Author/Creator: Zhou, Kenneth Q. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Zhou, Kenneth Q.

1. A Bayesian Approach to Developing a Stochastic Mortality Model for China. (20th May 2019)

Authors:: Li, Johnny Siu-Hang; Zhou, Kenneth Q.; Zhu, Xiaobai; Chan, Wai-Sum; Chan, Felix Wai-Hon
Journal:: Journal of the Royal Statistical Society
Issue:: Volume 182:Number 4(2019)
Page Start:: 1523
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

2. A Bayesian approach to developing a stochastic mortality model for China. (20th May 2019)

Authors:: Li, Johnny Siu‐Hang; Zhou, Kenneth Q.; Zhu, Xiaobai; Chan, Wai‐Sum; Chan, Felix Wai‐Hon
Journal:: Journal of the Royal Statistical Society
Issue:: Volume 182:Number 4(2019)
Page Start:: 1523
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

3. Asymmetry in mortality volatility and its implications on index-based longevity hedging. (5th September 2020)

Authors:: Zhou, Kenneth Q.; Li, Johnny Siu-Hang
Journal:: Annals of actuarial science
Issue:: Volume 14:Number 2(2020)
Page Start:: 278
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

4. Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes. (18th February 2021)

Authors:: Li, Johnny Siu-Hang; Li, Jackie; Balasooriya, Uditha; Zhou, Kenneth Q.
Journal:: North American actuarial journal
Issue:: Volume 25(2021)Supplement 1
Page Start:: S341
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

5. Dynamic Longevity Hedging in the Presence of Population Basis Risk: A Feasibility Analysis From Technical and Economic Perspectives. (9th June 2016)

Authors:: Zhou, Kenneth Q.; Li, Johnny Siu‐Hang
Other Names:: Blake David guestEditor.; Morales Marco guestEditor.
Journal:: Journal of risk and insurance
Issue:: Volume 84(2017)Supplement 1
Page Start:: 417
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

6. Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know?. (18th February 2021)

Authors:: Zhou, Kenneth Q.; Li, Johnny Siu-Hang
Journal:: North American actuarial journal
Issue:: Volume 25(2021)Supplement 1
Page Start:: S66
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗

7. Socioeconomic differentials in mortality: implications on index-based longevity hedges. Issue 4 (21st April 2023)

Authors:: Lyu, Pintao; Li, Johnny Siu-Hang; Zhou, Kenneth Q.
Journal:: Scandinavian actuarial journal
Issue:: Volume 2023:Issue 4(2023)
Page Start:: 359
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