| Dynamic longevity hedging in the presence of population basis risk: A feasibility analysis from technical and economic perspectives KQ Zhou, JSH Li Journal of Risk and Insurance 84 (S1), 417-437, 2017 | 33 | 2017 |
| A Bayesian approach to developing a stochastic mortality model for China JSH Li, KQ Zhou, X Zhu, WS Chan, FWH Chan Journal of the Royal Statistical Society Series A: Statistics in Society 182 …, 2019 | 19 | 2019 |
| Longevity Greeks: What do insurers and capital market investors need to know? KQ Zhou, JSH Li North American Actuarial Journal 25 (sup1), S66-S96, 2021 | 17 | 2021 |
| Constructing out-of-the-money longevity hedges using parametric mortality indexes JSH Li, J Li, U Balasooriya, KQ Zhou North American Actuarial Journal 25 (sup1), S341-S372, 2021 | 13 | 2021 |
| Stochastic mortality dynamics driven by mixed fractional Brownian motion H Zhou, KQ Zhou, X Li Insurance: Mathematics and Economics 106, 218-238, 2022 | 11 | 2022 |
| Towards a large and liquid longevity market: A graphical population basis risk metric WS Chan, JSH Li, KQ Zhou, R Zhou The Geneva Papers on Risk and Insurance-Issues and Practice 41, 118-127, 2016 | 9 | 2016 |
| Asymmetry in mortality volatility and its implications on index-based longevity hedging KQ Zhou, JSH Li Annals of Actuarial Science 14 (2), 278-301, 2020 | 7 | 2020 |
| Delta-hedging longevity risk under the M7–M5 model: the impact of cohort effect uncertainty and population basis risk KQ Zhou, JSH Li Insurance: Mathematics and Economics 84, 1-21, 2019 | 7 | 2019 |
| Socioeconomic differentials in mortality: Implications on index-based longevity hedges P Lyu, JSH Li, KQ Zhou Scandinavian Actuarial Journal 2023 (4), 359-387, 2023 | 6 | 2023 |
| Smooth projection of mortality improvement rates: a Bayesian two-dimensional spline approach X Zhu, KQ Zhou European Actuarial Journal 13 (1), 277-305, 2023 | 4 | 2023 |
| On Risk Management of Mortality and Longevity Capital Requirement: A Predictive Simulation Approach S Yang, KQ Zhou Risks 11 (12), 206, 2023 | 2 | 2023 |
| The impact of long memory in mortality differentials on index-based longevity hedges KQ Zhou, JSH Li Journal of Demographic Economics 89 (3), 533-552, 2023 | 2 | 2023 |
| Learning from COVID-19: A Catastrophe Mortality Bond Solution in the Post-Pandemic Era Z Chen, H Li, Y Mao, KQ Zhou Seminars at Peking University, Tsinghua University, Renmin University of …, 2023 | 2 | 2023 |
| Green nested simulation via likelihood ratio: Applications to longevity risk management BM Feng, JSH Li, KQ Zhou Insurance: Mathematics and Economics 106, 285-301, 2022 | 2 | 2022 |
| A Bayesian Approach to Discrimination-free Insurance Pricing LJ Gabric, S Zhou, KQ Zhou Available at SSRN 4785927, 2024 | 1 | 2024 |
| Bringing parametric mortality indexes to practice: a generalized CBD model with stochastic socioeconomic differentials in mortality improvements KQ Zhou, JSH Li, P Lyu The Geneva Papers on Risk and Insurance-Issues and Practice 49 (2), 295-319, 2024 | 1 | 2024 |
| Mitigating Financial Impact of Pandemics: A Collaborative Pandemic Bond Approach Z Chen, H Li, Y Mao, K Zhou Mitigating Financial Impact of Pandemics: A Collaborative Pandemic Bond …, 2023 | 1 | 2023 |
| The Impact of Longevity Annuity Provision on Retirement Income Planning for Canadians—A Modified General Endogenous Grid Method R Zhou, JSH Li, K Q. Zhou North American Actuarial Journal, 1-38, 2024 | | 2024 |
| A new paradigm of mortality modeling via individual vitality dynamics X Zhu, KQ Zhou, Z Wang arXiv preprint arXiv:2407.15388, 2024 | | 2024 |
| Spatial natural hedging: a general framework with application to the mortality of US states K Cupido, P Jevtić, L Regis, KQ Zhou Scandinavian Actuarial Journal, 1-29, 2024 | | 2024 |