Projects per year
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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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Projects
- 1 Finished
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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
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Parametric mortality indexes: From index construction to hedging strategies
Tan, C. I., Li, J., Li, J. S. H. & Balasooriya, U., Nov 2014, In: Insurance: Mathematics and Economics. 59, p. 285-299 15 p.Research output: Contribution to journal › Article › peer-review
14 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 › peer-review
8 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 › peer-review
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 AccessFile21 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 › peer-review
Prizes
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ANU CBE Award for Teaching Excellence (Early Career)
Tan, Chong It (Recipient), 2016
Prize: Teaching award
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Highly Commended Finalist for Vice-Chancellor’s Learning and Teaching Early Career Award
Tan, Chong It (Recipient), 2019
Prize: Other distinction
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Macquarie Business School Early Career Learning and Teaching Award
Tan, Chong It (Recipient), 2019
Prize: Teaching award
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SCOR Actuarial Award in Asia
Tan, Chong It (Recipient), Jackie Li (Recipient), Johnny Siu Hang Li (Recipient) & Uditha Balasooriya (Recipient), 2014
Prize