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person:"Hammitt, James K."
~person:"Li, Johnny Siu-Hang"
~subject:"Forecasting model"
~type:"article"
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Forecasting model
Mortality
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Hammitt, James K.
Li, Johnny Siu-Hang
Haberman, Steven
18
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13
Li, Han
10
Li, Jackie
10
Shang, Han Lin
10
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9
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Insurance / Mathematics & economics
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects
Rui, Zhou
;
Li, Johnny Siu-Hang
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
3
,
pp. 453-477
Persistent link: https://www.econbiz.de/10013469916
Saved in:
2
The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012294047
Saved in:
3
Semicoherent multipopulation mortality modeling : the impact on longevity risk securitization
Li, Johnny Siu-Hang
;
Chan, Wai-Sum
;
Zhou, Rui
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 1025-1065
Persistent link: https://www.econbiz.de/10011749253
Saved in:
4
It's all in the hidden states : a longevity hedging strategy with an explicit measure of population basis risk
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 301-319
Persistent link: https://www.econbiz.de/10011597305
Saved in:
5
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:
6
A step-by-step guide to building two-population stochastic mortality models
Li, Johnny Siu-Hang
;
Zhou, Rui
;
Hardy, Mary
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 121-134
Persistent link: https://www.econbiz.de/10011349845
Saved in:
7
Coherent mortality forecasting with generalized linear models : a modified time-transformation approach
Ahmadi, Seyed Saeed
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 194-221
Persistent link: https://www.econbiz.de/10010469134
Saved in:
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