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~person:"Chan, Wai-Sum"
~person:"Melʹnikov, Aleksandr V."
~type_genre:"Aufsatz in Zeitschrift"
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Actuarial mathematics
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Chan, Wai-Sum
Melʹnikov, Aleksandr V.
Dickson, David C. M.
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5
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Insurance / Mathematics & economics
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Risk and decision analysis
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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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
Singapore's life program : actuarial framework, longevity risk and impact of annuity fund return
Kwong, Koon-Shing
;
Tse, Yiu Kuen
;
Chan, Wai-Sum
- In:
The Singapore economic review : journal of the Economic …
66
(
2021
)
5
,
pp. 1355-1371
Persistent link: https://www.econbiz.de/10012664102
Saved in:
3
Actuarial modeling and analysis of the Hong Kong life annuity scheme
Kwong, Koon-Shing
;
Chan, Wai-Sum
;
Li, Johnny Siu-Hang
- In:
Asia-Pacific journal of risk and insurance : APJRI
14
(
2020
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10012197096
Saved in:
4
Quantile hedging in models with dividends and application to equity-linked life insurance contracts
Glazyrina, Anna
;
Melʹnikov, Aleksandr V.
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10012240110
Saved in:
5
Polynomial extensions of distributions and their applications in actuarial and financial modeling
Li, Hao
;
Melʹnikov, Aleksandr V.
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 250-260
Persistent link: https://www.econbiz.de/10010366169
Saved in:
6
Efficient hedging for equity-linked life insurance contracts with stochastic interest rate
Melʹnikov, Aleksandr V.
;
Tong, Shuo
- In:
Risk and decision analysis
4
(
2013
)
3
,
pp. 207-223
Persistent link: https://www.econbiz.de/10010190153
Saved in:
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