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subject:"Hedging"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Zhou, Kenneth Q."
~subject:"Finanzkrise"
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Hedging
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Zhou, Kenneth Q.
Li, Johnny Siu-Hang
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Insurance / Mathematics & economics
Journal of demographic economics : JODE
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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
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2
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
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