Jing Li

Institute for Finanancial Economics and Statistics

Adenauerallee 24-42

Bonn, D-53113

Germany

SCHOLARLY PAPERS

3

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391

SSRN CITATIONS
Rank 38,798

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Top 38,798

in Total Papers Citations

7

CROSSREF CITATIONS

12

Scholarly Papers (3)

1.

The Effect of Policyholders’ Rationality on Unit-Linked Life Insurance Contracts with Surrender Guarantees

Number of pages: 22 Posted: 17 Dec 2010
Jing Li and Alexander Szimayer
Institute for Finanancial Economics and Statistics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 197 (183,297)
Citation 6

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unit-linked life insurance contracts, surrender guarantee, limited rationality, fair contract analysis

2.

The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked Life Insurance Contracts

Number of pages: 32 Posted: 14 Jul 2010 Last Revised: 13 Jun 2011
Jing Li and Alexander Szimayer
Institute for Finanancial Economics and Statistics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 101 (310,838)
Citation 2

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unit-linked life insurance contracts, mortality model risk, price bounds, stochastic control

The Effect of Secondary Markets on Equity-Linked Life Insurance with Surrender Guarantees

Number of pages: 37 Posted: 12 Oct 2011 Last Revised: 18 Jan 2012
Sun Yat-Sen University (SYSU) - Lingnan (University) College, Institute for Finanancial Economics and Statistics and University of Hamburg - Faculty of Economics and Business Administration
Downloads 93 (330,296)
Citation 3

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equity-linked life insurance contracts, surrender guarantee, bounded rationality ,fair contract analysis, secondary market

The Effect of Secondary Markets on Equity‐Linked Life Insurance with Surrender Guarantees

Journal of Risk and Insurance, Vol. 81, Issue 4, pp. 943-968, 2014
Number of pages: 26 Posted: 25 Nov 2014
Sun Yat-Sen University (SYSU) - Lingnan (University) College, University of Hamburg - Faculty of Economics and Business Administration and Institute for Finanancial Economics and Statistics
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Citation 2
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