//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
accessRights:"restricted"
subject:"Risk management"
~person:"Li, Johnny Siu-Hang"
~source:"econis"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Risikomanagement
10
Mortality
9
Sterblichkeit
9
Hedging
6
Risiko
5
Risk
5
Risikomodell
4
Risk model
4
Theorie
3
Theory
3
Lebensversicherung
2
Life insurance
2
Longevity risk
2
Risikomaß
2
Risk measure
2
longevity risk
2
ARFIMA processes
1
ARMA model
1
ARMA-Modell
1
Altersvorsorge
1
Cohort analysis
1
Cohort effect
1
Delta hedging
1
Estimation
1
Forecasting model
1
Greece
1
Griechenland
1
Hypothek
1
Hypothesis risk
1
Index-based longevity hedges
1
Kohortenanalyse
1
Likelihood ratio method
1
Longevity hedging strategies
1
Model M7
1
Mortality heat maps
1
Mortality improvement rates
1
Mortality-linked securities
1
Mortgage
1
Nested simulation
1
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Li, Johnny Siu-Hang
Ivanov, Dmitry
43
Dolgui, Alexandre
20
Wang, Ruodu
16
Li, Jianping
15
Parast, Mahour Mellat
14
Choi, Tsan-Ming
13
Gatzert, Nadine
13
Sawik, Tadeusz
13
Zhu, Xiaoqian
12
Broll, Udo
11
Hammoudeh, Shawkat
11
Tan, Ken Seng
11
Dionne, Georges
10
Govindan, Kannan
10
Liu, Shan
10
Paul, Sanjoy Kumar
10
Boonen, Tim J.
9
Fabozzi, Frank J.
9
Naeem, Muhammad Abubakr
9
Sokolov, Boris
9
Talluri, Srinivas
9
Blackhurst, Jennifer
8
Chen, An
8
Gunasekaran, Angappa
8
Ji, Qiang
8
Mensi, Walid
8
Qazi, Abroon
8
Zobel, Christopher W.
8
Al-Yahyaee, Khamis Hamed
7
Cai, Jun
7
Eling, Martin
7
Gaudenzi, Barbara
7
Gupta, Aparna
7
Hassan, M. Kabir
7
Hussainey, Khaled
7
Mao, Tiantian
7
Mitic, Peter
7
Mizgier, Kamil J.
7
Righi, Marcelo Brutti
7
more ...
less ...
Published in...
All
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
Journal of demographic economics : JODE
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->