• 3 h-Index
20142019
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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. 

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  • 3 Similar Profiles
Hedging Mathematics
Mortality Mathematics
Swap Mathematics
Relativity Mathematics
Transactions Mathematics
Scenarios Mathematics
Bonus-malus systems Business & Economics
Time-varying Parameters Mathematics

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Projects 2016 2017

Research Outputs 2014 2019

  • 3 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 journalArticleResearchpeer-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 journalArticleResearchpeer-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 journalArticleResearchpeer-review

Hedging
Cost-benefit Analysis
Public Sector
Mortality
Timing

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 journalArticleResearchpeer-review

Bonus-malus systems
Premium
Integrated approach