Edit Profile (opens in new tab) Tan, Ken Seng (b. 1970 d. 2023) Co-Author Distance Author ID: tan.ken-seng Published as: Tan, Ken Seng; Tan, K. S. External Links: MGP · Google Scholar · dblp · GND Documents Indexed: 71 Publications since 1996 3 Contributions as Editor Biographic References: 1 Publication Co-Authors: 59 Co-Authors with 73 Joint Publications 1,365 Co-Co-Authors all top 5 Co-Authors 1 single-authored 14 Weng, Chengguo 10 Boyle, Phelim P. 9 Zhu, Wenjun 8 Porth, Lysa 8 Zhuang, Shengchao 7 Chi, Yichun 6 Kolkiewicz, Adam W. 5 Imai, Junichi 5 Yang, Hailiang 5 Zhang, Yi 4 Boonen, Tim J. 4 Li, Zhongfei 4 Lin, X. Sheldon 3 Li, Johnny Siu-Hang 3 Wei, Pengyu 3 Yang, Fan 3 Zhang, Jinggong 2 Boyd, Milton S. 2 Cai, Jun 2 Cong, Jianfa 2 Cui, Hengxin 2 Hardy, Mary Rosalyn 2 Li, Hong 2 Liu, Kai 2 Ng, Kai Wang 1 Assa, Hirbod 1 Chen, Xinxiang 1 Chen, Yuyu 1 Fan, Qi 1 Forsyth, Peter A. 1 Han, Dezhao 1 Huang, Yuxia 1 Ji, Liuyan 1 Joy, Corwin 1 Kaufhold, Kai 1 Lai, Yongzeng 1 Li, Wenyuan 1 Lin, Yijia 1 Liu, Peng 1 Porth, Brock 1 Porth, C. Brock 1 Tian, Ruilin 1 Tian, Weidong 1 Tuljapurkar, Shripad D. 1 Vetzal, Ken 1 Wang, Chou-Wen 1 Wang, Ruodu 1 Wang, Shuo 1 Wang, Xiaoqun 1 Wang, Yujiao 1 Wei, Wei 1 Wirjanto, Tony S. 1 Xu, Yunhui 1 Xu, Zuoquan 1 Yu, Jifeng 1 Zhang, Jingong 1 Zhou, Chen 1 Zhou, Rui 1 Zhou, Xunyu all top 5 Serials 22 North American Actuarial Journal 17 Insurance Mathematics & Economics 10 ASTIN Bulletin 3 Scandinavian Actuarial Journal 2 European Journal of Operational Research 2 SIAM Journal on Scientific Computing 1 Management Science 1 Mathematics and Computers in Simulation 1 SIAM Journal on Control and Optimization 1 Journal of Complexity 1 Journal of Economic Dynamics & Control 1 Annals of Operations Research 1 Communications in Statistics. Theory and Methods 1 Statistica Sinica 1 Applied Mathematical Finance 1 International Journal of Theoretical and Applied Finance 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Journal of Systems Science and Complexity 1 The Journal of Computational Finance 1 IAENG. International Journal of Applied Mathematics all top 5 Fields 71 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 9 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 3 General and overarching topics; collections (00-XX) 2 Geophysics (86-XX) 2 Systems theory; control (93-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 61 Publications have been cited 978 times in 548 Documents Cited by ▼ Year ▼ Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402 Cai, Jun; Tan, Ken Seng 122 2007 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417 Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 120 2008 Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078 Chi, Yichun; Tan, Ken Seng 78 2011 Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196 Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod 58 2016 Optimal reinsurance with general premium principles. Zbl 1284.91216 Chi, Yichun; Tan, Ken Seng 53 2013 Quasi-Monte Carlo methods in numerical finance. Zbl 0880.90006 Joy, Corwin; Boyle, Phelim P.; Tan, Ken Seng 52 1996 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113 Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 46 2009 Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530 Lin, X. Sheldon; Tan, Ken Seng 41 2003 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097 Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 38 2011 Modeling period effects in multi-population mortality models: applications to Solvency II. Zbl 1412.91060 Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng 24 2014 VaR and CTE criteria for optimal quota-share and stop-loss reinsurance. Zbl 1483.91208 Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 23 2009 Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164 Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 20 2016 Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. Zbl 1431.91344 Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao 