• 4 h-Index

Research output per year

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Fingerprint Dive into the research topics where Chong It Tan is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Outputs

  • 4 h-Index
  • 10 Article
  • 1 Meeting abstract

Parametric mortality indexes: From index construction to hedging strategies

Tan, C. I., Li, J., Li, J. S. H. & Balasooriya, U., 2014, In : Insurance: Mathematics and Economics. 59, p. 285-299 15 p.

Research output: Contribution to journalArticle

  • 7 Citations (Scopus)

    Assessing basis risk in index-based longevity swap transactions

    Li, J., Li, J. S-H., Tan, C. I. & Tickle, L., Mar 2019, In : Annals of Actuarial Science. 13, 1, p. 166-197 32 p.

    Research output: Contribution to journalArticle

  • 5 Citations (Scopus)

    On the optimal hedge ratio in index-based longevity risk hedging

    Li, J., Tan, C. I., Tang, S. & Liu, J., 1 Dec 2019, In : European Actuarial Journal. 9, 2, p. 445-461 17 p.

    Research output: Contribution to journalArticle

  • 1 Citation (Scopus)
    15 Downloads (Pure)