Jackie Ka Ki Li

Nanyang Technological University (NTU) - Nanyang Business School

Singapore, 639798

Singapore

SCHOLARLY PAPERS

2

DOWNLOADS

95

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

The Effect of Banking Crises on Non-Life Insurance Consumption

Number of pages: 51 Posted: 22 Oct 2014 Last Revised: 18 May 2018
Shinichi Kamiya, Jackie Ka Ki Li and George H. Zanjani
Nanyang Technological University (NTU) - Nanyang Business School, Nanyang Technological University (NTU) - Nanyang Business School and Georgia State University - Risk Management & Insurance Department
Downloads 53 (387,019)
Citation 1

Abstract:

Loading...

Banking Crises, Credit, Investment, Non-life Insurance

2.

Assessing Basis Risk for Longevity Transactions

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 143 Posted: 28 Nov 2017
Jackie Ka Ki Li, Leonie Tickle and Chong It Tan
Nanyang Technological University (NTU) - Nanyang Business School, Macquarie University and Macquarie University
Downloads 42 (426,180)
Citation 1

Abstract:

Loading...

longevity risk, longevity basis risk, index-based hedging, longevity swap, hedge effectiveness