Yan-Xin Liu

Available identifiers

Publication	Date of Publication	Type
Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach	2024-02-13	Paper
Generalized Delannoy matrices and their combinatorial properties	2023-03-09	Paper
Weighted Dyck paths with special restrictions on the levels of valleys	2022-03-15	Paper
Recent declines in life expectancy: implication on longevity risk hedging	2021-07-06	Paper
An Efficient Method for Mitigating Longevity Value-at-Risk	2021-04-28	Paper
The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty	2020-08-03	Paper
Smoothed Particle Hydrodynamics Simulation of Liquid Drop Impinging Hypoelastic Surfaces	2020-05-27	Paper
THE LOCALLY LINEAR CAIRNS–BLAKE–DOWD MODEL: A NOTE ON DELTA–NUGA HEDGING OF LONGEVITY RISK	2018-06-04	Paper
A strategy for hedging risks associated with period and cohort effects using q-forwards	2018-02-15	Paper
It's all in the hidden states: a longevity hedging strategy with an explicit measure of population basis risk	2016-12-13	Paper
The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds	2015-09-14	Paper
Microscopic study of band structures in \({}^{98-102}\text{Sr}\) and \({}^{100-104}\text{Zr}\) isotopes	2012-09-26	Paper
https://portal.mardi4nfdi.de/entity/Q3973802	1992-06-26	Paper

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