18 2020 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093 Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 17 2009 The role of a representative reinsurer in optimal reinsurance. Zbl 1371.91082 Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 17 2016 Empirical approach for optimal reinsurance design. Zbl 1414.91234 Tan, Ken Seng; Weng, Chengguo 17 2014 Pricing annuity guarantees under a regime-switching model. Zbl 1483.91201 Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang 16 2009 Minimizing effective dimension using linear transformation. Zbl 1043.65003 Imai, Junichi; Tan, Ken Seng 12 2004 Applications of randomized low discrepancy sequences to the valuation of complex securities. Zbl 0967.91059 Tan, K. S.; Boyle, P. P. 11 2000 Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511 Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 11 2001 Downside risk management of a defined benefit plan considering longevity basis risk. Zbl 1412.91048 Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng 11 2014 Optimal VaR-based risk management with reinsurance. Zbl 1341.91089 Cong, Jianfa; Tan, Ken Seng 10 2016 Optimal insurance in the presence of reinsurance. Zbl 1402.91221 Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan 10 2017 An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207 Imai, Junichi; Tan, Ken Seng 9 2009 Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. Zbl 1476.91223 Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu 9 2021 Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174 Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng 9 2017 Authors’ reply: “Pricing annuity guarantees under a regime-switching model”. Zbl 1483.91202 Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang 9 2009 How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? Zbl 1236.91145 Wang, Xiaoqun; Tan, Ken Seng 8 2012 Pricing options using lattice rules. Zbl 1141.91419 Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng 8 2005 Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003 Imai, Junichi; Tan, Ken Seng 7 2014 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163 Chi, Yichun; Tan, Ken Seng 7 2021 Editorial: Longevity risk and capital markets: the 2013–14 update. Zbl 1321.00138 6 2015 Pricing Bermudan options using low-discrepancy mesh methods. Zbl 1281.91181 Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 6 2013 Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341 Imai, Junichi; Tan, Ken Seng 5 2009 Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242 Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo 5 2017 Demand for non-life insurance under habit formation. Zbl 1475.91311 Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu 5 2021 An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020 Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 4 2003 VaR-based optimal partial hedging. Zbl 1281.91142 Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo 4 2013 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048 Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 4 2013 Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty. Zbl 1481.91198 Li, Zhongfei; Tan, Ken Seng; Yang, Hailiang 4 2008 Threshold life tables and their applications. Zbl 1481.91175 Li, Johnny Siu-Hang; Hardy, Mary R.; Tan, Ken Seng 4 2008 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143 Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 4 2020 Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability. Zbl 1475.91286 Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 3 2021 Real-time valuation of large variable annuity portfolios: a Green mesh approach. Zbl 1479.91335 Liu, Kai; Tan, Ken Seng 3 2021 Agricultural insurance ratemaking: development of a new premium principle. Zbl 1429.91286 Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa 3 2019 Tail dependence and heavy tailedness in extreme risks. Zbl 1467.91142 Ji, Liuyan; Tan, Ken Seng; Yang, Fan 3 2021 The