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Quantification and Management of Longevity Risk in China
adapting the work of Zhou and Li (2017), produce a dynamic hedging strategy that is compatible with the demographic ... longevity risk in China. Section 4 presents the dynamic longevity hedging strategy we consider. Section ...- Authors: Siu-Hang Li, Wai Chan, Kenneth Zhou
- Date: Oct 2020
- Competency: External Forces & Industry Knowledge
- Topics: Demography
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Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
Risk: Approximations to Survivor Functions and Dynamic Hedging. Insurance: Mathematics and Economics, ... Dahl, M., Glar, S., and Møller, T. (2011). Mixed Dynamic and Static Risk-Minimization With an Appli- cation ...- Authors: Kenneth Zhou, Siu-Hang Li
- Date: Jul 2017
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Demography>Longevity; Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Risk management