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~person:"Li, Johnny Siu-Hang"
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Search: subject_exact:"Risk management"
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Risikomanagement
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Li, Johnny Siu-Hang
Ivanov, Dmitry
50
Dolgui, Alexandre
22
Li, Jianping
17
Gatzert, Nadine
15
Wang, Ruodu
15
Acharya, Viral V.
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Choi, Tsan-Ming
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Hammoudeh, Shawkat
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Parast, Mahour Mellat
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11
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Kouvelis, Panos
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Mirakhor, Abbas
11
Sokolov, Boris
11
Tan, Ken Seng
11
Antón, Jesús
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Durst, Susanne
10
Eling, Martin
10
Gaudenzi, Barbara
10
Gleißner, Werner
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Govindan, Kannan
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Gupta, Aparna
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Hassan, M. Kabir
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Kimura, Shingo
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Liu, Shan
10
Olson, David L.
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Righi, Marcelo Brutti
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Wieczorek-Kosmala, Monika
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Boonen, Tim J.
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Insurance / Mathematics & economics
4
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
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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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
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:
7
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:
8
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:
9
Longevity risk-sharing annuities : partial indexation in mortality experience
Zhang, Saisai
;
Li, Johnny Siu-Hang
- In:
Asia-Pacific journal of risk and insurance : APJRI
11
(
2017
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011671164
Saved in:
10
Towards a large and liquid longevity market : a graphical population basis risk metric
Chan, Wai-Sum
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
; …
- In:
The Geneva papers on risk and insurance - issues and …
41
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011657562
Saved in:
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