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~person:"Li, Johnny Siu-Hang"
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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
Saved in:
2
The locally linear cairns-blake-dowd model : a note on delta–nuga hedging of longevity risk
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 79-151
Persistent link: https://www.econbiz.de/10011670855
Saved in:
3
It's all in the hidden states : a longevity hedging strategy with an explicit measure of population basis risk
Liu, Yanxin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 301-319
Persistent link: https://www.econbiz.de/10011597305
Saved in:
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