Projects per year
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Projects
- 1 Finished
Project to develop a method of assessing basis risk for longevity transactions, Phase 2
Li, J., Li, S., Tickle, L. & Tan, C. I.
8/07/16 → 30/09/17
Project: Research
Research Outputs
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
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 journal › Article
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 journal › Article
1
Citation
(Scopus)
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
Open Access
File
15
Downloads
(Pure)
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
Prizes
ANU CBE Award for Teaching Excellence (Early Career)
Chong It Tan (Recipient), 2016
Prize: Teaching award
Macquarie Business School Early Career Learning and Teaching Award
Chong It Tan (Recipient), 2019
Prize: Teaching award