Xiaoming Liu

Available identifiers

zbMath Open liu.xiaoming.1MaRDI QIDQ492632

List of research outcomes

Publication	Date of Publication	Type
Markov Aging Process and Phase-Type Law of Mortality	2022-01-10	Paper
The Mathematical Mechanism of Biological Aging	2021-04-28	Paper
Risk measurement of a guaranteed annuity option under a stochastic modelling framework	2021-02-19	Paper
Annuity Uncertainty with Stochastic Mortality and Interest Rates	2019-05-15	Paper
Physiological Age, Health Costs, and Their Interrelation	2018-10-22	Paper
A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach	2016-06-10	Paper
Pricing a guaranteed annuity option under correlated and regime-switching risk factors	2016-01-15	Paper
Mortality modelling with regime-switching for the valuation of a guaranteed annuity option	2015-08-20	Paper
A comonotonicity-based valuation method for guaranteed annuity options	2014-04-30	Paper
A subordinated Markov model for stochastic mortality	2013-08-05	Paper
An application of comonotonicity theory in a stochastic life annuity framework	2011-08-01	Paper

Research outcomes over time

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