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~subject:"Forecasting model"
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Search: person:"Hang Li"
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Forecasting model
Mortality
40
Sterblichkeit
40
Hedging
21
Theorie
19
Theory
19
Risikomanagement
17
Risk management
17
Risikomodell
16
Risk model
16
Risiko
12
Risk
12
Prognoseverfahren
9
Lebensversicherung
7
Life insurance
7
Derivat
6
Derivative
6
Option pricing theory
6
Optionspreistheorie
6
Estimation
5
Longevity risk
5
Schätzung
5
Securitization
5
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Simulation
4
Verbriefung
4
Actuarial mathematics
3
Forecast
3
Greece
3
Griechenland
3
Hypothek
3
Index-based longevity hedges
3
Mortgage
3
Private Altersvorsorge
3
Private retirement provision
3
Prognose
3
Risikomaß
3
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1
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Article
9
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9
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9
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English
9
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Li, Johnny Siu-Hang
7
Zhou, Rui
4
Chan, Wai-Sum
3
Liu, Yanxin
2
Ahmadi, Seyed Saeed
1
Hardy, Mary
1
Li, Johnny Siu-hang
1
Rui, Zhou
1
Siu-Hang Li, Johnny
1
Tan, Ken Seng
1
Zhou, Kenneth Q.
1
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Insurance / Mathematics & economics
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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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1
A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects
Rui, Zhou
;
Li, Johnny Siu-Hang
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
3
,
pp. 453-477
Persistent link: https://www.econbiz.de/10013469916
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Time-simultaneous prediction bands : a new look at the uncertainty involved in forecasting mortality
Siu-Hang Li, Johnny
;
Chan, Wai-Sum
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 81-88
Persistent link: https://www.econbiz.de/10009157439
Saved in:
7
Coherent mortality forecasting with generalized linear models : a modified time-transformation approach
Ahmadi, Seyed Saeed
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 194-221
Persistent link: https://www.econbiz.de/10010469134
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/10010127205
Saved in:
9
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:
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