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~accessRights:"restricted"
~isPartOf:"CEPR Discussion Papers"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"International journal of production economics"
~person:"Li, Johnny Siu-Hang"
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Mortality
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Li, Johnny Siu-Hang
Acharya, Viral V
29
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10
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10
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9
Denuit, Michel
9
Pedersen, Lasse Heje
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Tan, Ken Seng
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6
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Chi, Yichun
6
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6
Feng, Runhuan
6
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6
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6
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Li, Bin
6
Loisel, Stéphane
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Parast, Mahour Mellat
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Cheung, Ka Chun
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CEPR Discussion Papers
Insurance / Mathematics & economics
International journal of production economics
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Asia-Pacific journal of risk and insurance : APJRI
2
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Agricultural Finance Review
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Insurance: Mathematics and Economics
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International review of economics & finance : IREF
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Journal of demographic economics : JODE
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ECONIS (ZBW)
6
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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
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:
3
Hedging longevity
risk
under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
Saved in:
4
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:
5
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:
6
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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