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~person:"Li, Johnny Siu-Hang"
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Mortality
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Li, Johnny Siu-Hang
Nijkamp, Peter
1,259
Frey, Bruno S.
1,228
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940
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910
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878
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629
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Batabyal, Amitrajeet A.
586
List, John A.
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575
Schneider, Friedrich
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Caporale, Guglielmo Maria
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Shubik, Martin
513
Rausser, Gordon C.
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485
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Insurance / Mathematics & economics
17
Insurance: Mathematics and Economics
6
The North American Journal of Economics and Finance
2
International review of economics & finance : IREF
1
Journal of demographic economics : JODE
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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ECONIS (ZBW)
16
RePEc
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OLC EcoSci
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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
The impact of long memory in mortality differentials on index-based longevity hedges
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Journal of demographic economics : JODE
89
(
2023
)
3
,
pp. 533-552
Persistent link: https://www.econbiz.de/10014365103
Saved in:
7
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:
8
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:
9
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:
10
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:
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