Year 2021

  • Chou-Wen Wang, Jinggong Zhang, and Wenjun Zhu (2021). Neighbouring Prediction for Mortality. ASTIN Bulletin, forthcoming.
  • Hong Li, Ken Seng Tan, Shripad Tuljapurkar and Wenjun Zhu (2021). Gompertz Law Revisited: Forecasting Mortality with a Multi-factor Exponential Model. Insurance: Mathematics, and Economics, forthcoming.
  • Hong Li, Lysa Porth, Ken Seng Tan and Wenjun Zhu (2021). Improved Index Insurance Design and Yield Estimation using a Dynamic Factor Forecasting Approach. Insurance: Mathematics, and Economics, 96, 208-221.
  • Tan, K.S. and J. Zhang (2021). Flexible Weather Index Insurance Design with Penalized Splines,  http://ssrn.com/abstract=3824040
  • Chi, Y., and K.S. Tan (2021). Optimal incentive-compatible insurance with background risk, to appear in ASTIN Bulletin doi:10.1017/asb.2021.7
  • Li, H., K.S. Tan, S. Tuljapurkar, and W. Zhu. (2021). Gompertz law revisited: Forecasting mortality in a multi-factor framework, Insurance: Mathematics and Economics 99:268-281. https://doi.org/10.1016/j.insmatheco.2021.03.018
  • Ji, L., K.S. Tan, and F. Yang (2021). Tail dependence and heavy tailedness in extreme risks, Insurance: Mathematics and Economics 99:282-293. https://doi.org/10.1016/j.insmatheco.2021.03.016
  • Li, W., K.S. Tan and P. Wei “Demand for non-life insurance under habit formation”, to appear in Insurance: Mathematics and Economics, https://doi.org/10.1016/j.insmatheco.2020.06.012
  • Asmuni, N.H. and K.S. Tan “Exploring the yield spread between sukuk and conventional bonds in Malaysia,” to appear in Journal of Emerging Market Finance. https://doi.org/10.1177%2F0972652720969519
  • Kusumaningrum, D., R. Anisa, V.A. Sutomo, K.S. Tan “Alternative Area Yield Index Based Crop Insurance Policies in Indonesia”, to appear in Mathematical and Statistical Methods for Actuarial Sciences and Finance -eMAF2020,” editors M. Corazza, G. Manfred, C. Perna, C.Pizzi, and M. Sibillo.
  • Chou-Wen Wang, Jinggong Zhang, and Wenjun Zhu (2021). Neighbouring Prediction for Mortality. ASTIN Bulletin, forthcoming.
  • Hong Li, Lysa Porth, Ken Seng Tan and Wenjun Zhu (2021). Improved Index Insurance Design and Yield Estimation using a Dynamic Factor Forecasting Approach. Insurance: Mathematics, and Economics, 96, 208-221.