Huang Huaxiong

Beijing Normal University (BNU) - Advanced Institute of Natural Sciences

Zhuhai

China

SCHOLARLY PAPERS

19

DOWNLOADS
Rank 11,283

SSRN RANKINGS

Top 11,283

in Total Papers Downloads

8,320

SSRN CITATIONS
Rank 20,581

SSRN RANKINGS

Top 20,581

in Total Papers Citations

41

CROSSREF CITATIONS

25

Scholarly Papers (19)

1.

Optimal Initiation of a GLWB in a Variable Annuity: No Arbitrage Approach

Number of pages: 23 Posted: 26 Feb 2013
Moshe A. Milevsky, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University
Downloads 1,624 (22,327)
Citation 6

Abstract:

Loading...

Insurance, Retirement, Options, Longevity, Optimization

2.

Retirement Spending and Biological Age

Number of pages: 34 Posted: 16 Feb 2017
Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
Beijing Normal University (BNU) - Advanced Institute of Natural Sciences, York University - Schulich School of Business and York University
Downloads 1,090 (40,132)
Citation 4

Abstract:

Loading...

Wealth Management, Retirement Planning, Insurance, Annuities, Pensions, Longevity, Aging and Demographics

3.

Longevity Risk and Retirement Income Tax Efficiency: A Location Spending Rate Puzzle

Number of pages: 34 Posted: 19 Nov 2011 Last Revised: 19 May 2017
Huang Huaxiong and Moshe A. Milevsky
Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University - Schulich School of Business
Downloads 753 (66,727)
Citation 1

Abstract:

Loading...

Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

4.

Portfolio Choice and Life Insurance: The CRRA Case

Number of pages: 31 Posted: 03 Mar 2006
Moshe A. Milevsky, Huang Huaxiong and Jin Wang
York University - Schulich School of Business, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University - Schulich School of Business
Downloads 615 (86,326)
Citation 3

Abstract:

Loading...

Asset Allocation, Retirement Planning, Life Cycle, Portfolio Choice

5.

Yaari's Lifecycle Model in the 21st Century: Consumption Under a Stochastic Force of Mortality

Number of pages: 26 Posted: 22 Apr 2011
Moshe A. Milevsky, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University
Downloads 547 (100,218)
Citation 1

Abstract:

Loading...

Personal Finance, Portfolio Choice, Optimization Techniques

6.

Approximate Solutions to Retirement Spending Problems and the Optimality of Ruin

Number of pages: 17 Posted: 31 Mar 2017 Last Revised: 10 Apr 2017
Faisal Habib, Huang Huaxiong and Moshe A. Milevsky
The Fields Institute, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University - Schulich School of Business
Downloads 542 (101,342)
Citation 4

Abstract:

Loading...

Dynamic Programming; Stochastic Control; HJB; Consumption; Retirement; Pension; Withdrawal Rate; Spending Rate; Portfolio Choice; Decumulation; Withdrawal Strategy; Wealth Depletion Time

7.

Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting

Number of pages: 37 Posted: 20 Mar 2015
Huang Huaxiong, Moshe A. Milevsky and V.R. Young
Beijing Normal University (BNU) - Advanced Institute of Natural Sciences, York University - Schulich School of Business and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 538 (102,257)
Citation 8

Abstract:

Loading...

deferred income annuities, stochastic interest rates, optimal stopping, instantaneous control, retirement, pensions

8.

Lifetime Ruin Minimization: Should Retirees Hedge Inflation or Just Worry About it?

Number of pages: 41 Posted: 07 May 2011
Huang Huaxiong and Moshe A. Milevsky
Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University - Schulich School of Business
Downloads 445 (128,426)

Abstract:

Loading...

Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

9.

Ruined Moments in Your Life: How Good are the Approximations?

Number of pages: 42 Posted: 07 Feb 2004
Jin Wang, Huang Huaxiong and Moshe A. Milevsky
York University - Schulich School of Business, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University - Schulich School of Business
Downloads 422 (136,684)
Citation 4

Abstract:

Loading...

Annuity, Income, Retirement, Stochastic Present Value

10.

