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Mortality
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Li, Johnny Siu-Hang
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14
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12
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11
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10
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9
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9
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9
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7
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ECONIS (ZBW)
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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
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132
Option pricing under GARCH models with Hansen's skewed-t distributed innovations
Liu, Yanxin
;
Siu-Hang Li, Johnny
;
Ng, Andrew Cheuk-Yin
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 108-125
Persistent link: https://www.econbiz.de/10011511067
Saved in:
133
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
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