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accessRights:"restricted"
subject:"Risk management"
~person:"Li, Johnny Siu-Hang"
~person:"Powers, Michael R."
~subject:"ARMA-Modell"
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Risk management
ARMA-Modell
Risikomanagement
11
Hedging
9
Mortality
9
Sterblichkeit
9
Insurance
7
Portfolio investment
5
Risiko
5
Risikomodell
5
Risk
5
Risk model
5
Underwriting
5
Diversification
3
Information management
3
Risikomaß
3
Risk assessment
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3
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Capital
2
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2
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2
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Normal distribution
2
Random processes
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2
Uncertainty management
2
longevity risk
2
ARFIMA processes
1
ARMA model
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Altersvorsorge
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Banks
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Betriebliche Finanzwirtschaft
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1
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English
18
Undetermined
8
Author
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Li, Johnny Siu-Hang
Powers, Michael R.
Ivanov, Dmitry
51
Dolgui, Alexandre
22
Gatzert, Nadine
18
Li, Jianping
17
Wang, Ruodu
16
Choi, Tsan-Ming
14
Hammoudeh, Shawkat
14
Parast, Mahour Mellat
14
Sawik, Tadeusz
14
Zhu, Xiaoqian
13
Acharya, Viral V.
12
Broll, Udo
12
Paul, Sanjoy Kumar
12
Dionne, Georges
11
Eling, Martin
11
Finger, Robert
11
Grima, Simon
11
Liu, Shan
11
Sokolov, Boris
11
Tan, Ken Seng
11
Blackhurst, Jennifer
10
Fabozzi, Frank J.
10
Gleißner, Werner
10
Govindan, Kannan
10
Hassan, M. Kabir
10
Kouvelis, Panos
10
McAleer, Michael
10
Mirakhor, Abbas
10
Righi, Marcelo Brutti
10
Wu, Desheng Dash
10
Boonen, Tim J.
9
Durst, Susanne
9
Gaudenzi, Barbara
9
Gupta, Aparna
9
Hussainey, Khaled
9
Naeem, Muhammad Abubakr
9
Talluri, Srinivas
9
Abor, Joshua
8
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Journal of Risk Finance
8
The Journal of Risk Finance
7
Insurance / Mathematics & economics
4
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Asia-Pacific journal of risk and insurance : APJRI
1
International finance review
1
Journal of demographic economics : JODE
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
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ECONIS (ZBW)
11
RePEc
8
Other ZBW resources
7
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1
The impact of long memory in mortality differentials on index-based longevity hedges
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Journal of demographic economics : JODE
89
(
2023
)
3
,
pp. 533-552
Persistent link: https://www.econbiz.de/10014365103
Saved in:
2
Managing the risk of mortality shocks : editorial
Dacorogna, Michel M.
;
Feng, Runhuan
;
Li, Johnny Siu-Hang
; …
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
3
,
pp. 425-427
Persistent link: https://www.econbiz.de/10013469909
Saved in:
3
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
4
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
5
An efficient method for mitigating longevity value-at-risk
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S309-S340
Persistent link: https://www.econbiz.de/10012440440
Saved in:
6
Delta-hedging longevity risk under the M7-M5 model : the impact of cohort effect uncertainty and population basis risk
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011990427
Saved in:
7
Improving risk sharing and borrower incentives in mortgage design
Mei, Yuchen
;
Boyle, Phelim P.
;
Li, Johnny Siu-Hang
- In:
North American actuarial journal : NAAJ ; leading the …
23
(
2019
)
4
,
pp. 485-511
Persistent link: https://www.econbiz.de/10012180642
Saved in:
8
A strategy for hedging risks associated with period and cohort effects using q-forwards
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 267-285
Persistent link: https://www.econbiz.de/10011825291
Saved in:
9
Longevity risk-sharing annuities : partial indexation in mortality experience
Zhang, Saisai
;
Li, Johnny Siu-Hang
- In:
Asia-Pacific journal of risk and insurance : APJRI
11
(
2017
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011671164
Saved in:
10
Towards a large and liquid longevity market : a graphical population basis risk metric
Chan, Wai-Sum
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
; …
- In:
The Geneva papers on risk and insurance - issues and …
41
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011657562
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