Concepedia
Statistics
Publications
14
Citations
376
H-Index
11
Active since
2010
Affiliations
University of Waterloo(Current)
University of Manitoba
The University of Melbourne
Rui Zhou is an author at University of Waterloo specializing in economics, finance, and economic analysis.
Top concepts
FinanceBusinessEconomicsManagementStatisticsEpidemiologyEconomic AnalysisAsset PricingPublic HealthFinancial Economics
Publications per year
2010–2022
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
Pricing Standardized Mortality Securitizations: A Two‐Population Model With Transitory Jump Effects
Rui Zhou, Johnny Siu‐Hang Li, Ken Seng Tan · Journal of Risk & Insurance · 2013 · 70 citations
Transitory Jump Effects, Financial Protection, Jump Effects +19
A step-by-step guide to building two-population stochastic mortality models
Johnny Siu‐Hang Li, Rui Zhou, Mary R. Hardy · Insurance Mathematics and Economics · 2015 · 55 citations
Step-by-step Guide, Computational Epidemiology, Public Health +5
Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization
Johnny Siu‐Hang Li, Wai‐Sum Chan, Rui Zhou · Journal of Risk & Insurance · 2016 · 34 citations
Longevity Risk Securitization, Population Science, Aging +20
Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk
Rui Zhou, Johnny Siu‐Hang Li, Ken Seng Tan · The Geneva Papers on Risk and Insurance Issues and Practice · 2011 · 23 citations · Full text
Economics, Financial Economics, Asset Pricing +11
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