//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~person:"Li, Johnny Siu-Hang"
~type_genre:"Amtsdruckschrift"
~type_genre:"Market information"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Securitization"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mortality
4
Securitization
4
Sterblichkeit
4
Verbriefung
4
Risikomodell
3
Risk model
3
Actuarial mathematics
1
Actuarial science
1
Aktienindex
1
Anleihe
1
Bargaining theory
1
Bond
1
Cairns-Blake-Dowd model
1
Catastrophic mortality bonds
1
Estimation
1
Hedging
1
Hedging strategies
1
Index
1
Index construction
1
Index futures
1
Index number
1
Index-Futures
1
Indexberechnung
1
Jump effects
1
Longevity risk
1
Longevity risk reduction
1
Mortality indexes
1
Mortality/longevity risk
1
Nash equilibrium
1
Nash's bargaining solution
1
Nash-Gleichgewicht
1
Non-linear time-series
1
Pareto efficiency
1
Pareto optimality
1
Pareto-Optimum
1
Portfolio selection
1
Portfolio-Management
1
Pricing
1
Risikomanagement
1
Risk management
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Amtsdruckschrift
Market information
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Li, Johnny Siu-Hang
Stone, Charles A.
8
Zissu, Anne-Marie
8
Fabozzi, Frank J.
7
Liow, Kim Hiang
7
Kara, Alper
6
Rösch, Daniel
6
Seru, Amit
6
Adelson, Mark
5
Adrian, Tobias
5
Ali, Paul U.
5
Ashcraft, Adam B.
5
Buchanan, Bonnie
5
MacMinn, Richard D.
5
Marqués Ibáñez, David
5
Nadauld, Taylor D.
5
Scheule, Harald
5
Uhde, André
5
Vig, Vikrant
5
Vink, Dennis
5
Ambrose, Brent William
4
Battaglia, Francesca
4
Bavoso, Vincenzo
4
Bippart, Graham
4
Caverzasi, Eugenio
4
Chan, Ka Kwan Kevin
4
Cohen, Lewis Rinaudo
4
Cox, Samuel H.
4
Cummins, John David
4
Deku, Solomon Y.
4
Goodman, Laurie Sharon
4
Gorton, Gary
4
Hoesli, Martin
4
Iglesias Casal, Ana
4
Jobst, Andreas A.
4
Keys, Benjamin J.
4
López Andión, Carmen
4
Miehle, Christian
4
Nichols, Joseph B.
4
Nisar, Tahir M.
4
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
2
Economic modelling
1
Finance research letters
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
Wang, Zihe
;
Li, Johnny Siu-Hang
- In:
Finance research letters
16
(
2016
),
pp. 103-111
Persistent link: https://www.econbiz.de/10011655135
Saved in:
2
Modeling longevity risk transfers as Nash bargaining problems : methodology and insights
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Tan, Ken Seng
- In:
Economic modelling
51
(
2015
),
pp. 460-472
Persistent link: https://www.econbiz.de/10011476126
Saved in:
3
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 135-150
Persistent link: https://www.econbiz.de/10011397966
Saved in:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->