Concepedia
Statistics
Publications
33
Citations
1.2K
H-Index
20
Active since
2009
Affiliations
University of Waterloo(Current)
Chinese University of Hong Kong
Actua
University of Manitoba
The University of Melbourne
Johnny Siu‐Hang Li is an author at University of Waterloo specializing in finance, business, and economics.
Top concepts
FinanceBusinessEconomicsManagementStatisticsAsset PricingLongevityEngineeringRisk ManagementPublic Health
Publications per year
2009–2022
Uncertainty in Mortality Forecasting: An Extension to the Classical Lee-Carter Approach
Johnny Siu‐Hang Li, Mary R. Hardy, Ken Seng Tan · Astin Bulletin · 2009 · 156 citations
Forecasting Methodology, Engineering, Mortality Rates +20
On Pricing and Hedging the No-Negative-Equity Guarantee in Equity Release Mechanisms
Johnny Siu‐Hang Li, Mary R. Hardy, Ken Seng Tan · Journal of Risk & Insurance · 2009 · 83 citations · Full text
Empirical Finance, Economics, Financial Economics +15
Structural Changes in the Lee-Carter Mortality Indexes
Johnny Siu‐Hang Li, Wai‐Sum Chan, Siu Hung Cheung · North American Actuarial Journal · 2011 · 78 citations
Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II
Rui Zhou, Yujiao Wang, Kai Kaufhold et al. · North American Actuarial Journal · 2014 · 75 citations
Engineering, Population Science, Population Dynamic +19
A Semi-Markov Multiple State Model for Reverse Mortgage Terminations
Min Ji, Mary R. Hardy, Johnny Siu‐Hang Li · Annals of Actuarial Science · 2012 · 73 citations
Abstract Reverse Mortgages, Reverse Mortgage Guarantee, Management +10
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