design of an optimal retrospective rating plan. Zbl 1390.91172 Chen, Xinxiang; Chi, Yichun; Tan, Ken Seng 2 2016 Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222 Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen 2 2018 Optimal investment with noise trading risk. Zbl 1175.91166 Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng 2 2008 Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567 Boyle, Phelim; Imai, Junichi; Tan, Ken Seng 2 2008 Calibrating the Black-Derman-Toy model: Some theoretical results. Zbl 1021.91025 Boyle, Phelim P.; Tan, Ken Seng; Tian, Weidong 2 2001 Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059 Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 2 2002 Index insurance design. Zbl 1410.91293 Zhang, Jinggong; Tan, Ken Seng; Weng, Chengguo 2 2019 Annuity and insurance choice under habit formation. Zbl 1492.91273 Boyle, Phelim; Tan, Ken Seng; Wei, Pengyu; Zhuang, Sheng Chao 2 2022 Gompertz law revisited: forecasting mortality with a multi-factor exponential model. Zbl 1467.91146 Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun 2 2021 Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460 Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2006 A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026 Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2005 Vine copula models with GLM and sparsity. Zbl 1368.60013 Han, Dezhao; Tan, Ken Seng; Weng, Chengguo 1 2017 Diversification in catastrophe insurance markets. Zbl 1480.91197 Cui, Hengxin; Tan, Ken Seng; Yang, Fan 1 2021 Trade-off between validity and efficiency of merging p-values under arbitrary dependence. Zbl 07763179 Chen, Yuyu; Liu, Peng; Tan, Ken Seng; Wang, Ruodu 1 2023 Asymptotic analysis of portfolio diversification. Zbl 1498.91381 Cui, Hengxin; Tan, Ken Seng; Yang, Fan; Zhou, Chen 1 2022 Trade-off between validity and efficiency of merging p-values under arbitrary dependence. Zbl 07763179 Chen, Yuyu; Liu, Peng; Tan, Ken Seng; Wang, Ruodu 1 2023 Annuity and insurance choice under habit formation. Zbl 1492.91273 Boyle, Phelim; Tan, Ken Seng; Wei, Pengyu; Zhuang, Sheng Chao 2 2022 Asymptotic analysis of portfolio diversification. Zbl 1498.91381 Cui, Hengxin; Tan, Ken Seng; Yang, Fan; Zhou, Chen 1 2022 Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency. Zbl 1476.91223 Tan, Ken Seng; Wei, Wei; Zhou, Xun Yu 9 2021 Optimal incentive-compatible insurance with background risk. Zbl 1478.91163 Chi, Yichun; Tan, Ken Seng 7 2021 Demand for non-life insurance under habit formation. Zbl 1475.91311 Li, Wenyuan; Tan, Ken Seng; Wei, Pengyu 5 2021 Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability. Zbl 1475.91286 Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 3 2021 Real-time valuation of large variable annuity portfolios: a Green mesh approach. Zbl 1479.91335 Liu, Kai; Tan, Ken Seng 3 2021 Tail dependence and heavy tailedness in extreme risks. Zbl 1467.91142 Ji, Liuyan; Tan, Ken Seng; Yang, Fan 3 2021 Gompertz law revisited: forecasting mortality with a multi-factor exponential model. Zbl 1467.91146 Li, Hong; Tan, Ken Seng; Tuljapurkar, Shripad; Zhu, Wenjun 2 2021 Diversification in catastrophe insurance markets. Zbl 1480.91197 Cui, Hengxin; Tan, Ken Seng; Yang, Fan 1 2021 Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle. Zbl 1431.91344 Tan, Ken Seng; Wei, Pengyu; Wei, Wei; Zhuang, Sheng Chao 18 2020 A Bowley solution with limited ceded risk for a monopolistic reinsurer. Zbl 1435.91143 Chi, Yichun; Tan, Ken Seng; Zhuang, Sheng Chao 4 2020 Agricultural insurance ratemaking: development of a new premium principle. Zbl 1429.91286 Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa 3 2019 Index insurance design. Zbl 1410.91293 Zhang, Jinggong; Tan, Ken Seng; Weng, Chengguo 2 2019 Spatial dependence and aggregation in weather risk hedging: a Lévy subordinated hierarchical Archimedean copulas (LSHAC) approach. Zbl 1390.91222 Zhu, Wenjun; Tan, Ken Seng; Porth, Lysa; Wang, Chou-Wen 2 2018 Optimal insurance