Chong It Tan

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
On the optimal hedge ratio in index-based longevity risk hedging
European Actuarial Journal
2020-03-06Paper
Varying transition rules in bonus-malus systems: from rules specification to determination of optimal relativities
Insurance Mathematics & Economics
2016-10-06Paper
Optimal relativities and transition rules of a bonus-malus system
Insurance Mathematics & Economics
2015-05-26Paper
Parametric mortality indexes: from index construction to hedging strategies
Insurance Mathematics & Economics
2015-02-03Paper


Research outcomes over time


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