Kenneth Q. Zhou

Available identifiers

Publication	Date of Publication	Type
A Bayesian approach to developing a stochastic mortality model for China	2025-01-22	Paper
Spatial natural hedging: a general framework with application to the mortality of U.S. states	2025-01-03	Paper
Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach	2023-07-13	Paper
Socioeconomic differentials in mortality: implications on index-based longevity hedges	2023-06-09	Paper
Stochastic mortality dynamics driven by mixed fractional Brownian motion	2022-09-14	Paper
Green nested simulation via likelihood ratio: applications to longevity risk management	2022-09-14	Paper
Constructing out-of-the-money longevity hedges using parametric mortality indexes	2021-04-28	Paper
Longevity Greeks: what do insurers and capital market investors need to know?	2021-04-28	Paper
Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk	2019-01-15	Paper
Statistical inference on heteroscedastic models based on regression quantiles	1999-03-14	Paper
Direct use of regression quantiles to construct confidence sets in linear models	1997-01-07	Paper

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