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Li, Johnny Siu-Hang
6
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3
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3
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3
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2
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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OLC EcoSci
ECONIS (ZBW)
91
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9
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3
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1
Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk
Zhou, Rui
;
Li, Johnny Siu-Hang
;
Tan, Ken Seng
- In:
The Geneva papers on risk and insurance - issues and …
36
(
2011
)
4
,
pp. 544-566
Persistent link: https://www.econbiz.de/10009798310
Saved in:
2
A cautionary note on pricing longevity index swaps
Zhou, Rui
;
Li, Johnny Siu-Hang
- In:
Scandinavian actuarial journal : Actuarial Society of …
2013
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010069865
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3
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/10010171194
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4
On the nth stop-loss transform order of ruin probability
Cheng, Yu
;
Pai, Jeffrey S.
- In:
Insurance / Mathematics & economics
32
(
2003
)
1
,
pp. 51-60
Persistent link: https://www.econbiz.de/10006891303
Saved in:
5
Bayesian analysis of compound loss distributions
Pai, Jeffrey S.
- In:
Journal of econometrics
79
(
1997
)
1
,
pp. 129-146
Persistent link: https://www.econbiz.de/10006792628
Saved in:
6
A decision framework for optimal crop reinsurance selection
Pai, Jeffrey S.
;
Boyd, Milton S.
- In:
China agricultural economic review : publ. in …
2
(
2010
)
2
,
pp. 148-166
Persistent link: https://www.econbiz.de/10009920183
Saved in:
7
CPO plots for ARMA model selection
Polasek, Wolfgang
;
Pai, Jeffrey
- In:
Central European journal of operations research : CEJOR …
12
(
2004
)
2
,
pp. 211-219
Persistent link: https://www.econbiz.de/10006018461
Saved in:
8
Livestock mortality insurance : development and challenges
Boyd, Milton
;
Pai, Jeffrey
;
Porth, Lysa
- In:
Agricultural finance review
73
(
2013
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10010185230
Saved in:
9
Factors affecting crop insurance purchases in China : the Inner Mongolia region
Boyd, Milton
;
Pai, Jeffrey
;
Zhang, Qiao
;
Wang, H. Holly
; …
- In:
China agricultural economic review : publ. in …
3
(
2011
)
4
,
pp. 441-450
Persistent link: https://www.econbiz.de/10010006777
Saved in:
10
Valuing variable annuity guarantees with the multivariate Esscher transform
Ng, Andrew Cheuk-Yin
;
Li, Johnny Siu-Hang
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 393-401
Persistent link: https://www.econbiz.de/10009807366
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