Projects per year
Personal profile
Biography
Chong It is an academic that is constantly trying to figure out what is the right thing to do in research and teaching.
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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Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
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
2
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
9
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