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Rui Fen Zhou · Study

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Rui Fen Zhou

9 works· latest 2021· 3 institutionscluster: provisionalORCID 0000-0002-0071-4703

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Citations315

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Most cited in this library

Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II2014 · 73 citations
Pricing Standardized Mortality Securitizations: A Two‐Population Model With Transitory Jump Effects2013 · 67 citations
A step-by-step guide to building two-population stochastic mortality models2015 · 54 citations
Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization2016 · 35 citations
Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk2011 · 23 citations

Works

9 shown

Modelling mortality dependence: An application of dynamic vine copula

Insurance Mathematics and Economics·2021·2 authors

15citations

MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS

Astin Bulletin·2019·1 author

14citations

Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization

Journal of Risk & Insurance·2016·3 authors

35citations

A step-by-step guide to building two-population stochastic mortality models

Insurance Mathematics and Economics·2015·3 authors

54citations

Modeling Period Effects in Multi-Population Mortality Models: Applications to Solvency II

North American Actuarial Journal·2014·5 authors

73citations

Pricing Standardized Mortality Securitizations: A Two‐Population Model With Transitory Jump Effects

Journal of Risk & Insurance·2013·3 authors

67citations

Economic Pricing of Mortality‐Linked Securities: A Tâtonnement Approach

Journal of Risk & Insurance·2013·3 authors

20citations

Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk

The Geneva Papers on Risk and Insurance Issues and Practice·2011·3 authors·Open access

23citations

A cautionary note on pricing longevity index swaps

Scandinavian Actuarial Journal·2010·2 authors

14citations