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~person:"Li, Johnny Siu-Hang"
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Mortality
32
Sterblichkeit
32
Hedging
18
Risikomanagement
14
Risikomodell
14
Risk management
14
Risk model
14
Theorie
14
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Derivat
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Greece
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Index-based longevity hedges
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q-forwards
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A posteriori rating
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Altersvorsorge
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research-article
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Li, Johnny Siu-Hang
Zhou, Rui
33
Pai, Jeffrey
26
Chan, Wai-Sum
15
Boyd, Milton
14
Liu, Yanxin
12
Tan, Ken Seng
11
Rui, Zhou
10
Zhou, Kenneth Q.
10
Ji, Min
9
Li, Johnny Siu-hang
9
Pai, Jeffrey S.
9
Porth, Lysa
9
Li, Jackie
8
Balasooriya, Uditha
7
Ng, Andrew Cheuk-Yin
7
Zhang, Qiao
6
Wang, Ke
5
Polasek, Wolfgang
4
Ravishanker, Nalini
4
Tan, Chong It
4
Boyd, Milton S.
3
Hardy, Mary Rosalyn
3
Ng, Andrew Cheuk-yin
3
Siu-Hang Li, Johnny
3
Wang, H. Holly
3
Ahmadi, Seyed Saeed
2
Cheng, Yu
2
Feng, Qingchen
2
Hardy, Mary
2
Holly Wang, H.
2
Kozumi, Hideo
2
Li, Johnny Siu‐Hang
2
Lin, Jia
2
Ng, Andrew C.Y.
2
Ning, Dengyun
2
Palomar, Daniel
2
Xing, Guangyu
2
Zhang, Wan
2
Bhuiyan, Tanveer Hossain
1
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Insurance / Mathematics & economics
17
Insurance: Mathematics and Economics
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
4
North American actuarial journal
3
Agricultural Finance Review
2
Asia-Pacific journal of risk and insurance : APJRI
2
Journal of Risk & Insurance
2
Risks : open access journal
2
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
The North American Journal of Economics and Finance
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
Agricultural finance review
1
Asia-Pacific Journal of Risk and Insurance
1
Astin bulletin : the journal of the International Actuarial Association
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Economic modelling
1
Finance research letters
1
International Review of Financial Analysis
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of demographic economics : JODE
1
Risks
1
Scandinavian actuarial journal
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
The Geneva Papers on Risk and Insurance - Issues and Practice
1
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ECONIS (ZBW)
41
RePEc
12
OLC EcoSci
6
Other ZBW resources
3
EconStor
1
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1
Hedging crop yield with exchange-traded weather derivatives
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Pai, Jeffrey
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 172-186
Persistent link: https://www.econbiz.de/10011696358
Saved in:
2
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
Saved in:
3
Modeling period effects in multi-population mortality models : applications to Solvency II
Zhou, Rui
;
Wang, Yujiao
;
Kaufhold, Kai
;
Li, Johnny Siu-Hang
- In:
North American actuarial journal
18
(
2014
)
1
,
pp. 150-167
Persistent link: https://www.econbiz.de/10011339014
Saved in:
4
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:
5
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:
6
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:
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
A changing climate for actuarial science : editorial
Boudreault, Mathieu
;
Clacher, Iain
;
Li, Johnny Siu-Hang
; …
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 415-419
Persistent link: https://www.econbiz.de/10014436771
Saved in:
9
An assessment of model risk in pricing wind derivatives
Gracianti, Giovani
;
Rui, Zhou
;
Li, Johnny Siu-Hang
;
Wu, …
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
3
,
pp. 479-502
Persistent link: https://www.econbiz.de/10014436785
Saved in:
10
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
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