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subject:"Risiko"
subject:"Welt"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Li, Johnny Siu-Hang"
~subject:"Cohort analysis"
~subject:"Portfolio-Management"
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Li, Johnny Siu-Hang
Mao, Tiantian
6
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Wang, Ruodu
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Chen Zhou
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Insurance / Mathematics & economics
Risks : open access journal
2
Asia-Pacific journal of risk and insurance : APJRI
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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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:
2
Delta-hedging longevity risk under the M7-M5 model : the impact of cohort effect uncertainty and population basis risk
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011990427
Saved in:
3
Parametric mortality indexes : from index construction to hedging strategies
Tan, Chong It
;
Li, Jackie
;
Li, Johnny Siu-Hang
; …
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 285-299
Persistent link: https://www.econbiz.de/10010469993
Saved in:
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