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~isPartOf:"Insurance / Mathematics & economics"
~person:"Li, Johnny Siu-Hang"
~person:"Zhu, Xiaoqian"
~subject:"Bankrisiko"
~subject:"Risikomanagement"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
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Bankrisiko
Risikomanagement
Risikomaß
Hedging
5
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5
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Li, Johnny Siu-Hang
Zhu, Xiaoqian
Cossette, Hélène
7
Mao, Tiantian
6
Dhaene, Jan
5
Feng, Runhuan
5
Gatzert, Nadine
5
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Chen Zhou
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Eckert, Christian
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Eling, Martin
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Feng, Mingbin
2
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Insurance / Mathematics & economics
The journal of operational risk
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Review of quantitative finance and accounting
2
Risks : open access journal
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Asia-Pacific journal of risk and insurance : APJRI
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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ECONIS (ZBW)
5
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1
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:
2
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:
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
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
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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