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K

Ken Seng Tan

University of Waterloo

27H指数
190论文数
3.6K被引数
收录论文 9
发表时间
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Valuation of carbon emission allowance options under an open trading phase
errENERGY ECONOMICS
IF14.2
err2024-03-01
err1
PREAI
errFang, Mingyu; Tan, Ken Seng; Wirjanto, Tony S.
err分享
err收藏
Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation具有阿基米德copulas的投资组合信用风险: 渐近分析和有效模拟
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2022-04-29
err3
PREAI
errCui, Hengxin; Tan, Ken Seng; Yang, Fan
err分享
err收藏
Optimal dynamic longevity hedge with basis risk
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2022-02-01
err4
PREAI
errTan, Ken Seng; Weng, Chengguo; Zhang, Jinggong
err分享
err收藏
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2020-04-01
err39
PREAI
errTan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao
err分享
err收藏
Structure and estimation of Levy subordinated hierarchical Archimedean copulas (LSHAC): Theory and empirical tests
errJOURNAL OF BANKING & FINANCE
IF3.8
err2016-08-01
err10
PREAI
errZhu, Wenjun; Wang, Chou-Wen; Tan, Ken Seng
err分享
err收藏
Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights将长寿风险转移建模为纳什讨价还价问题: 方法和见解
errECONOMIC MODELLING
IF4.7
err2015-12-01
err9
PREAI
errZhou, Rui; Li, Johnny Siu-Hang; Tan, Ken Seng
err分享
err收藏
Optimal VaR-based risk management with reinsurance
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2014-04-22
err15
PREAI
errCong, Jianfa; Tan, Ken Seng
err分享
err收藏
PRICING DERIVATIVE SECURITIES USING INTEGRATED QUASI-MONTE CARLO METHODS WITH DIMENSION REDUCTION AND DISCONTINUITY REALIGNMENT
errSIAM JOURNAL ON SCIENTIFIC COMPUTING
IF2.6
err2014-01-01
err13
PREAI
errImai, Junichi; Tan, Ken Seng
err分享
err收藏
AN ACCELERATING QUASI-MONTE CARLO METHOD FOR OPTION PRICING UNDER THE GENERALIZED HYPERBOLIC LEVY PROCESS
errSIAM JOURNAL ON SCIENTIFIC COMPUTING
IF2.6
err2009-01-01
err20
PREAI
errImai, Junichi; Tan, Ken Seng
err分享
err收藏

研究方向

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合作学者
合作期刊
T
Tony S. Wirjanto
H 指数: 21 · 论文数: 213
F
Fan Yang
H 指数: 21 · 论文数: 133
C
Chengguo Weng
H 指数: 18 · 论文数: 100
C
Chou‐Wen Wang
H 指数: 15 · 论文数: 59
W
Wenjun Zhu
H 指数: 13 · 论文数: 55
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