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Li, Johnny Siu-Hang
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Online (104)
Mediatypes
Articles (Online) (89)
OpenAccess-fulltext (15)
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1
Modeling and management of cyber risk: a cross-disciplinary..:
He, Rong
;
Jin, Zhuo
;
Li, Johnny Siu-Hang
Annals of Actuarial Science. , 2024
Link:
https://doi.org/10.1017/..
?
2
An assessment of model risk in pricing wind derivatives:
Gracianti, Giovani
;
Zhou, Rui
;
Li, Johnny Siu-Hang
.
Annals of Actuarial Science. 17 (2023) 3 - p. 479-502 , 2023
Link:
https://doi.org/10.1017/..
?
3
Disentangling Trend Risk and Basis Risk with Functional Tim..:
Liu, Yanxin
;
Li, Johnny Siu-Hang
Risks. 11 (2023) 12 - p. 208 , 2023
Link:
https://doi.org/10.3390/..
?
4
Rotation in age patterns of mortality decline: statistical ..:
Li, Johnny Siu-Hang
;
Kim, Joseph H.T.
Probability in the Engineering and Informational Sciences. 37 (2023) 2 - p. 621-652 , 2023
Link:
https://doi.org/10.1017/..
?
5
The impact of long memory in mortality differentials on ind..:
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
Journal of Demographic Economics. 89 (2023) 3 - p. 533-552 , 2023
Link:
https://doi.org/10.1017/..
?
6
Hedging longevity risk under non-Gaussian state-space stoch..:
Li, Johnny Siu-Hang
;
Liu, Yanxin
;
Chan, Wai-Sum
Insurance: Mathematics and Economics. 113 (2023) - p. 96-121 , 2023
Link:
https://doi.org/10.1016/..
?
7
A changing climate for actuarial science:
Boudreault, Mathieu
;
Clacher, Iain
;
Li, Johnny Siu-Hang
..
Annals of Actuarial Science. 17 (2023) 3 - p. 415-419 , 2023
Link:
https://doi.org/10.1017/..
?
8
A multi-parameter-level model for simulating future mortali..:
Zhou, Rui
;
Li, Johnny Siu-Hang
Annals of Actuarial Science. 16 (2022) 3 - p. 453-477 , 2022
Link:
https://doi.org/10.1017/..
?
9
Green nested simulation via likelihood ratio: Applications ..:
Feng, Ben Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
Insurance: Mathematics and Economics. 106 (2022) - p. 285-301 , 2022
Link:
https://doi.org/10.1016/..
?
10
Managing the risk of mortality shocks:
Dacorogna, Michel
;
Feng, Runhuan
;
Li, Johnny Siu-Hang
.
Annals of Actuarial Science. 16 (2022) 3 - p. 425-427 , 2022
Link:
https://doi.org/10.1017/..
?
11
Socioeconomic differentials in mortality: implications on i..:
Lyu, Pintao
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
Scandinavian Actuarial Journal. , 2022
Link:
https://doi.org/10.1080/..
?
12
Recent declines in life expectancy: Implication on longevit..:
Li, Johnny Siu-Hang
;
Liu, Yanxin
Insurance: Mathematics and Economics. 99 (2021) - p. 376-394 , 2021
Link:
https://doi.org/10.1016/..
?
13
The heat wave model for constructing two-dimensional mortal..:
Li, Johnny Siu-Hang
;
Liu, Yanxin
Insurance: Mathematics and Economics. 93 (2020) - p. 1-26 , 2020
Link:
https://doi.org/10.1016/..
?
14
The Impact of Model Uncertainty on Index-Based Longevity He..:
Balasooriya, Uditha
;
Li, Johnny Siu-Hang
;
Li, Jackie
Risks. 8 (2020) 3 - p. 80 , 2020
Link:
https://doi.org/10.3390/..
?
15
Asymmetry in mortality volatility and its implications on i..:
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
Annals of Actuarial Science. 14 (2020) 2 - p. 278-301 , 2020
Link:
https://doi.org/10.1017/..
1-15