• 4 h-Index
20142019

Research output per year

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Research Outputs

  • 4 h-Index
  • 10 Article
  • 1 Meeting abstract
15 Downloads (Pure)

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 journalArticle

5 Citations (Scopus)

Can Universities hit the mark with specialist actuarial education? An initial ERM Case Study

Bruhn, A., Whiting, B., Browne, B., Higgins, T. & Tan, C. I., 2017, Actuarial Research Clearing House, 2017, 2, p. 1-15 15 p.

Research output: Contribution to Newspaper/Magazine/WebsiteArticle

Introducing enterprise risk management into the university classroom: a case study

Bruhn, A., Whiting, B., Browne, B., Higgins, T. & Tan, C. I., 1 Mar 2017, In : Risk Management and Insurance Review. 20, 1, p. 99-131 33 p.

Research output: Contribution to journalArticle

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 journalArticle

1 Citation (Scopus)

Optimal design of a bonus-malus system: linear relativities revisited

Tan, C. I., Mar 2016, In : Annals of Actuarial Science. 10, 1, p. 52-64 13 p.

Research output: Contribution to journalArticle

Optimal relativities and transition rules of a bonus-malus system

Tan, C. I., Li, J., Li, J. S. H. & Balasooriya, U., 1 Mar 2015, In : Insurance: Mathematics and Economics. 61, p. 255-263 9 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

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 journalArticle

7 Citations (Scopus)

Stochastic modelling of the hybrid survival curve

Tan, C. I., Li, J., Li, J. S. H. & Balasooriya, U., Dec 2016, In : Journal of Population Research. 33, 4, p. 307-331 25 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)