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subject:"Risk management"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of production economics"
~isPartOf:"Journal of risk management in financial institutions"
~person:"Li, Johnny Siu-Hang"
~subject:"Lieferkette"
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Risk management
Lieferkette
Hedging
5
Mortality
5
Risikomanagement
5
Sterblichkeit
5
Risikomodell
3
Risk model
3
Longevity risk
2
Risiko
2
Risk
2
Aktienindex
1
Cairns-Blake-Dowd model
1
Cohort analysis
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Delta hedging
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Estimation
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Hedging strategies
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Hypothesis risk
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Index construction
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Index-based longevity hedges
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Indexberechnung
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Life insurance
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Likelihood ratio method
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Longevity hedging strategies
1
Longevity risk reduction
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Model M7
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Mortality heat maps
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Mortality improvement rates
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Mortality indexes
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Mortality-linked securities
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Nested simulation
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Li, Johnny Siu-Hang
Cossette, Hélène
7
Parast, Mahour Mellat
7
Grody, Allan D.
6
Hopper, Gregory P.
6
Koenig, David R.
6
Mao, Tiantian
6
Ozdemir, Bogie
6
Dhaene, Jan
5
Feng, Runhuan
5
Gatzert, Nadine
5
Ivanov, Dmitry
5
Laeven, Roger J. A.
5
Marceau, Etienne
5
McConnell, Patrick
5
Sherris, Michael
5
Tan, Ken Seng
5
Tang, Qihe
5
Antoncic, Madelyn
4
Broeders, Dirk
4
Cai, Jun
4
Cheng, T. C. E.
4
Cheung, Ka Chun
4
Chi, Yichun
4
Hu, Taizhong
4
Shevchenko, Pavel V.
4
Tang, Ou
4
Wagner, Stephan M.
4
Wang, Ruodu
4
Wilson, Thomas Charles
4
Yang, Fan
4
Asimit, Alexandru V.
3
Boonen, Tim J.
3
Brooks, Robert
3
Butler, Tom
3
Choudhry, Moorad
3
Denuit, Michel
3
Furman, Edward
3
Govindan, Kannan
3
Grimwade, Michael
3
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Insurance / Mathematics & economics
International journal of production economics
Journal of risk management in financial institutions
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Risks : open access journal
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
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Journal of demographic economics : JODE
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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ECONIS (ZBW)
5
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1
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:
2
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:
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
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:
5
Parametric mortality indexes : from index construction to hedging strategies
Tan, Chong It
;
Li, Jackie
;
Li, Johnny Siu-Hang
; …
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 285-299
Persistent link: https://www.econbiz.de/10010469993
Saved in:
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