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On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms
On Pricing and Hedging the No-Negative-Equity-Gaurantee in Equity Release Mechanisms This is an abstract ...- Authors: Ken Seng Tan, Mary Hardy, Siu-Hang Li
- Date: Nov 2008
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The Lee-Carter Model for Forecasting Mortality Revisited
The Lee-Carter Model for Forecasting Mortality Revisited The abstract for the paper The Lee-Carter Model ...- Authors: Wai Chan, Siu-Hang Li
- Date: Jan 2005
- Competency: External Forces & Industry Knowledge
- Topics: Experience Studies & Data>Mortality
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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 on ... on Pricing Longevity Index Swaps This is the abstract for the presentation on pricing longevity index ...- Authors: Siu-Hang Li, Rui Zhou
- Date: Jul 2010
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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
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An approach to valuing guaranteed minimum income benefit riders
riders Claymore Marshall and David Saunder University of Waterloo Abstract: This research considers an ... available in the U.S. market. A GMIB is a rider offered on a variable annuity that guarantees the policyholder ...- Authors: Siu-Hang Li, David Saunder
- Date: Nov 2008