Kamu erişimi zorunlu olan makaleler - Johnny LiDaha fazla bilgi edinin
Hiçbir yerde sunulmuyor: 17
A step-by-step guide to building two-population stochastic mortality models
JSH Li, R Zhou, M Hardy
Insurance: Mathematics and Economics 63, 121-134, 2015
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds
Y Liu, JSH Li
Insurance: Mathematics and Economics 64, 135-150, 2015
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
Z Wang, JSH Li
Finance Research Letters 16, 103-111, 2016
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea
JHT Kim, JSH Li
Emerging Markets Review 30, 133-154, 2017
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
A Bayesian approach to developing a stochastic mortality model for China
JSH Li, KQ Zhou, X Zhu, WS Chan, FWH Chan
Journal of the Royal Statistical Society Series A: Statistics in Society 182 …, 2019
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Longevity Greeks: What do insurers and capital market investors need to know?
KQ Zhou, JSH Li
North American Actuarial Journal 25 (sup1), S66-S96, 2021
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
It’s all in the hidden states: A longevity hedging strategy with an explicit measure of population basis risk
Y Liu, JSH Li
Insurance: Mathematics and Economics 70, 301-319, 2016
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights
R Zhou, JSH Li, KS Tan
Economic Modelling 51, 460-472, 2015
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression
JSH Li, ACY Ng, WS Chan
International Review of Economics & Finance 40, 217-230, 2015
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada, Research Grants …
Towards a large and liquid longevity market: A graphical population basis risk metric
WS Chan, JSH Li, KQ Zhou, R Zhou
The Geneva Papers on Risk and Insurance-Issues and Practice 41, 118-127, 2016
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada, Research Grants …
Pricing options on stocks denominated in different currencies: Theory and illustrations
ACY Ng, JSH Li, WS Chan
The North American Journal of Economics and Finance 26, 339-354, 2013
Zorunlu olanlar: Research Grants Council, Hong Kong
Hedging crop yield with exchange-traded weather derivatives
R Zhou, JSH Li, J Pai
Agricultural Finance Review 76 (1), 172-186, 2016
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Asymmetry in mortality volatility and its implications on index-based longevity hedging
KQ Zhou, JSH Li
Annals of Actuarial Science 14 (2), 278-301, 2020
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Socioeconomic differentials in mortality: Implications on index-based longevity hedges
P Lyu, JSH Li, KQ Zhou
Scandinavian Actuarial Journal 2023 (4), 359-387, 2023
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Longevity risk-sharing annuities: Partial indexation in mortality experience
S Zhang, JSH Li
Asia-Pacific Journal of Risk and Insurance 11 (1), 20160023, 2017
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Green nested simulation via likelihood ratio: Applications to longevity risk management
BM Feng, JSH Li, KQ Zhou
Insurance: Mathematics and Economics 106, 285-301, 2022
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Rotation in age patterns of mortality decline: statistical evidence and modeling
JSH Li, JHT Kim
Probability in the Engineering and Informational Sciences 37 (2), 621-652, 2023
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Bir yerde sunuluyor: 9
Dynamic longevity hedging in the presence of population basis risk: A feasibility analysis from technical and economic perspectives
KQ Zhou, JSH Li
Journal of Risk and Insurance 84 (S1), 417-437, 2017
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
The locally linear Cairns–Blake–Dowd model: a note on delta–nuga hedging of longevity risk
Y Liu, JSH Li
ASTIN Bulletin: The Journal of the IAA 47 (1), 79-151, 2017
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
An efficient method for mitigating longevity value-at-risk
Y Liu, JSH Li
North American Actuarial Journal 25 (sup1), S309-S340, 2021
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
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