Narrow search
Showing 1 - 10 of 184
Cover Image
Modeling longevity risk transfers as Nash bargaining problems : methodology and insights
Zhou, Rui; Li, Johnny Siu-Hang; Ken Seng Tan - In: Economic modelling 51 (2015), pp. 460-472
Persistent link: https://www.econbiz.de/10011476126
Cover Image
Economic pricing of mortality-linked securities : a tâtonnement approach
Zhou, Rui; Li, Johnny Siu-Hang; Ken Seng Tan - In: The journal of risk and insurance : the journal of the … 82 (2015) 1, pp. 65-95
Persistent link: https://www.econbiz.de/10011392967
Cover Image
Modeling period effects in multi-population mortality models : applications to Solvency II
Zhou, Rui; Wang, Yujiao; Kaufhold, Kai; Li, Johnny Siu-Hang - In: North American actuarial journal 18 (2014) 1, pp. 150-167
Persistent link: https://www.econbiz.de/10011339014
Cover Image
Economic pricing of mortality-linked securities in the presence of population basis risk
Zhou, Rui; Li, Johnny Siu-hang; Ken Seng Tan - In: The Geneva papers on risk and insurance - issues and … 36 (2011) 4, pp. 544-566
Persistent link: https://www.econbiz.de/10009503510
Cover Image
On pricing and hedging the no-negative-equity guarantee in equity release mechanisms
Li, Johnny Siu-hang; Hardy, Mary Rosalyn; Ken Seng Tan - In: The journal of risk and insurance : the journal of the … 77 (2010) 2, pp. 499-522
Persistent link: https://www.econbiz.de/10003981550
Cover Image
A changing climate for actuarial science : editorial
Boudreault, Mathieu; Clacher, Iain; Li, Johnny Siu-Hang; … - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 415-419
Persistent link: https://www.econbiz.de/10014436771
Cover Image
An assessment of model risk in pricing wind derivatives
Gracianti, Giovani; Rui, Zhou; Li, Johnny Siu-Hang; Wu, … - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 479-502
Persistent link: https://www.econbiz.de/10014436785
Cover Image
A step-by-step guide to building two-population stochastic mortality models
Li, Johnny Siu-Hang; Zhou, Rui; Hardy, Mary - In: Insurance / Mathematics & economics 63 (2015), pp. 121-134
Persistent link: https://www.econbiz.de/10011349845
Cover Image
Hedging crop yield with exchange-traded weather derivatives
Zhou, Rui; Li, Johnny Siu-Hang; Pai, Jeffrey - In: Agricultural finance review 76 (2016) 1, pp. 172-186
Persistent link: https://www.econbiz.de/10011696358
Cover Image
Semicoherent multipopulation mortality modeling : the impact on longevity risk securitization
Li, Johnny Siu-Hang; Chan, Wai-Sum; Zhou, Rui - In: The journal of risk and insurance : the journal of the … 84 (2017) 3, pp. 1025-1065
Persistent link: https://www.econbiz.de/10011749253