Projects per year
Personal profile
Biography
Chong It Tan joined Macquarie University as a Senior Lecturer in January 2017. He obtained his PhD in 2015 from Nanyang Technological University (NTU). His major research interests are mortality modelling, longevity risk management and bonus-malus systems. He is a Fellow of the Society of Actuaries (FSA). Prior to joining Macquarie University, Chong It was a lecturer at the Australian National University (ANU). He won two faculty level teaching excellence awards at ANU and NTU as an early career academic and a graduate student, respectively.
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.
- 3 Similar Profiles
Hedging
Mathematics
Mortality
Mathematics
Swap
Mathematics
Relativity
Mathematics
Transactions
Mathematics
Scenarios
Mathematics
Bonus-malus systems
Business & Economics
Time-varying Parameters
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2016 2017
- 1 Finished
Project to develop a method of assessing basis risk for longevity transactions, Phase 2
Li, K. K. J., Li, S., Tickle, L. & Tan, C. I.
8/07/16 → 30/09/17
Project: Research
Research Outputs 2014 2019
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 journal › Article › Research › peer-review
Hedging
Mortality
Time-varying Parameters
Model
Strategy
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 journal › Article › Research › peer-review
Swap
Hedging
Transactions
Feature Modeling
Structural Change
On the optimal hedge ratio in index-based longevity risk hedging
Li, J., Tan, C. I., Tang, S. & Liu, J., 21 Mar 2019, In : European Actuarial Journal.Research output: Contribution to journal › Article › Research › peer-review
Hedging
Cost-benefit Analysis
Public Sector
Mortality
Timing
Assessing basis risk for longevity transactions – phase 2 presented by Dr Jackie Li and Dr Chong It Tan, IFoA Longevity Basis Risk Working Group: Abstract of the London Discussion
Li, J. & Tan, C. I., 2018, In : British Actuarial Journal. 23, 20 p., e25.Research output: Contribution to journal › Meeting abstract › Research
Open Access
File
Adjusting the premium relativities in a bonus-malus system: an integrated approach using the first claim time and the number of claims
Mahmoudvand, R., Tan, C. I. & Abbasi, N., 1 Jul 2017, In : Asia-Pacific journal of risk and insurance. 11, 2, p. 1-19 19 p.Research output: Contribution to journal › Article › Research › peer-review
Bonus-malus systems
Premium
Integrated approach