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subject:"Risiko"
~accessRights:"restricted"
~isPartOf:"Asia-Pacific journal of risk and insurance : APJRI"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of financial economics"
~person:"Li, Johnny Siu-Hang"
~subject:"CAPM"
~subject:"Risk attitude"
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Risiko
CAPM
Risk attitude
Mortality
4
Risk
4
Sterblichkeit
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Risikomanagement
3
Risikomodell
3
Risk management
3
Risk model
3
Hedging
2
Lebensversicherung
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Life insurance
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Longevity risk
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Mortality heat maps
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Stochastic mortality modeling
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Hypothesis risk
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Population basis risk
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Product design
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Produktgestaltung
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Prognoseverfahren
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Risikomaß
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Risk measure
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Schätzung
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The M7–M5 model
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The heat wave model
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longevity risk
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product design
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Li, Johnny Siu-Hang
Boonen, Tim J.
6
Furman, Edward
5
Cheung, Eric C. K.
4
Cossette, Hélène
4
Denuit, Michel
4
Li, Jinzhu
4
Mao, Tiantian
4
Marceau, Etienne
4
Wang, Ruodu
4
Bali, Turan G.
3
Cai, Jun
3
Ghossoub, Mario
3
Jiang, Wenjun
3
Loisel, Stéphane
3
Morellec, Erwan
3
Robotti, Cesare
3
Su, Jianxi
3
Svindland, Gregor
3
Tang, Qihe
3
Wang, Xing
3
Agarwal, Vikas
2
Albrecher, Hansjörg
2
Blake, David
2
Bollerslev, Tim
2
Bäuerle, Nicole
2
Chen, Shumin
2
De Waegenaere, Anja
2
Delsing, G. A.
2
Dhaene, Jan
2
Eisenbach, Thomas M.
2
El Karoui, Nicole
2
Favara, Giovanni
2
Goffard, Pierre-Olivier
2
Gospodinov, Nikolaj
2
Guillén, Montserrat
2
Guo, Xu
2
Herskovic, Bernard
2
Hu, Taizhong
2
Huggenberger, Markus
2
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Asia-Pacific journal of risk and insurance : APJRI
Insurance / Mathematics & economics
Journal of financial economics
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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)
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1
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:
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
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:
4
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
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