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~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science"
~person:"Zhou, Kenneth Q."
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Hedging
3
Mortality
3
Sterblichkeit
3
Risikomanagement
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2
Cohort analysis
1
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Delta hedging
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Zhou, Kenneth Q.
Li, Johnny Siu-Hang
9
Lin, Tzuling
4
Liu, Yanxin
4
MacMinn, Richard D.
4
Sherris, Michael
4
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3
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3
Li, Jackie
3
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2
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1
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Insurance / Mathematics & economics
Journal of international money and finance
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Journal of demographic economics : JODE
1
Scandinavian actuarial journal
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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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ECONIS (ZBW)
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1
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
2
Constructing out-of-the-money longevity hedges using parametric mortality indexes
Li, Johnny Siu-Hang
;
Li, Jackie
;
Balasooriya, Uditha
; …
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S341-S372
Persistent link: https://www.econbiz.de/10012440445
Saved in:
3
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:
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