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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Li, Johnny Siu-Hang"
~subject:"Portfolio-Management"
~subject:"Risiko"
~subject:"Risk model"
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Risiko
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3
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Li, Johnny Siu-Hang
Mao, Tiantian
6
Cossette, Hélène
5
Dhaene, Jan
5
Hammoudeh, Shawkat
5
Tan, Ken Seng
5
Cai, Jun
4
Laeven, Roger J. A.
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Marceau, Etienne
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Sherris, Michael
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Guillén, Montserrat
3
Hu, Taizhong
3
Kang, Sang Hoon
3
Ling, Chengxiu
3
McAleer, Michael
3
Mensi, Walid
3
Shevchenko, Pavel V.
3
Svindland, Gregor
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Badescu, Alexandru M.
2
Balbás de la Corte, Alejandro
2
Balbás, Beatriz
2
Chen Zhou
2
Cox, Samuel H.
2
Cui, Wei
2
Feng, Runhuan
2
Haberman, Steven
2
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Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
Risks : open access journal
2
Asia-Pacific journal of risk and insurance : APJRI
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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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
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:
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:
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