in the presence of reinsurance. Zbl 1402.91221 Zhuang, Sheng Chao; Boonen, Tim J.; Tan, Ken Seng; Xu, Zuo Quan 10 2017 Optimal reinsurance under the risk-adjusted value of an insurer’s liability and an economic reinsurance premium principle. Zbl 1414.91174 Chi, Yichun; Lin, X. Sheldon; Tan, Ken Seng 9 2017 Optimal hedging with basis risk under mean-variance criterion. Zbl 1394.91242 Zhang, Jingong; Tan, Ken Seng; Weng, Chengguo 5 2017 Vine copula models with GLM and sparsity. Zbl 1368.60013 Han, Dezhao; Tan, Ken Seng; Weng, Chengguo 1 2017 Marginal indemnification function formulation for optimal reinsurance. Zbl 1348.91196 Zhuang, Sheng Chao; Weng, Chengguo; Tan, Ken Seng; Assa, Hirbod 58 2016 Pricing in reinsurance bargaining with comonotonic additive utility functions. Zbl 1390.91164 Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 20 2016 The role of a representative reinsurer in optimal reinsurance. Zbl 1371.91082 Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao 17 2016 Optimal VaR-based risk management with reinsurance. Zbl 1341.91089 Cong, Jianfa; Tan, Ken Seng 10 2016 The design of an optimal retrospective rating plan. Zbl 1390.91172 Chen, Xinxiang; Chi, Yichun; Tan, Ken Seng 2 2016 Editorial: Longevity risk and capital markets: the 2013–14 update. Zbl 1321.00138 6 2015 Modeling period effects in multi-population mortality models: applications to Solvency II. Zbl 1412.91060 Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang; Tan, Ken Seng 24 2014 Empirical approach for optimal reinsurance design. Zbl 1414.91234 Tan, Ken Seng; Weng, Chengguo 17 2014 Downside risk management of a defined benefit plan considering longevity basis risk. Zbl 1412.91048 Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng 11 2014 Pricing derivative securities using integrated quasi-Monte Carlo methods with dimension reduction and discontinuity realignment. Zbl 1307.65003 Imai, Junichi; Tan, Ken Seng 7 2014 Optimal reinsurance with general premium principles. Zbl 1284.91216 Chi, Yichun; Tan, Ken Seng 53 2013 Pricing Bermudan options using low-discrepancy mesh methods. Zbl 1281.91181 Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 6 2013 VaR-based optimal partial hedging. Zbl 1281.91142 Cong, Jianfa; Tan, Ken Seng; Weng, Chengguo 4 2013 Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications. Zbl 1281.60048 Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 4 2013 How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? Zbl 1236.91145 Wang, Xiaoqun; Tan, Ken Seng 8 2012 Optimal reinsurance under VaR and CVaR risk measures a simplified approach. Zbl 1239.91078 Chi, Yichun; Tan, Ken Seng 78 2011 Optimality of general reinsurance contracts under CTE risk measure. Zbl 1218.91097 Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 38 2011 Uncertainty in mortality forecasting an extension to the classical Lee-Carter approach. Zbl 1203.91113 Li, Johnny Siu-Hang; Hardy, Mary; Tan, Ken Seng 46 2009 VaR and CTE criteria for optimal quota-share and stop-loss reinsurance. Zbl 1483.91208 Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 23 2009 Ruin probabilities in a discrete time risk model with dependent risks of heavy tail. Zbl 1224.91093 Weng, Chengguo; Zhang, Yi; Tan, Ken Seng 17 2009 Pricing annuity guarantees under a regime-switching model. Zbl 1483.91201 Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang 16 2009 An accelerating quasi-Monte Carlo method for option pricing under the generalized hyperbolic Lévy process. Zbl 1189.91207 Imai, Junichi; Tan, Ken Seng 9 2009 Authors’ reply: “Pricing annuity guarantees under a regime-switching model”. Zbl 1483.91202 Lin, X. Sheldon; Tan, Ken Seng; Yang, Hailiang 9 2009 Dimension reduction approach to simulating exotic options in a Meixner Lévy market. Zbl 1229.91341 Imai, Junichi; Tan, Ken Seng 5 2009 Optimal reinsurance under VaR and CTE risk measures. Zbl 1140.91417 Cai, Jun; Tan, Ken Seng; Weng, Chengguo; Zhang, Yi 120 2008 Multiperiod optimal investment-consumption