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~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
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Cheuk‐Yin Ng, Andrew
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Li, Johnny Siu‐Hang
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Insurance / Mathematics & economics
18
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
7
Insurance: Mathematics and Economics
6
North American actuarial journal
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
4
Journal of Risk & Insurance
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Journal of banking & finance
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
3
Asia-Pacific Journal of Risk and Insurance
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Asia-Pacific journal of risk and insurance : APJRI
2
Astin bulletin : the journal of the International Actuarial Association
2
International review of financial analysis
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Risks : open access journal
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
2
The European journal of finance
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The North American Journal of Economics and Finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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Journal of the Royal Statistical Society: Series A (Statistics in Society)
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Personalwirtschaft : Magazin für Human Resources
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Risks
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Scandinavian actuarial journal
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The Geneva Papers on Risk and Insurance - Issues and Practice
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ECONIS (ZBW)
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1
Dynamic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives
Zhou, Kenneth Q.
;
Siu-Hang Li, Johnny
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 417-437
Persistent link: https://www.econbiz.de/10011685202
Saved in:
2
Semicoherent multipopulation mortality modeling : the impact on longevity risk securitization
Li, Johnny Siu-Hang
;
Chan, Wai-Sum
;
Zhou, Rui
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 1025-1065
Persistent link: https://www.econbiz.de/10011749253
Saved in:
3
Economic pricing of mortality-linked securities : a tâtonnement approach
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
82
(
2015
)
1
,
pp. 65-95
Persistent link: https://www.econbiz.de/10011392967
Saved in:
4
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:
5
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
Saved in:
6
Canonical Valuation of Mortality‐Linked Securities
Siu‐Hang Li, Johnny
;
Cheuk‐Yin Ng, Andrew
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
4
,
pp. 853-885
Persistent link: https://www.econbiz.de/10009802897
Saved in:
7
On pricing and hedging the no-negative-equity guarantee in equity release mechanisms
Li, Johnny Siu-hang
;
Hardy, Mary Rosalyn
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
2
,
pp. 499-522
Persistent link: https://www.econbiz.de/10003981550
Saved in:
8
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/10010171194
Saved in:
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