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subject:"Risk management"
~accessRights:"restricted"
~person:"Li, Johnny Siu-Hang"
~person:"McAleer, Michael"
~subject:"Derivative"
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Risk management
Derivative
Risikomanagement
13
Mortality
10
Sterblichkeit
10
Hedging
7
Risiko
6
Risk
6
Risikomodell
4
Risk model
4
Options
3
Theorie
3
Theory
3
Value-at-risk
3
Volatility
3
Welt
3
World
3
CFR
2
COVID 19
2
Coronavirus
2
Epidemic
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Epidemie
2
Financial derivatives
2
Financial econometrics
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Forecasting model
2
Futures
2
Impact assessment
2
Lebensversicherung
2
Life insurance
2
Longevity risk
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Wirkungsanalyse
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curve projection
2
global pandemic
2
live data
2
lockdown
2
longevity risk
2
12-Month variance futures
1
3-Month variance futures
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13
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English
13
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6
Author
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Li, Johnny Siu-Hang
McAleer, Michael
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
Dionne, Georges
11
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
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
The North American Journal of Economics and Finance
3
Annals of financial economics
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
International review of economics & finance : IREF
1
Journal of demographic economics : JODE
1
Managerial Finance
1
Mathematics and Computers in Simulation (MATCOM)
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The Quarterly Review of Economics and Finance
1
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ECONIS (ZBW)
13
RePEc
6
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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
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
Flattening the curve in risk management of Covid-19 : do lockdowns work?
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012643015
Saved in:
7
Predicting cases and deaths in Europe from Covid-19 tests and country populations
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012643030
Saved in:
8
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:
9
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:
10
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:
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