strategies with mortality risk and environment uncertainty. Zbl 1481.91198 Li, Zhongfei; Tan, Ken Seng; Yang, Hailiang 4 2008 Threshold life tables and their applications. Zbl 1481.91175 Li, Johnny Siu-Hang; Hardy, Mary R.; Tan, Ken Seng 4 2008 Optimal investment with noise trading risk. Zbl 1175.91166 Xu, Yunhui; Li, Zhongfei; Tan, Ken Seng 2 2008 Computation of optimal portfolios using simulation-based dimension reduction. Zbl 1284.91567 Boyle, Phelim; Imai, Junichi; Tan, Ken Seng 2 2008 Optimal retention for a stop-loss reinsurance under the VaR and CTE risk measures. Zbl 1162.91402 Cai, Jun; Tan, Ken Seng 122 2007 Optimal constant-rebalanced portfolio investment strategies for dynamic portfolio selection. Zbl 1138.91460 Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2006 Pricing options using lattice rules. Zbl 1141.91419 Boyle, Phelim P.; Lai, Yongzeng; Tan, Ken Seng 8 2005 A closed-form solution to a dynamic portfolio optimization problem. Zbl 1127.91026 Li, Zhong-Fei; Ng, Kai W.; Tan, Ken Seng; Yang, Hailiang 1 2005 Minimizing effective dimension using linear transformation. Zbl 1043.65003 Imai, Junichi; Tan, Ken Seng 12 2004 Valuation of equity-indexed annuities under stochastic interest rates. Zbl 1084.60530 Lin, X. Sheldon; Tan, Ken Seng 41 2003 An improved simulation method for pricing high-dimensional American derivatives. Zbl 1036.91020 Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 4 2003 Pricing American derivatives using simulation: A biased low approach. Zbl 1008.91059 Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 2 2002 Valuation of the reset options embedded in some equity-linked insurance products. Zbl 1083.91511 Boyle, Phelim P.; Kolkiewicz, Adam W.; Tan, Ken Seng 11 2001 Calibrating the Black-Derman-Toy model: Some theoretical results. Zbl 1021.91025 Boyle, Phelim P.; Tan, Ken Seng; Tian, Weidong 2 2001 Applications of randomized low discrepancy sequences to the valuation of complex securities. Zbl 0967.91059 Tan, K. S.; Boyle, P. P. 11 2000 Quasi-Monte Carlo methods in numerical finance. Zbl 0880.90006 Joy, Corwin; Boyle, Phelim P.; Tan, Ken Seng 52 1996 all cited Publications top 5 cited Publications all top 5 Cited by 764 Authors 38 Tan, Ken Seng 22 Boonen, Tim J. 21 Weng, Chengguo 20 Chi, Yichun 15 Cheung, Ka Chun 13 Jiang, Wenjun 13 Li, Johnny Siu-Hang 12 Zhuang, Shengchao 11 Asimit, Alexandru V. 11 Ghossoub, Mario 10 Siu, Tak Kuen 10 Tsai, Cary Chi-Liang 10 Wang, Xiaoqun 9 Balbás, Alejandro 9 Blake, David 9 Liu, Haiyan 8 Balbás, Beatriz 7 Boyle, Phelim P. 7 Lin, X. Sheldon 7 Lo, Ambrose 7 Meng, Hui 7 Ren, Jiandong 7 Yam, Sheung Chi Phillip 7 Yuen, Kam Chuen 6 Assa, Hirbod 6 Balbás, Raquel 6 Cai, Jun 6 Imai, Junichi 6 Liang, Zhibin 6 Lin, Tzuling 6 Liu, Fangda 6 Wang, Ruodu 6 Yang, Hailiang 6 Yin, Chuancun 6 Zhang, Yi 6 Zhang, Yiying 5 Chong, Wing Fung 5 Heras, Antonio J. 5 Hu, Junlei 5 Kolkiewicz, Adam W. 5 Lai, Yongzeng 5 Liu, Yanxin 5 Ökten, Giray 5 Qian, Linyi 5 Wang, Rongming 5 Wang, Wei 5 Yang, Yang 5 Young, Virginia R. 4 Badescu, Alexandru M. 4 Fang, Ying 4 Gaillardetz, Patrice 4 Gan, Guojun 4 Haberman, Steven 4 Hu, Yijun 4 Hunt, Andrew 4 Li, Danping 4 MacMinn, Richard D. 4 Mao, Tiantian 4 Yuen, Fei Lung 4 Zhou, Ming 4 Zhou, Zhou 3 Albrecher, Hansjörg 3 Bayraktar, Erhan 3 Brandtner, Mario 3 Cairns, Andrew J. G. 3 Chen, Yanhong 3 Cox, Samuel H. jun. 3 Cui, Wei 3 Furman, Edward 3 Glauner, Alexander 3 Guillou, Armelle 3 Hainaut, Donatien 3 Han, Xia 3 Hardy, Mary Rosalyn 3 He, Zhijian 3 Hieber, Peter 3 Hong, Hanping 3 Hu, Duni 3 Hu, Xiang 3 Huang, Yuxia 3 Jarner, Søren Fiig 3 Jin, Zhuo 3 Kawai, Reiichiro 3 Kim, Eunseok 3 Kürsten, Wolfgang 3 Landriault, David 3 Lemieux, Christiane 3 Lin, Yijia 3 Liu, Jingzhen 3 Liu, Xiaoming 3 Lyuu, Yuh-Dauh 3 Shen, Yang 3 Shi, Yanlin 3 Wang, Hailong 3 Wang, Kaiyong 3 Wang, Zhenhua 3 Wei, Pengyu 3 Xu, Zuoquan 3 Yao, Haixiang 3 Zhang, Jinggong ...and 664 more Authors all top 5 Cited in 96 Serials 166 Insurance Mathematics & Economics 53 North