Cox, Samuel H.; Lin, Yijia; Liu, Sheen Optimal longevity risk transfer and investment strategies. (English) Zbl 1465.91093 N. Am. Actuar. J. 25, Suppl. 1, S40-S65 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDF BibTeX XML Cite \textit{S. H. Cox} et al., N. Am. Actuar. J. 25, S40--S65 (2021; Zbl 1465.91093) Full Text: DOI OpenURL
Lin, Yijia; Tan, Ken Seng; Tian, Ruilin; Yu, Jifeng Downside risk management of a defined benefit plan considering longevity basis risk. (English) Zbl 1412.91048 N. Am. Actuar. J. 18, No. 1, 68-86 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{Y. Lin} et al., N. Am. Actuar. J. 18, No. 1, 68--86 (2014; Zbl 1412.91048) Full Text: DOI OpenURL
Milidonis, Andreas; Lin, Yijia; Cox, Samuel H. Mortality regimes and pricing. (English) Zbl 1228.91043 N. Am. Actuar. J. 15, No. 2, 266-289 (2011). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{A. Milidonis} et al., N. Am. Actuar. J. 15, No. 2, 266--289 (2011; Zbl 1228.91043) Full Text: DOI OpenURL
Tian, Ruilin; Cox, Samuel H.; Lin, Yijia; Zuluaga, Luis F. Portfolio risk management with CVaR-like constraints. (English) Zbl 1219.91132 N. Am. Actuar. J. 14, No. 1, 86-106 (2010). MSC: 91G10 91B30 90C90 91G50 PDF BibTeX XML Cite \textit{R. Tian} et al., N. Am. Actuar. J. 14, No. 1, 86--106 (2010; Zbl 1219.91132) Full Text: DOI OpenURL
Cox, Samuel H.; Lin, Yijia Natural hedging of life and annuity mortality risks. (English) Zbl 1480.91196 N. Am. Actuar. J. 11, No. 3, 1-15 (2007). MSC: 91G05 91G20 PDF BibTeX XML Cite \textit{S. H. Cox} and \textit{Y. Lin}, N. Am. Actuar. J. 11, No. 3, 1--15 (2007; Zbl 1480.91196) Full Text: DOI OpenURL