Yuxin Zhou

School of Risk and Actuarial Studies, UNSW Business School

Room 2058 South Wing 2nd Floor

Quadrangle building Kensington Campus

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

176

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Financial Engineering: A Flexible Longevity Bond to Manage Individual Longevity Risk

Number of pages: 35 Posted: 14 May 2020
School of Risk and Actuarial Studies, UNSW Business School, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies and Purdue University
Downloads 76 (448,237)

Abstract:

Loading...

Longevity Risk, Stochastic Mortality, Longevity Bond, Immunization, Natural Hedging

2.

Multi-factor, Age-Cohort, Affine Mortality Models: A Multi-Country Comparison

UNSW Business School Research Paper Forthcoming
Number of pages: 40 Posted: 31 Aug 2021
University of New South Wales, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and School of Risk and Actuarial Studies, UNSW Business School
Downloads 59 (510,819)

Abstract:

Loading...

Longevity Risk, Kalman Filter, State-space models, Affine mortality models

3.

affine_mortality: A Github Repository for Estimation, Analysis, and Projection of Affine Mortality Models

UNSW Business School Research Paper Forthcoming
Number of pages: 12 Posted: 31 Aug 2021
University of New South Wales, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and School of Risk and Actuarial Studies, UNSW Business School
Downloads 41 (595,414)

Abstract:

Loading...

Longevity Risk, Kalman Filter, State-space models