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~accessRights:"restricted"
~language:"eng"
~language:"spa"
~person:"Li, Johnny Siu-Hang"
~subject:"Risk management"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Übersichtsarbeit"
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Risk management
Hedging
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5
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5
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2
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2
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2
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Aufsatz in Zeitschrift
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Li, Johnny Siu-Hang
Boonen, Tim J.
6
Ivanov, Dmitry
6
Parast, Mahour Mellat
6
Cossette, Hélène
5
Hammoudeh, Shawkat
5
Marceau, Etienne
5
Al-Yahyaee, Khamis Hamed
4
Botzen, W. J. Wouter
4
Broll, Udo
4
Finger, Robert
4
Gatzert, Nadine
4
Govindan, Kannan
4
Li, Jianping
4
Mensi, Walid
4
Mishra, Ashok K.
4
Tan, Ken Seng
4
Zhu, Xiaoqian
4
Allen, David E.
3
Barker, Kash
3
Bouri, Elie
3
Cai, Jun
3
Chi, Yichun
3
Denuit, Michel
3
Dhaene, Jan
3
Feng, Runhuan
3
Furman, Edward
3
Galeotti, Marcello
3
Ghossoub, Mario
3
Guillén, Montserrat
3
Haensly, Paul J.
3
Hassan, M. Kabir
3
Kang, Sang Hoon
3
Kumar, Sameer
3
Laeven, Roger J. A.
3
Li, Xin
3
Mao, Tiantian
3
McAleer, Michael
3
Müller, Fernanda Maria
3
Ouyang, Ruolan
3
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Insurance / Mathematics & economics
4
Journal of demographic economics : JODE
1
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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
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:
3
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:
4
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:
5
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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