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subject:"Risk management"
~accessRights:"restricted"
~person:"Dionne, Georges"
~person:"Li, Johnny Siu-Hang"
~subject:"Derivative"
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Risk management
Derivative
Risikomanagement
20
Hedging
9
Mortality
9
Sterblichkeit
9
Risiko
6
Risk
6
Theorie
6
Theory
6
Risikomodell
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5
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Erdölindustrie
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Insurance
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Life insurance
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Marginal treatment effects
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Prognoseverfahren
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Reinsurance
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Time series analysis
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Versicherung
2
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longevity risk
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2007-9 financial crisis
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Dionne, Georges
Li, Johnny Siu-Hang
Ivanov, Dmitry
48
Dolgui, Alexandre
22
Li, Jianping
16
Gatzert, Nadine
15
Wang, Ruodu
15
Hammoudeh, Shawkat
14
Parast, Mahour Mellat
14
Choi, Tsan-Ming
13
Zhu, Xiaoqian
13
Acharya, Viral V.
12
Broll, Udo
12
Sawik, Tadeusz
12
Paul, Sanjoy Kumar
11
Sokolov, Boris
11
Tan, Ken Seng
11
Fabozzi, Frank J.
10
Gleißner, Werner
10
Govindan, Kannan
10
Hassan, M. Kabir
10
Liu, Shan
10
Righi, Marcelo Brutti
10
Wu, Desheng Dash
10
Eling, Martin
9
Grima, Simon
9
Kouvelis, Panos
9
McAleer, Michael
9
Mirakhor, Abbas
9
Powers, Michael R.
9
Talluri, Srinivas
9
Blackhurst, Jennifer
8
Boonen, Tim J.
8
Chen, An
8
Clarke, Daniel
8
Durst, Susanne
8
Embrechts, Paul
8
Gaudenzi, Barbara
8
Gunasekaran, Angappa
8
Gupta, Aparna
8
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Insurance / Mathematics & economics
4
Energy economics
2
Journal of banking & finance
2
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
Handbook of the economics of risk and uncertainty : volume 1
1
Journal of Productivity Analysis
1
Journal of demographic economics : JODE
1
Journal of empirical finance
1
Journal of risk : JOR
1
Risk management and insurance review
1
The Geneva papers on risk and insurance - issues and practice
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The journal of operational risk
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ECONIS (ZBW)
20
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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
Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers
Dionne, Georges
;
El Hraiki, Rayane
;
Mnasri, Mohamed
- In:
Energy economics
124
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014482808
Saved in:
3
Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
- In:
Journal of risk : JOR
25
(
2023
)
6
,
pp. 73-103
Persistent link: https://www.econbiz.de/10014487244
Saved in:
4
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:
5
Reinsurance demand and liquidity creation : a search for bicausality
Desjardins, Denise
;
Dionne, Georges
;
Koné, N'Golo
- In:
Journal of empirical finance
66
(
2022
),
pp. 137-154
Persistent link: https://www.econbiz.de/10013370712
Saved in:
6
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:
7
The costs and benefits of reinsurance
Cummins, John David
;
Dionne, Georges
;
Gagné, Robert
; …
- In:
The Geneva papers on risk and insurance - issues and …
46
(
2021
)
2
,
pp. 177-199
Persistent link: https://www.econbiz.de/10012522959
Saved in:
8
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:
9
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:
10
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
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