Edit Profile (opens in new tab) Zhou, Kenneth Q. Compute Distance To: Compute Author ID: 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 Co-Authors 0 single-authored 3 Li, Johnny Siu-Hang 2 Portnoy, Stephen L. 1 Balasooriya, Uditha 1 Li, Jackie Ji Serials 2 North American Actuarial Journal 1 The Annals of Statistics 1 Insurance Mathematics & Economics 1 Journal of Nonparametric Statistics Fields 4 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications 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 0853.62040Zhou, Kenneth Q.; Portnoy, Stephen L. 13 1996 Statistical inference on heteroscedastic models based on regression quantiles. Zbl 0911.62059Zhou, 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 1419.91390Zhou, Kenneth Q.; Li, Johnny Siu-Hang 4 2019 Longevity Greeks: what do insurers and capital market investors need to know? Zbl 1465.91099Zhou, Kenneth Q.; Li, Johnny Siu-Hang 1 2021 Constructing out-of-the-money longevity hedges using parametric mortality indexes. Zbl 1461.91250Li, 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 1465.91099Zhou, Kenneth Q.; Li, Johnny Siu-Hang 1 2021 Constructing out-of-the-money longevity hedges using parametric mortality indexes. Zbl 1461.91250Li, 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 1419.91390Zhou, Kenneth Q.; Li, Johnny Siu-Hang 4 2019 Statistical inference on heteroscedastic models based on regression quantiles. Zbl 0911.62059Zhou, Kenneth Q.; Portnoy, Stephen L. 6 1998 Direct use of regression quantiles to construct confidence sets in linear models. Zbl 0853.62040Zhou, Kenneth Q.; Portnoy, Stephen L. 13 1996 all cited Publications top 5 cited Publications all top 5 Cited by 37 Authors 2 Portnoy, Stephen L. 1 Balasooriya, Uditha 1 Blake, David 1 Börger, Matthias 1 Bradic, Jelena 1 Cade, Brian S. 1 Cairns, Andrew J. G. 1 Dette, Holger 1 Ellis, Steven P. 1 Escanciano, Juan Carlos 1 Fan, Yanqin 1 Freimann, Arne 1 Galvao, Antonio F. jun. 1 Giloni, Avi 1 Guo, Jiaqi 1 Knight, Keith 1 Kudryavtsev, Andrey A. 1 Li, Jackie Ji 1 Li, Johnny Siu-Hang 1 Liu, Ruixuan 1 Merhi Bleik, Josephine 1 Mielke, Paul W. jun. 1 Neocleous, Tereza 1 Richards, Jon D. 1 Ronchetti, Elvezio M. 1 Ruß, Jochen 1 Sabolová, Radka 1 Sengupta, Bhaskar 1 Simonoff, Jeffrey S. 1 Tan, Ken Seng 1 Volgushev, Stanislav 1 Wagener, Jens 1 Weng, Chengguo 1 Zhang, Jinggong 1 Zhao, Quanshui 1 Zhou, Kenneth Q. 1 Zuo, Yijun all top 5 Cited in 15 Serials 3 Insurance Mathematics & Economics 2 The Canadian Journal of Statistics 2 Journal of Econometrics 2 Electronic Journal of Statistics 1 Metrika 1 The Annals of Statistics 1 Journal of the American Statistical Association 1 Journal of Multivariate Analysis 1 Statistics & Probability Letters 1 Statistical Science 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 North American Actuarial Journal 1 Journal of Probability and Statistics all top 5 Cited in 7 Fields 17 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 General and overarching topics; collections (00-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Citations by Year