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~isPartOf:"Insurance / Mathematics & economics"
~person:"Bloom, David E."
~person:"Deaton, Angus"
~person:"Li, Johnny Siu-Hang"
~source:"econis"
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Search: subject_exact:"Langlebigkeit"
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Bloom, David E.
Deaton, Angus
Li, Johnny Siu-Hang
Haberman, Steven
14
Sherris, Michael
14
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6
Liu, Yanxin
6
Tsai, Cary Chi-Liang
6
Yang, Sharon S.
6
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4
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Insurance / Mathematics & economics
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Global demographic change : economic impacts and policy challenges ; a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 26 - 28, 2004
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Handbook of the economics of population aging ; Volume 1A
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1
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:
2
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:
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
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
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:
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:
7
It's all in the hidden states : a longevity hedging strategy with an explicit measure of population basis risk
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 301-319
Persistent link: https://www.econbiz.de/10011597305
Saved in:
8
A step-by-step guide to building two-population stochastic mortality models
Li, Johnny Siu-Hang
;
Zhou, Rui
;
Hardy, Mary
- In:
Insurance / Mathematics & economics
63
(
2015
),
pp. 121-134
Persistent link: https://www.econbiz.de/10011349845
Saved in:
9
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 135-150
Persistent link: https://www.econbiz.de/10011397966
Saved in:
10
Coherent mortality forecasting with generalized linear models : a modified time-transformation approach
Ahmadi, Seyed Saeed
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 194-221
Persistent link: https://www.econbiz.de/10010469134
Saved in:
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