Wang, C.-W., Zhang, J., and Zhu, W. (2021). Neighbouring Prediction for Mortality. Review and Resubmit, ASTIN Bulletin, the Journal of the IAA, 51(3), 689-718. https://doi.org/10.1017/asb.2021.13
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. https://doi.org/10.1016/j.insmatheco.2020.11.003
Chi, Y.C. and K.S. Tan (2021). Optimal incentive-compatible insurance with background risk, ASTIN Bulletin 51(2):661-688. DOI: https://doi.org/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
Li, W., K.S. Tan and P. Wei (2021). Demand for non-life insurance under habit formation, Insurance: Mathematics and Economics 101(Part A):38-54. https://doi.org/10.1016/j.insmatheco.2020.06.012
Asmuni, N.H. and K.S. Tan (2021). Exploring the yield spread between sukuk and conventional bonds in Malaysia, Journal of Emerging Market Finance 20(2):165-191. 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.
Chen, Z., Goyal V.K., Lou, P., Zhu, W. (2021). Debt Market Responses to Longevity Shocks. (Working paper) https://ssrn.com/abstract=3896198
Nie, C., Tan, K.S., and Li, J. (2021). Optimal anti-fraud, nitpicking, pricing in a competitive stochastic insurance market and smart contract disruptions. Insurance: Mathematics and Economics (Pending acceptance)
Tan, K.S., W. Wei and X.Y. Zhou (2021). Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency, SIAM Journal on Control and Optimization59(6):4136–4154.
Boonen, T., K.S. Tan and S. Zhuang (2021). Optimal reinsurance with multiple reinsurers: Competitive pricing and coalition stability, Insurance: Mathematics and Economics101(Part B):302-319. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3143224
Wei, Pengyu and Sherris, Michael (2021). A multi-state model of functional disability and health status in the presence of systematic trend and uncertainty, North American Actuarial Journal. 2021; 25: 17-39. https://www.tandfonline.com/doi/full/10.1080/10920277.2019.1708755