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~isPartOf:"The American economic review"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~person:"Li, Johnny Siu-hang"
~subject:"Mortality"
~subject:"Risk model"
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Li, Johnny Siu-hang
Blake, David
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The American economic review
The journal of risk and insurance : the journal of the American Risk and Insurance Association
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Pricing standardized mortality securitizations : a two-population model with transitory jump effects
Zhou, Rui
;
Li, Johnny Siu-hang
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 733-774
Persistent link: https://www.econbiz.de/10010127205
Saved in:
2
Canonical valuation of mortality-linked securities
Li, Johnny Siu-hang
;
Ng, Andrew Cheuk-yin
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
4
,
pp. 853-884
Persistent link: https://www.econbiz.de/10009407885
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