Concepedia
Statistics
Publications
5
Citations
122
H-Index
Active since
2014
Affiliations
University of Waterloo(Current)
Nanyang Technological University
Chinese University of Hong Kong
The University of Melbourne
Johnny Siu-Hang Li is an author at University of Waterloo specializing in business, mortality modeling, and mortality analysis.
Publications per year
2014–2019
The CBD Mortality Indexes: Modeling and Applications
Wai‐Sum Chan, Johnny Siu-Hang Li, Jackie Li · North American Actuarial Journal · 2014 · 57 citations
Business, Finance, Risk Management +17
Parametric mortality indexes: From index construction to hedging strategies
Chong It Tan, Jackie Li, Johnny Siu-Hang Li et al. · Insurance Mathematics and Economics · 2014 · 24 citations
Social Sciences, Insurance, Risk Assessment +12
A Bayesian Approach to Developing a Stochastic Mortality Model for China
Johnny Siu-Hang Li, Kenneth Q. Zhou, Xiaobai Zhu et al. · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2019 · 17 citations · Full text
Business, Biostatistics, Demography +13
Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes
Johnny Siu-Hang Li, Johnny Siu-Hang Li, Jackie Li et al. · North American Actuarial Journal · 2019 · 12 citations · Full text
Business, Economics, Finance +17
Longevity Greeks: What Do Insurers and Capital Market Investors Need to Know?
Kenneth Q. Zhou, Johnny Siu-Hang Li · North American Actuarial Journal · 2019 · 12 citations
Business, Finance, Insurance +17
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