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~isPartOf:"Insurance / Mathematics & economics"
~person:"Li, Johnny Siu-Hang"
~subject:"Bankrisiko"
~subject:"Derivative"
~subject:"Kreditrisiko"
~subject:"Sterblichkeit"
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Bankrisiko
Derivative
Kreditrisiko
Sterblichkeit
Hedging
5
Mortality
5
Risikomanagement
5
Risk management
5
Risikomodell
3
Risk model
3
Longevity risk
2
Risiko
2
Risk
2
Aktienindex
1
Cairns-Blake-Dowd model
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Cohort analysis
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Cohort effect
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Delta hedging
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Estimation
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Index-based longevity hedges
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Life insurance
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Likelihood ratio method
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Longevity hedging strategies
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Longevity risk reduction
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Model M7
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Mortality heat maps
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Mortality improvement rates
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Mortality indexes
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Li, Johnny Siu-Hang
Sherris, Michael
5
Gatzert, Nadine
3
Li, Jackie
2
Liu, Yanxin
2
MacMinn, Richard D.
2
Martin, Michael
2
Regis, Luca
2
Zhou, Kenneth Q.
2
Ai, Jing
1
Asimit, Alexandru V.
1
Badescu, Alexandru M.
1
Balasooriya, Uditha
1
Bensusan, Harry
1
Bernhardt, Thomas
1
Bertschi, Ljudmila
1
Boonen, Tim J.
1
Borgonovo, Emanuele
1
Boyer, Martin
1
Bravo, Jorge Miguel Ventura
1
Brechmann, Eike C.
1
Brockett, Patrick L.
1
Budhi Arta Surya
1
Börger, Matthias
1
Cai, Jun
1
Carbonneau, Alexandre
1
Chen, Hua
1
Cheung, Ka Chun
1
Chi, Yichun
1
Chiu, Mei Choi
1
Cox, Samuel H.
1
Czado, Claudia
1
Deng, Chao
1
Deng, Yingchun
1
Denuit, Michel
1
Dhaene, Jan
1
Donnelly, Catherine
1
Eckert, Christian
1
Eckert, Johanna
1
El Karoui, Nicole
1
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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
1
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
Saved in:
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