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Johnny Siu-Hang Li
Information about the author Johnny Siu-Hang Li will soon be added to the site.
Found
3 papers
in total
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Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization
2017
Multipopulation mortality models play an important role in longevity risk transfers...
Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis From Technical and Economic Perspectives
2017
In this article, we study the feasibility of dynamic longevity hedging with...
Economic Pricing of Mortality-Linked Securities: A Tâtonnement Approach
2015
In previous research on pricing mortality‐linked securities, the...
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