Li Johnny Siu-Hang

Johnny Siu-Hang Li

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Found 3 papers in total
Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization
2017
Multipopulation mortality models play an important role in longevity risk transfers...
Economic Pricing of Mortality-Linked Securities: A Tâtonnement Approach
2015
In previous research on pricing mortality‐linked securities, the...
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