rules and combine both these ideas to formulate the generalization of varying transition rules. Moreover, we generalize the analyt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0585297585d29b82d58f0b53764e4633
https://doi.org/10.1016/j.insmatheco.2016.03.007
https://doi.org/10.1016/j.insmatheco.2016.03.007
Autor:
Jackie Li, Chong It Tan
Publikováno v:
British Actuarial Journal. 23
This abstract relates to the following paper: LiJ., LiJ. S. H., TanC. I. and TickleL. (2018) Assessing basis risk in index-based longevity swap transactions. Annals of Actuarial Science. Cambridge University Press, doi: 10.1017/S1748499518000179.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::361393764cb087bf1237d50b8b383c6f
https://doi.org/10.1017/s1357321718000235
https://doi.org/10.1017/s1357321718000235
Autor:
Chong It Tan
Publikováno v:
Annals of Actuarial Science. 10:52-64
In this paper, we revisit the determination of optimal relativities under the linear form of relativities that is more viable in designing a commercial bonus-malus system. We derive the analytical formulae for the optimal linear relativities subject
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e72f1417feb27e65ee6b1a6e0294fd9d
https://doi.org/10.1017/s1748499515000111
https://doi.org/10.1017/s1748499515000111