Man Chung Fung

Systematic mortality risk: An analysis of guaranteed lifetime withdrawal benefits in variable annuities

Man Chung Fung, Katja Ignatieva, Michael Sherris · Insurance Mathematics and Economics · 2014 · 52 citations

Health Policy, Financial Risk Management, Risk Management +8

A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting

Man Chung Fung, Gareth W. Peters, Pavel V. Shevchenko · Annals of Actuarial Science · 2017 · 39 citations · Full text

Engineering, Life Prediction, Dynamic Mortality Models +25

A comparative study of pricing approaches for longevity instruments

Melvern Leung, Man Chung Fung, Colin O’Hare · Insurance Mathematics and Economics · 2018 · 17 citations

Economics, Dynamic Pricing, Whole Life Cost +7

The Impact of Management Fees on the Pricing of Variable Annuity Guarantees

Jin Sun, Pavel V. Shevchenko, Man Chung Fung · Risks · 2018 · 10 citations · Full text

Cohort effects in mortality modelling: a Bayesian state-space approach

Man Chung Fung, Gareth W. Peters, Pavel V. Shevchenko · Annals of Actuarial Science · 2018 · 10 citations · Full text