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~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~person:"Li, Johnny Siu-hang"
~person:"MacMinn, Richard D."
~type:"article"
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Mortality and crisis mortality...
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Li, Johnny Siu-hang
MacMinn, Richard D.
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Insurance / Mathematics & economics
5
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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On the failure (success) of the markets for longevity risk transfer
MacMinn, Richard D.
;
Brockett, Patrick L.
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 299-317
Persistent link: https://www.econbiz.de/10011685163
Saved in:
2
Mortality
dependence and longevity bond pricing : a dynamic factor copula
mortality
model with the GAS structure
Chen, Hua
;
MacMinn, Richard D.
;
Sun, Tao
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 393-415
Persistent link: https://www.econbiz.de/10011685199
Saved in:
3
Hedging longevity risk in life settlements using biomedical research-backed obligations
MacMinn, Richard D.
;
Zhu, Nan
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 439-458
Persistent link: https://www.econbiz.de/10011685204
Saved in:
4
Canonical valuation of
mortality
-linked securities
Li, Johnny Siu-hang
;
Ng, Andrew Cheuk-yin
- In:
The journal of risk and insurance : the journal of the …
78
(
2011
)
4
,
pp. 853-884
Persistent link: https://www.econbiz.de/10009407885
Saved in:
5
Incorporating longevity risk and medical information into life settlement pricing
Brockett, Patrick L.
;
Chuang, Shuo-li
;
Deng, Yinglu
; …
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 799-825
Persistent link: https://www.econbiz.de/10010127203
Saved in:
6
Pricing standardized
mortality
securitizations : a two-population model with transitory jump effects
Zhou, Rui
;
Li, Johnny Siu-hang
;
Tan, Ken Seng
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 733-774
Persistent link: https://www.econbiz.de/10010127205
Saved in:
7
The new life market
Blake, David
;
Cairns, Andrew
;
Coughlan, Guy D.
;
Dowd, Kevin
- In:
The journal of risk and insurance : the journal of the …
80
(
2013
)
3
,
pp. 501-557
Persistent link: https://www.econbiz.de/10010127214
Saved in:
8
Longevity risk and capital markets
MacMinn, Richard D.
;
Brockett, Patrick L.
;
Blake, David
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
4
,
pp. 551-557
Persistent link: https://www.econbiz.de/10003402064
Saved in:
9
Longevity bonds : financial engineering, valuation, and hedging
Blake, David
;
Cairns, Andrew
;
Dowd, Kevin
;
MacMinn, …
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
4
,
pp. 647-672
Persistent link: https://www.econbiz.de/10003402082
Saved in:
10
Longevity/
mortality
risk modeling and securities pricing
Deng, Yinglu
;
Brockett, Patrick L.
;
MacMinn, Richard D.
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
3
,
pp. 697-721
Persistent link: https://www.econbiz.de/10009616230
Saved in:
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