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Man Chung Fung · Study

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Man Chung Fung

5 works· latest 2018· 4 institutionscluster: provisionalORCID 0000-0002-7830-8692

h-index5

i105

Citations134

Works here5

14

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17

18

Most cited in this library

Systematic mortality risk: An analysis of guaranteed lifetime withdrawal benefits in variable annuities2014 · 53 citations
A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting2017 · 40 citations
A comparative study of pricing approaches for longevity instruments2018 · 17 citations
Cohort effects in mortality modelling: a Bayesian state-space approach2018 · 13 citations
A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing2015 · 11 citations

Works

5 shown

A comparative study of pricing approaches for longevity instruments

Insurance Mathematics and Economics·2018·3 authors

17citations

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

Annals of Actuarial Science·2018·3 authors·Open access

13citations

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

Annals of Actuarial Science·2017·3 authors·Open access

40citations

A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing

SSRN Electronic Journal·2015·3 authors·preprint·Open access

11citations

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

Insurance Mathematics and Economics·2014·3 authors

53citations