Li, Johnny Siu-Hang; Li, Jackie; Balasooriya, Uditha; Zhou, Kenneth Q. Constructing out-of-the-money longevity hedges using parametric mortality indexes. (English) Zbl 1461.91250 N. Am. Actuar. J. 25, Suppl. 1, S341-S372 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. S. H. Li} et al., N. Am. Actuar. J. 25, S341--S372 (2021; Zbl 1461.91250) Full Text: DOI OpenURL
Kogure, Atsuyuki; Li, Jackie; Kamiya, Shinichi A Bayesian multivariate risk-neutral method for pricing reverse mortgages. (English) Zbl 1412.91047 N. Am. Actuar. J. 18, No. 1, 242-257 (2014). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{A. Kogure} et al., N. Am. Actuar. J. 18, No. 1, 242--257 (2014; Zbl 1412.91047) Full Text: DOI OpenURL
Chan, Wai-Sum; Li, Johnny Siu-Hang; Li, Jackie The CBD mortality indexes: modeling and applications. (English) Zbl 1412.91037 N. Am. Actuar. J. 18, No. 1, 38-58 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{W.-S. Chan} et al., N. Am. Actuar. J. 18, No. 1, 38--58 (2014; Zbl 1412.91037) Full Text: DOI OpenURL