American Actuarial Journal 37 Scandinavian Actuarial Journal 26 ASTIN Bulletin 23 Journal of Computational and Applied Mathematics 19 European Journal of Operational Research 14 European Actuarial Journal 13 Communications in Statistics. Theory and Methods 10 Quantitative Finance 7 Mathematics and Computers in Simulation 6 Applied Mathematics and Computation 6 Statistics & Probability Letters 6 Journal of Complexity 6 Annals of Operations Research 6 Methodology and Computing in Applied Probability 6 Journal of Industrial and Management Optimization 5 Journal of Economic Dynamics & Control 5 Mathematical and Computer Modelling 5 Mathematical Problems in Engineering 5 Journal of Systems Science and Complexity 5 SIAM Journal on Financial Mathematics 5 Statistical Theory and Related Fields 4 Discrete Dynamics in Nature and Society 4 Probability in the Engineering and Informational Sciences 3 SIAM Journal on Control and Optimization 3 Acta Mathematicae Applicatae Sinica. English Series 3 Monte Carlo Methods and Applications 3 Finance and Stochastics 3 International Journal of Theoretical and Applied Finance 3 The ANZIAM Journal 2 Computers & Mathematics with Applications 2 Mathematical Methods in the Applied Sciences 2 Mathematics of Computation 2 Journal of Applied Probability 2 Journal of Multivariate Analysis 2 Operations Research 2 Mathematical Finance 2 Abstract and Applied Analysis 2 Decisions in Economics and Finance 2 Journal of Applied Mathematics and Computing 2 Asia-Pacific Financial Markets 2 Review of Derivatives Research 2 Stochastics 2 Mathematics and Financial Economics 2 Science China. Mathematics 2 Journal of Probability and Statistics 2 Journal of Function Spaces 2 Electronic Research Archive 1 Lithuanian Mathematical Journal 1 Physica A 1 Scandinavian Journal of Statistics 1 Chaos, Solitons and Fractals 1 Theory of Probability and its Applications 1 Acta Arithmetica 1 Fuzzy Sets and Systems 1 Journal of Econometrics 1 Journal of Mathematical Economics 1 SIAM Journal on Numerical Analysis 1 Stochastic Analysis and Applications 1 Applied Numerical Mathematics 1 Chinese Journal of Applied Probability and Statistics 1 Computers & Operations Research 1 Computational Mechanics 1 The Annals of Applied Probability 1 Numerical Algorithms 1 Computational Statistics 1 Applied Mathematical Modelling 1 Automation and Remote Control 1 Computational Statistics and Data Analysis 1 Computational Optimization and Applications 1 Test 1 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Top 1 Statistica Sinica 1 Complexity 1 International Transactions in Operational Research 1 Soft Computing 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Extremes 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Machine Learning Research (JMLR) 1 Hacettepe Journal of Mathematics and Statistics 1 Computational Management Science 1 Statistical Methods and Applications 1 Journal of Forecasting 1 Frontiers of Mathematics in China 1 AStA. Advances in Statistical Analysis 1 Numerical Algebra, Control and Optimization 1 Journal of Mathematical Research with Applications 1 East Asian Journal on Applied Mathematics 1 International Journal of Applied and Computational Mathematics 1 AIMS Mathematics all top 5 Cited in 21 Fields 490 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 144 Statistics (62-XX) 103 Probability theory and stochastic processes (60-XX) 70 Numerical analysis (65-XX) 31 Operations research, mathematical programming (90-XX) 26 Systems theory; control (93-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 6 Number theory (11-XX) 5 General and overarching topics; collections (00-XX) 4 Approximations and expansions (41-XX) 3 Integral transforms, operational calculus (44-XX) 3 Computer science (68-XX) 2 Real functions (26-XX) 2 Partial differential equations (35-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral equations (45-XX) 2 Mechanics of deformable solids (74-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year