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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
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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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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
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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
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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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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
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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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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
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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
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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