Johnny Siu‐Hang Li

University of Waterloo

Waterloo, Ontario N2L 3G1

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

154

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Improving Risk Sharing and Borrower Incentives in Mortgage Design

Number of pages: 37 Posted: 18 Sep 2015 Last Revised: 04 Apr 2017
Yuchen Mei, Phelim P. Boyle and Johnny Siu‐Hang Li
University of Waterloo - Department of Statistics and Actuarial Science, Wilfrid Laurier University - School of Business & Economics and University of Waterloo
Downloads 94 (493,572)
Citation 1

Abstract:

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Borrower incentives, Mortgage default risk, Property index-linked mortgages, Risk sharing

2.

The Role of Longevity Annuities in Different Socioeconomic Classes: A Canadian Case Study

Number of pages: 49 Posted: 07 Jul 2022
Rui Zhou, Johnny Siu‐Hang Li and Kenneth Q. Zhou
The University of Melbourne, University of Waterloo and Arizona State University (ASU) - School of Mathematical and Statistical Sciences
Downloads 60 (636,183)

Abstract:

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Longevity annuity, Stochastic mortality, Retirement, Life cycle, Endogenous grid method