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isPartOf:"The handbook of insurance-linked securities"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Liu, Yanxin"
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Longevity risk
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3
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Life insurance
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Liu, Yanxin
Cheung, Eric C. K.
8
Chi, Yichun
7
Denuit, Michel
7
Gatzert, Nadine
7
Landriault, David
7
Sherris, Michael
7
Li, Johnny Siu-Hang
6
Trufin, Julien
6
Willmot, Gordon E.
6
Young, Virginia R.
6
Yang, Sharon S.
5
Boxma, Onno
4
Cheung, Ka Chun
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Dickson, David C. M.
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Feng, Runhuan
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Loisel, Stéphane
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Tan, Ken Seng
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Yang, Hailiang
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Asimit, Alexandru V.
3
Bohnert, Alexander
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Boonen, Tim J.
3
Cai, Jun
3
Cairns, Andrew
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Chen, An
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Chen, Yiqing
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De Waegenaere, Anja
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Devolder, Pierre
3
Frostig, Esther
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Ghossoub, Mario
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Haberman, Steven
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Hainaut, Donatien
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Jang, Jiwook
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Lefevre, Claude
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Li, Bin
3
Li, Shuanming
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Liang, Xiaoqing
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Lin, Tzuling
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Lu, ZhiYi
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Malinovskii, Vsevolod K.
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The handbook of insurance-linked securities
Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
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
Saved in:
2
Recent declines in life expectancy : implication on longevity risk hedging
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 376-394
Persistent link: https://www.econbiz.de/10012649240
Saved in:
3
The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
Li, Johnny Siu-Hang
;
Liu, Yanxin
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012294047
Saved in:
4
A strategy for hedging risks associated with period and cohort effects using q-forwards
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 267-285
Persistent link: https://www.econbiz.de/10011825291
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