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Economic pricing of mortality-linked securities : a tâtonnement approach
Zhou, Rui; Li, Johnny Siu-Hang; Tan, Ken Seng - In: The journal of risk and insurance : the journal of the … 82 (2015) 1, pp. 65-95
Persistent link: https://www.econbiz.de/10011392967
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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
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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
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Insurance premium calculation using credibility analysis : an example from livestock mortality insurance
Pai, Jeffrey; Boyd, Milton; Porth, Lysa - In: The journal of risk and insurance : the journal of the … 82 (2015) 2, pp. 341-357
Persistent link: https://www.econbiz.de/10011392994
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A portfolio optimization approach using combinatorics with a genetic algorithm for developing a reinsurance model
Porth, Lysa; Pai, Jeffrey; Boyd, Milton - In: The journal of risk and insurance : the journal of the … 82 (2015) 3, pp. 687-713
Persistent link: https://www.econbiz.de/10011373180
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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/10010171194
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On pricing and hedging the no-negative-equity guarantee in equity release mechanisms
Li, Johnny Siu-hang; Hardy, Mary Rosalyn; Tan, Ken Seng - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 499-522
Persistent link: https://www.econbiz.de/10003981550
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Canonical valuation of mortality-linked securities
Li, Johnny Siu-hang; Ng, Andrew Cheuk-yin - In: The journal of risk and insurance : the journal of the … 78 (2011) 4, pp. 853-884
Persistent link: https://www.econbiz.de/10009407885
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Dynamic longevity hedging in the presence of population basis risk : a feasibility analysis from technical and economic perspectives
Zhou, Kenneth Q.; Siu-Hang Li, Johnny - In: The journal of risk and insurance : the journal of the … 84 (2017), pp. 417-437
Persistent link: https://www.econbiz.de/10011685202