Ken Seng Tan
Author
Alternate names Ken S. Tan, K.M. Tan, K. Tan, K. S. Tan, Ken Seng Tan
Institution Nanyang Technological University
Past institutions University of Waterloo, Nanyang Technological University, Columbia University, Central University of Finance and Economics, IPB University +5 more
ORCID: Yes
H-index: 28
I10-index: 77
Works count: 193
Citations count: 3,675
Optimal reinsurance under VaR and CTE risk measures
2008 · Jun Cai, Ken Seng Tan, et al. · Insurance Mathematics and Economics
Quasi-Monte Carlo Methods in Numerical Finance
1996 · Corwin Joy, Phelim P. Boyle, et al. · Management Science
Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
2007 · Jun Cai, Ken Seng Tan · Astin Bulletin