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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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Dynamic optimal reinsurance and dividend payout in finite time horizon
Guan, Chonghu; Xu, Zuo Quan; Zhou, Rui - In: Mathematics of operations research 48 (2023) 1, pp. 544-568
Persistent link: https://www.econbiz.de/10014312571
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A stochastic programming model with endogenous uncertainty for selecting supplier development programs to proactively mitigate supplier risk
Zhou, Rui; Bhuiyan, Tanveer Hossain; Medal, Hugh R.; … - In: Omega : the international journal of management science 107 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10014304665
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Hedging longevity risk under non-Gaussian state-space stochastic mortality models : a mean-variance-skewness-kurtosis approach
Li, Johnny Siu-Hang; Liu, Yanxin; Chan, Wai-Sum - In: Insurance / Mathematics & economics 113 (2023), pp. 96-121
Persistent link: https://www.econbiz.de/10014466206
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Pricing and hedging variable annuity guarantees with multiasset stochastic investment models
Cheuk-yin Ng, Andrew; Siu-hang Li, Johnny - In: North American actuarial journal 17 (2013) 1, pp. 41-62
Persistent link: https://www.econbiz.de/10010259822