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A Cautionary Note on Pricing Longevity Index Swaps
A Cautionary Note on Pricing Longevity Index Swaps In December 2007, Goldman Sachs launched a product ... analysis of this brand new financial innovation. First of all, the presentation sets up a risk-neutral ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
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A Cautionary Note on Pricing Longevity Index Swaps
A Cautionary Note on Pricing Longevity Index Swaps This is the abstract for the presentation ... Cautionary Note on Pricing Longevity Index Swaps This is the abstract for the presentation on pricing longevity ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2010
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Components of Historical Mortality Improvement Volume 2 − Mortality Rate Modeling and Conclusions
Components of Historical Mortality Improvement Volume 2 − Mortality Rate Modeling and Conclusions This ... documents modeling work and compares the decomposition results from the two routes described in Volume 1 ...- Authors: Society of Actuaries, Yanxin Liu, Rui Zhou, Siu-Hang Li
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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Components of Historical Mortality Improvement Volume 1 — Background and Mortality Improvement Rate Modeling
Components of Historical Mortality Improvement Volume 1 — Background and Mortality Improvement Rate Modeling ...- Authors: Society of Actuaries, Siu-Hang Li, Rui Zhou, Yanxin Liu
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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Pricing Weather Derivatives Using Maximum Entropy Principle
Zhou3 1 University of Manitoba, Canada; Jeffrey.Pai@umanitoba.ca 2 University of Waterloo, Canada; ... University of Manitoba, Canada; rui.zhou@ad.umanitoba.ca A fundamental question in the study of weather ...- Authors: Siu-Hang Li, Rui Zhou, Jeffrey S Pai
- Date: Feb 2014