Xiaoming Liu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Markov aging process and phase-type law of mortality North American Actuarial Journal	2022-01-10	Paper
The mathematical mechanism of biological aging North American Actuarial Journal	2021-04-28	Paper
Risk measurement of a guaranteed annuity option under a stochastic modelling framework Mathematics and Computers in Simulation	2021-02-19	Paper
Annuity uncertainty with stochastic mortality and interest rates North American Actuarial Journal	2019-05-15	Paper
Physiological age, health costs, and their interrelation North American Actuarial Journal	2018-10-22	Paper
A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach Stochastics	2016-06-10	Paper
Pricing a guaranteed annuity option under correlated and regime-switching risk factors European Actuarial Journal	2016-01-15	Paper
Mortality modelling with regime-switching for the valuation of a guaranteed annuity option Insurance Mathematics & Economics	2015-08-20	Paper
A comonotonicity-based valuation method for guaranteed annuity options Journal of Computational and Applied Mathematics	2014-04-30	Paper
A subordinated Markov model for stochastic mortality European Actuarial Journal	2013-08-05	Paper
An application of comonotonicity theory in a stochastic life annuity framework Insurance Mathematics & Economics	2011-08-01	Paper

Research outcomes over time

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