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Author ID: zhou.kenneth-q Recent zbMATH articles by "Zhou, Kenneth Q."
Published as: Zhou, Kenneth Q.
Documents Indexed: 5 Publications since 1996
Co-Authors: 4 Co-Authors with 5 Joint Publications
77 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

5 Publications have been cited 25 times in 20 Documents Cited by Year
Direct use of regression quantiles to construct confidence sets in linear models. Zbl 0853.62040
Zhou, Kenneth Q.; Portnoy, Stephen L.
13
1996
Statistical inference on heteroscedastic models based on regression quantiles. Zbl 0911.62059
Zhou, Kenneth Q.; Portnoy, Stephen L.
6
1998
Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk. Zbl 1419.91390
Zhou, Kenneth Q.; Li, Johnny Siu-Hang
4
2019
Longevity Greeks: what do insurers and capital market investors need to know? Zbl 1465.91099
Zhou, Kenneth Q.; Li, Johnny Siu-Hang
1
2021
Constructing out-of-the-money longevity hedges using parametric mortality indexes. Zbl 1461.91250
Li, Johnny Siu-Hang; Li, Jackie; Balasooriya, Uditha; Zhou, Kenneth Q.
1
2021
Longevity Greeks: what do insurers and capital market investors need to know? Zbl 1465.91099
Zhou, Kenneth Q.; Li, Johnny Siu-Hang
1
2021
Constructing out-of-the-money longevity hedges using parametric mortality indexes. Zbl 1461.91250
Li, Johnny Siu-Hang; Li, Jackie; Balasooriya, Uditha; Zhou, Kenneth Q.
1
2021
Delta-hedging longevity risk under the M7-M5 model: the impact of cohort effect uncertainty and population basis risk. Zbl 1419.91390
Zhou, Kenneth Q.; Li, Johnny Siu-Hang
4
2019
Statistical inference on heteroscedastic models based on regression quantiles. Zbl 0911.62059
Zhou, Kenneth Q.; Portnoy, Stephen L.
6
1998
Direct use of regression quantiles to construct confidence sets in linear models. Zbl 0853.62040
Zhou, Kenneth Q.; Portnoy, Stephen L.
13
1996

Citations by Year