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~person:"Li, Johnny Siu-hang"
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Li, Johnny Siu-hang
Li, Johnny Siu-Hang
63
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
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9
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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
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3
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Ng, Andrew Cheuk-yin
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Siu-Hang Li, Johnny
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Li, Johnny Siu‐Hang
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2
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2
Ning, Dengyun
2
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
International review of financial analysis
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
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ECONIS (ZBW)
8
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1
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:
2
Economic pricing of mortality-linked securities in the presence of population basis risk
Zhou, Rui
;
Li, Johnny Siu-hang
;
Tan, Ken Seng
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 544-566
Persistent link: https://www.econbiz.de/10009503510
Saved in:
3
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
Saved in:
4
On the calibration of mortality forward curves
Li, Johnny Siu-hang
;
Ng, Andrew Cheuk-yin
;
Chan, Wai-Sum
- In:
The journal of futures markets
31
(
2011
)
10
,
pp. 947-970
Persistent link: https://www.econbiz.de/10009355756
Saved in:
5
A semi-Markov multiple state model of reverse mortgage terminations
Ji, Min
;
Hardy, Mary Rosalyn
;
Li, Johnny Siu-hang
- In:
Annals of actuarial science : publ. by the Institute of …
6
(
2012
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10009625597
Saved in:
6
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
Saved in:
7
Pricing options on stocks denominated in different currencies : theory and illustrations
Ng, Andrew C. Y.
;
Li, Johnny Siu-hang
;
Chan, Wai-Sum
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 339-354
Persistent link: https://www.econbiz.de/10010365762
Saved in:
8
Modeling investment guarantees in Japan : a risk-neutral GARCH approach
Ng, Andrew Cheuk-yin
;
Li, Johnny Siu-hang
;
Chan, Wai-Sum
- In:
International review of financial analysis
20
(
2011
)
1
,
pp. 20-26
Persistent link: https://www.econbiz.de/10009295928
Saved in:
9
A semi-Markov multiple state model of reverse mortgage terminations
Ji, Min
;
Hardy, Mary
;
Li, Johnny Siu-hang
- In:
Annals of actuarial science : publ. by the Institute of …
6
(
2012
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10010029185
Saved in:
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