Takip et
Hong Li
Hong Li
uoguelph.ca üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Coherent forecasting of mortality rates: A sparse vector-autoregression approach
H Li, Y Lu
ASTIN Bulletin: The Journal of the IAA 47 (2), 563-600, 2017
602017
Modeling and forecasting mortality with economic growth: a multipopulation approach
TJ Boonen, H Li
Demography 54 (5), 1921-1946, 2017
432017
The choice of sample size for mortality forecasting: A Bayesian learning approach
H Li, A De Waegenaere, B Melenberg
Insurance: Mathematics and Economics 63, 153-168, 2015
432015
A forecast reconciliation approach to cause-of-death mortality modeling
H Li, H Li, Y Lu, A Panagiotelis
Insurance: Mathematics and Economics 86, 122-133, 2019
392019
Modeling cause-of-death mortality using hierarchical Archimedean copula
H Li, Y Lu
Scandinavian Actuarial Journal 2019 (3), 247-272, 2019
342019
Optimizing the Lee-Carter approach in the presence of structural changes in time and age patterns of mortality improvements
H Li, JSH Li
Demography 54, 1073-1095, 2017
292017
A Bayesian non-parametric model for small population mortality
H Li, Y Lu
Scandinavian Actuarial Journal 2018 (7), 605-628, 2018
252018
Robust Mean–Variance Hedging of Longevity Risk
H Li, A De Waegenaere, B Melenberg
Journal of Risk and Insurance 84 (S1), 459-475, 2017
252017
Gompertz law revisited: Forecasting mortality with a multi-factor exponential model
H Li, KS Tan, S Tuljapurkar, W Zhu
Insurance: Mathematics and Economics 99, 268-281, 2021
202021
Mortality Forecasting with an Age-Coherent Sparse VAR Model
H Li, Y Shi
Risks 9 (2), 35, 2021
182021
Assessing the Effectiveness of the Actuaries Climate Index for Estimating the Impact of Extreme Weather on Crop Yield and Insurance Applications
Q Pan, L Porth, H Li
Sustainability 14 (11), 6916, 2022
172022
Forecasting mortality with international linkages: A global vector-autoregression approach
H Li, Y Shi
Insurance: Mathematics and Economics 100, 59-75, 2021
172021
Dynamic Hedging of Longevity Risk: the Effect of Trading Frequency
H Li
ASTIN Bulletin: The Journal of the IAA 48 (1), 197-232, 2018
172018
Improved index insurance design and yield estimation using a dynamic factor forecasting approach
H Li, L Porth, KS Tan, W Zhu
Insurance: Mathematics and Economics, 2020
142020
Robust estimates of insurance misrepresentation through kernel quantile regression mixtures
H Li, Q Song, J Su
Journal of Risk and Insurance 88 (3), 625-663, 2021
132021
Coherent mortality forecasting for less developed countries
H Li, Y Lu, P Lyu
Risks 9 (9), 151, 2021
122021
Optimal longevity risk transfer under asymmetric information
A Chen, H Li, MB Schultze
Economic Modelling 120, 106179, 2023
102023
Collective Longevity Swap: a Novel Longevity Risk Transfer Solution and Its Economic Pricing
A Chen, H Li, M Schultze
Journal of Economic Behavior & Organization 201, 227-249, 2022
102022
Mitigating Wildfire Losses via Insurance-Linked Securities: Modeling and Risk Management Perspectives
H Li, J Su
Journal of Risk and Insurance, 2023
92023
A new unique information share measure with applications on cross-listed Chinese banks
H Li, Y Shi
Journal of Banking & Finance 128, 106141, 2021
82021
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