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Li, Johnny Siu-Hang
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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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/..
 
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