Kenneth Q. Zhou

Available identifiers

zbMath Open zhou.kenneth-qMaRDI QIDQ1757604

List of research outcomes

Publication	Date of Publication	Type
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
Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know?	2021-04-28	Paper
Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes	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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Kenneth Q. Zhou