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~person:"Li, Johnny Siu-Hang"
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Search: subject:"Longevity risk"
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Mortality
9
Risikomodell
9
Risk model
9
Sterblichkeit
9
Hedging
5
Longevity risk
5
Risikomanagement
5
Risk management
5
Risiko
4
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4
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4
Theorie
4
Theory
4
Lebensversicherung
3
Life insurance
3
Verbriefung
3
Actuarial mathematics
2
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2
Hedging strategies
2
Longevity risk reduction
2
Mortality heat maps
2
Mortality improvement rates
2
Mortality indexes
2
Prognoseverfahren
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Stochastic mortality modeling
2
Versicherungsmathematik
2
longevity risk
2
Actuarial science
1
Aktienindex
1
Altersvorsorge
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Cairns-Blake-Dowd model
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Cairns–Blake–Dowd model
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Li, Johnny Siu-Hang
Sherris, Michael
34
Blake, David
14
Regis, Luca
13
Mitchell, Olivia S.
11
Li, Jackie
10
Horneff, Vanya
9
Maurer, Raimond
9
Weber, Frederik
9
Coppola, Mariarosaria
8
Hanewald, Katja
8
Luciano, Elisa
8
Cairns, Andrew
7
Chen, An
7
Alai, Daniel H.
6
Börger, Matthias
6
Devolder, Pierre
6
Haberman, Steven
6
Pitacco, Ermanno
6
Roy, Amlan
6
Sibillo, Marilena
6
Ungolo, Francesco
6
Zhou, Yuxin
6
Chan, Wai-Sum
5
D'Amato, Valeria
5
Dowd, Kevin
5
Heijdra, Ben J.
5
Li, Hong
5
Lin, Tzuling
5
Loisel, Stéphane
5
MacMinn, Richard D.
5
Mierau, Jochen O.
5
Milevsky, Moshe Arye
5
Olivieri, Annamaria
5
Orlando, Albina
5
Ruß, Jochen
5
Antolín, Pablo
4
Bauer, Daniel
4
Caliendo, Frank
4
Di Lorenzo, Emilia
4
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Insurance / Mathematics & economics
5
Asia-Pacific journal of risk and insurance : APJRI
1
Economic modelling
1
Finance research letters
1
Insurance: Mathematics and Economics
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
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ECONIS (ZBW)
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RePEc
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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
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
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:
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
Longevity
risk
-sharing annuities : partial indexation in mortality experience
Zhang, Saisai
;
Li, Johnny Siu-Hang
- In:
Asia-Pacific journal of risk and insurance : APJRI
11
(
2017
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011671164
Saved in:
6
A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
Wang, Zihe
;
Li, Johnny Siu-Hang
- In:
Finance research letters
16
(
2016
),
pp. 103-111
Persistent link: https://www.econbiz.de/10011655135
Saved in:
7
Towards a large and liquid longevity market : a graphical population basis risk metric
Chan, Wai-Sum
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
; …
- In:
The Geneva papers on risk and insurance - issues and …
41
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011657562
Saved in:
8
Modeling
longevity
risk
transfers as Nash bargaining problems : methodology and insights
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Tan, Ken Seng
- In:
Economic modelling
51
(
2015
),
pp. 460-472
Persistent link: https://www.econbiz.de/10011476126
Saved in:
9
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:
10
Parametric mortality indexes: From index construction to hedging strategies
Tan, Chong It
;
Li, Jackie
;
Li, Johnny Siu-Hang
; …
- In:
Insurance: Mathematics and Economics
59
(
2014
)
C
,
pp. 285-299
can be used to hedge
longevity
risk
exposures. Another contribution of this paper is a method called key K-duration that …
Persistent link: https://www.econbiz.de/10011116632
Saved in:
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