The following pages link to Jackie Li (Q2303992):
Displaying 14 items.
- On the optimal hedge ratio in index-based longevity risk hedging (Q2303994) (← links)
- Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk (Q2347055) (← links)
- Optimal relativities and transition rules of a bonus-malus system (Q2347115) (← links)
- On the effectiveness of natural hedging for insurance companies and pension plans (Q2347119) (← links)
- Parametric mortality indexes: from index construction to hedging strategies (Q2514628) (← links)
- SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES (Q4562942) (← links)
- Cohort extensions of the Poisson common factor model for modelling both genders jointly (Q4576959) (← links)
- Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes (Q4987105) (← links)
- Market pricing of longevity-linked securities (Q5003359) (← links)
- A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE (Q5152542) (← links)
- The CBD Mortality Indexes: Modeling and Applications (Q5742658) (← links)
- A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages (Q5742672) (← links)
- A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes (Q5743532) (← links)
- Dispersion modelling of mortality for both sexes with Tweedie distributions (Q5865318) (← links)