Johnny Li
University of Waterloo
H-index: 26
North America-Canada
Top articles of Johnny Li
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Rotation in age patterns of mortality decline: statistical evidence and modeling | Probability in the Engineering and Informational Sciences | Johnny Siu-Hang Li Joseph HT Kim | 2023/4 |
Hedging longevity risk under non-Gaussian state-space stochastic mortality models: A mean-variance-skewness-kurtosis approach | Insurance: Mathematics and Economics | Johnny Siu-Hang Li Yanxin Liu Wai-Sum Chan | 2023/11/1 |
The impact of long memory in mortality differentials on index-based longevity hedges | Journal of Demographic Economics | Kenneth Q Zhou Johnny Siu-Hang Li | 2023/9 |
Socioeconomic differentials in mortality: implications on index-based longevity hedges | Scandinavian Actuarial Journal | Pintao Lyu Johnny Siu-Hang Li Kenneth Q Zhou | 2023/4/21 |
A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects | Annals of Actuarial Science | Rui Zhou Johnny Siu-Hang Li | 2022/11 |
Green nested simulation via likelihood ratio: Applications to longevity risk management | Insurance: Mathematics and Economics | Ben Mingbin Feng Johnny Siu-Hang Li Kenneth Q Zhou | 2022/9/1 |
An efficient method for mitigating longevity value-at-risk | North American Actuarial Journal | Yanxin Liu Johnny Siu-Hang Li | 2021/2/18 |
Longevity Greeks: what do insurers and capital market investors need to know? | North American Actuarial Journal | Kenneth Q Zhou Johnny Siu-Hang Li | 2021/2/18 |
Constructing out-of-the-money longevity hedges using parametric mortality indexes | North American Actuarial Journal | Johnny Siu-Hang Li Jackie Li Uditha Balasooriya Kenneth Q Zhou | 2021/2/18 |
Personal Injury Tables Singapore 2021: Tables for the Calculation of Damages | Wai-Sum Chan Felix WH Chan JSH Li | 2021 | |
The boundary of the market for biosecurity risk | Risk Analysis | Gary Stoneham Susan M Hester Johnny Siu‐Hang Li Rui Zhou Atibhav Chaudhry | 2021/8 |
Recent declines in life expectancy: Implication on longevity risk hedging | Insurance: Mathematics and Economics | Johnny Siu-Hang Li Yanxin Liu | 2021/7/1 |
The impact of model uncertainty on index-based longevity hedging and measurement of longevity basis risk | Risks | Uditha Balasooriya Johnny Siu-Hang Li Jackie Li | 2020/9 |
The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty | Insurance: Mathematics and Economics | Johnny Siu-Hang Li Yanxin Liu | 2020/7/1 |
Drivers of mortality dynamics: Identifying age/period/cohort components of historical US mortality improvements | North American Actuarial Journal | Johnny S-H Li Rui Zhou Yanxin Liu George Graziani R Dale Hall | 2020/4/2 |
How Much Is a Leg Worth in Hong Kong? Proposal for Reforming Personal Injury Compensation | Hong Kong LJ | Felix WH Chan Wai Sum Chan Johnny SH Li | 2020 |
Asymmetry in mortality volatility and its implications on index-based longevity hedging | Annals of Actuarial Science | Kenneth Q Zhou Johnny Siu-Hang Li | 2020/9 |
