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~accessRights:"restricted"
~person:"Li, Johnny Siu-Hang"
~subject:"Portfolio selection"
~subject:"Risk management"
~subject:"United States"
~subject:"World"
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Li, Johnny Siu-Hang
Ivanov, Dmitry
56
Dolgui, Alexandre
22
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19
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17
Powers, Michael R.
16
Wang, Ruodu
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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1
Asia-Pacific journal of risk and insurance : APJRI
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1
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:
2
An efficient method for mitigating longevity value-at-risk
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S309-S340
Persistent link: https://www.econbiz.de/10012440440
Saved in:
3
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:
4
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:
5
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:
6
Improving risk sharing and borrower incentives in mortgage design
Mei, Yuchen
;
Boyle, Phelim P.
;
Li, Johnny Siu-Hang
- In:
North American actuarial journal : NAAJ ; leading the …
23
(
2019
)
4
,
pp. 485-511
Persistent link: https://www.econbiz.de/10012180642
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
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:
9
Managing the risk of mortality shocks : editorial
Dacorogna, Michel M.
;
Feng, Runhuan
;
Li, Johnny Siu-Hang
; …
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
3
,
pp. 425-427
Persistent link: https://www.econbiz.de/10013469909
Saved in:
10
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:
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