• 3 h-Index
20142019
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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.

  • 2 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

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., 1 Dec 2019, In : European Actuarial Journal. 9, 2, p. 445-461 17 p.

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