Concepedia

Gao Huan

GH

Statistics

Publications

4

Citations

86

H-Index

4

Active since

2013

Affiliations

Western University(Current)

Gao Huan is an author at Western University specializing in business, option pricing, and finance.

Top concepts

FinanceBusinessOption PricingInsuranceAsset PricingEconomicsRisk ManagementLong-term Care InsuranceStatisticsEngineering

Publications per year

2013–2015

4

Publications

4

A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach

Xiaoming Liu, Rogemar Mamon, Gao Huan · Stochastics · 2014 · 31 citations

Engineering, Financial Risk Management, Risk Metric +19

A comonotonicity-based valuation method for guaranteed annuity options

Xiaoming Liu, Rogemar Mamon, Gao Huan · Journal of Computational and Applied Mathematics · 2013 · 20 citations

Option Pricing, Asset Pricing, Guaranteed Annuity Options +4

Mortality modelling with regime-switching for the valuation of a guaranteed annuity option

Gao Huan, Rogemar Mamon, Xiaoming Liu et al. · Insurance Mathematics and Economics · 2015 · 19 citations

Economics, Option Pricing, Guaranteed Annuity Option +9

Pricing a guaranteed annuity option under correlated and regime-switching risk factors

Gao Huan, Rogemar Mamon, Xiaoming Liu · European Actuarial Journal · 2015 · 16 citations

Option Pricing, Asset Pricing, Guaranteed Annuity Option +7

1–4 of 4