Chong It Tan

Macquarie University

E4A, Eastern Rd

Macquarie University

Sydney, New South Wales 2113

Australia

Macquarie University, Macquarie Business School

New South Wales 2109

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

43

CITATIONS

0

Scholarly Papers (2)

1.

Assessing Basis Risk for Longevity Transactions

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 143 Posted: 28 Nov 2017
Jackie Ka Ki Li, Leonie Tickle and Chong It Tan
Nanyang Technological University (NTU) - Nanyang Business School, Macquarie University and Macquarie University
Downloads 41 (418,414)

Abstract:

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longevity risk, longevity basis risk, index-based hedging, longevity swap, hedge effectiveness

2.

Introducing Enterprise Risk Management into the University Classroom: A Case Study

Risk Management and Insurance Review, Vol. 20, Issue 1, pp. 99-131, 2017
Number of pages: 33 Posted: 22 Mar 2017
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Australian National University (ANU), Australian National University (ANU), Australian National University (ANU) - College of Business and Economics and Macquarie University
Downloads 2 (636,413)
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