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Insurance Risk and Finance Research Centre

Homepage: ntu.edu.sg
ROR: 03s56t736
OpenAlex ID: I4405277755
Integrated Framework for Information Security Investment and Cyber Insurance
2017 · Shaun S. Wang · Pacific-Basin Finance Journal · 77
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The CBD Mortality Indexes: Modeling and Applications
2014 · Wai-Sum Chan, Johnny Siu-Hang Li, et al. · North American Actuarial Journal · 53
Enterprise IT service downtime cost and risk transfer in a supply chain
2020 · Shaun S. Wang, Ulrik Franke · Operations Management Research · 32
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Annuity and insurance choice under habit formation
2022 · Phelim Boyle, Ken Seng Tan, et al. · Insurance Mathematics and Economics · 21
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Gompertz law revisited: Forecasting mortality with a multi-factor exponential model
2021 · Hong Li, Ken Seng Tan, et al. · Insurance Mathematics and Economics · 18
Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes
2019 · Johnny Siu-Hang Li, Jackie Li, et al. · North American Actuarial Journal · 11
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Portfolio optimization under multivariate affine generalized hyperbolic distributions
2022 · Chou-Wen Wang, Kai Liu, et al. · International Review of Economics & Finance · 5
Extending Demographic Windows of Opportunity: Evidence from Asia
2016 · Joelle H. Fong · Asia-Pacific Journal of Risk and Insurance · 5
An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model
2016 · Andreas Milidonis · North American Actuarial Journal · 4
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Two-stage nested simulation of tail risk measurement: A likelihood ratio approach
2022 · Ou Dang, Mingbin Feng, et al. · Insurance Mathematics and Economics · 3
Sequential Nested Simulation for Estimating Expected Shortfall
2022 · Ou Dang, Ben Feng · Winter Simulation Conference
Works count: 11
Citation count: 282
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