Yan-Xin 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
Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach Insurance Mathematics & Economics	2024-02-13	Paper
Generalized Delannoy matrices and their combinatorial properties Graphs and Combinatorics	2023-03-09	Paper
Weighted Dyck paths with special restrictions on the levels of valleys Graphs and Combinatorics	2022-03-15	Paper
Recent declines in life expectancy: implication on longevity risk hedging Insurance Mathematics & Economics	2021-07-06	Paper
An efficient method for mitigating longevity value-at-risk North American Actuarial Journal	2021-04-28	Paper
The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty Insurance Mathematics & Economics	2020-08-03	Paper
Smoothed Particle Hydrodynamics Simulation of Liquid Drop Impinging Hypoelastic Surfaces International Journal of Computational Methods	2020-05-27	Paper
The locally linear Cairns-Blake-Dowd model: a note on delta-nuga hedging of longevity risk ASTIN Bulletin	2018-06-04	Paper
A strategy for hedging risks associated with period and cohort effects using q-forwards Insurance Mathematics & Economics	2018-02-15	Paper
It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk Insurance Mathematics & Economics	2016-12-13	Paper
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds Insurance Mathematics & Economics	2015-09-14	Paper
Microscopic study of band structures in \({}^{98-102}\text{Sr}\) and \({}^{100-104}\text{Zr}\) isotopes Communications in Theoretical Physics	2012-09-26	Paper
scientific article; zbMATH DE number 17108 (Why is no real title available?)	1992-06-26	Paper

Research outcomes over time

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