A/Prof Chong It Tan
Associate Professor, Actuarial Studies
Department of Economics
13 Scholarly works
0 Projects
HIGHLIGHTS
2024
Journal article
Mortality modelling with arrival of additional year of mortality data: Calibration and forecasting
DOI: 10.4054/DemRes.2024.50.282022
Conference Proceedings
Assessing the impact of recorded lectures on learning effectiveness
DOI: 10.4995/HEAd22.2022.145432019
Journal article
On the optimal hedge ratio in index-based longevity risk hedging
DOI: 10.1007/s13385-019-00199-w2019
Journal article
Assessing basis risk in index-based longevity swap transactions
DOI: 10.1017/S17484995180001792018
Journal article
Assessing basis risk for longevity transactions – phase 2 presented by Dr Jackie Li and Dr Chong It Tan, IFoA Longevity Basis Risk Working Group ‐ Abstract of the London Discussion
DOI: 10.1017/s13573217180002352017
Report
Assessing Basis Risk for Longevity Transactions - Phase 2
2017
Journal article
Adjusting the Premium Relativities in a Bonus-Malus System: An Integrated Approach Using the First Claim Time and the Number of Claims
DOI: 10.1515/apjri-2016-0038
RECENT SCHOLARLY WORKS
2017
Journal article
Introducing Enterprise Risk Management Into the University Classroom: A Case Study
DOI: 10.1111/rmir.120712016
Journal article
Stochastic modelling of the hybrid survival curve
DOI: 10.1007/s12546-016-9168-x2016
Journal article
Varying transition rules in bonus-malus systems: From rules specification to determination of optimal relativities
DOI: 10.1016/j.insmatheco.2016.03.007