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~isPartOf:"Insurance / Mathematics & economics"
~person:"Bloom, David E."
~person:"Deaton, Angus"
~person:"Li, Johnny Siu-Hang"
~source:"econis"
~subject:"Risk management"
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Search: subject_exact:"Langlebigkeit"
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12
Sterblichkeit
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8
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6
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Bloom, David E.
Deaton, Angus
Li, Johnny Siu-Hang
Sherris, Michael
5
Li, Jackie
2
Liu, Yanxin
2
MacMinn, Richard D.
2
Regis, Luca
2
Zhou, Kenneth Q.
2
Ai, Jing
1
Balasooriya, Uditha
1
Bensusan, Harry
1
Bertschi, Ljudmila
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1
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1
Chiu, Mei Choi
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1
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1
Dhaene, Jan
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Feng, Mingbin
1
Freimann, Arne
1
Fung, Man Chung
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Insurance / Mathematics & economics
Risks : open access journal
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
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Journal of demographic economics : JODE
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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
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