The following pages link to Kenneth Q. Zhou (Q1757604):
Displayed 9 items.
- Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk (Q1757605) (← links)
- Direct use of regression quantiles to construct confidence sets in linear models (Q1922407) (← links)
- Stochastic mortality dynamics driven by mixed fractional Brownian motion (Q2172043) (← links)
- Green nested simulation via likelihood ratio: applications to longevity risk management (Q2172053) (← links)
- Statistical inference on heteroscedastic models based on regression quantiles (Q4222481) (← links)
- Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know? (Q4987090) (← links)
- Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
- Socioeconomic differentials in mortality: implications on index-based longevity hedges (Q6156008) (← links)
- Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach (Q6173890) (← links)