Complete Market Valuation of the Ruin-Contingent Life Annuity (RCLA)

Number of pages: 35 Posted: 31 Jan 2009
Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury
Beijing Normal University (BNU) - Advanced Institute of Natural Sciences, York University - Schulich School of Business and York University
Downloads 401 (144,993)
Citation 1

Abstract:

Loading...

11.

Portfolio Choice and Mortality-Contingent Claims: The General HARA Case

Journal of Banking and Finance, Vol. 32, No. 11, 2008
Number of pages: 24 Posted: 31 Jan 2009
Huang Huaxiong and Moshe A. Milevsky
Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University - Schulich School of Business
Downloads 290 (205,821)
Citation 11

Abstract:

Loading...

Insurance, Annuities, Finite difference method, Hamilton-Jacobi-Bellman

12.

The Utility Value of Longevity Risk Pooling: Analytic Insights

Number of pages: 38 Posted: 13 Mar 2018 Last Revised: 26 Mar 2018
Moshe A. Milevsky and Huang Huaxiong
York University - Schulich School of Business and Beijing Normal University (BNU) - Advanced Institute of Natural Sciences
Downloads 267 (223,879)
Citation 3

Abstract:

Loading...

Pensions, Longevity Risk, Utility Theory, Insurance, Actuarial

13.

Will Jumps Ruin Your Retirement? A Moment Matching Perspective

Number of pages: 31 Posted: 07 May 2011
Mirela Cara, Huang Huaxiong and Moshe A. Milevsky
York University - Department of Mathematics & Statistics, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and York University - Schulich School of Business
Downloads 266 (224,728)
Citation 1

Abstract:

Loading...

Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

14.

An Analytical VaR Approach for Credit Portfolio with Liquidity Horizon and Portfolio Rebalancing

Number of pages: 40 Posted: 22 May 2014 Last Revised: 24 May 2014
Haohan Huang, Eugene Wang, Huang Huaxiong and Yong Wang
York University, RBC Financial Group, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences and RBC Financial Group
Downloads 180 (324,857)

Abstract:

Loading...

IRC, IDR, Liquidity Horizon, Credit Portfolio Rebalancing, Analytic VaR, Granularity Adjustment

15.

Do House Price Spillover Across Main Cities of Canada and China? - Evidence from Causality Analysis

Number of pages: 14 Posted: 27 Apr 2017
Xin Ye, Qiaoying Shan and Huang Huaxiong
Tongji University, Munich Reinsurance Company of Canada and Beijing Normal University (BNU) - Advanced Institute of Natural Sciences
Downloads 150 (379,569)

Abstract:

Loading...

House price, Spillover effect, Co-integration, Error Correction model, Granger causality

16.

Optimal Allocation to Deferred Income Annuities

Number of pages: 18 Posted: 06 Dec 2018 Last Revised: 16 Mar 2019
The Fields Institute, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences, York University, Students, York University - Department of Mathematics and Statistics and York University
Downloads 100 (515,584)

Abstract:

Loading...

lifecycle, optimization, optimal control, HJB

17.

Oscillatory cortical forces promote three dimensional mesenchymal cell intercalations to shape the mandibular arch

Number of pages: 56 Posted: 02 Apr 2018
University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of California, Berkeley - Department of Molecular & Cell Biology, University of California, Berkeley - Department of Molecular & Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Program in Developmental and Stem Cell Biology, University of Toronto - Mouse Imaging Centre, Case Western Reserve University - Department of Biology, University of California, Davis - Department of Cell Biology and Human Anatomy, University of Toronto - Mouse Imaging Centre, Stanford University - Department of Chemical Engineering, Beijing Normal University (BNU) - Advanced Institute of Natural Sciences, University of California, Davis - Department of Cell Biology and Human Anatomy, Case Western Reserve University - Department of Biology, University of Toronto - Department of Physics, University of Illinois at Urbana-Champaign - Department of Mechanical and Industrial Engineering and University of Toronto - Developmental & Stem Cell Biology Program
Downloads 63 (671,847)
Citation 1

Abstract:

Loading...

18.

Proper Orthogonal Decomposition-Based Model-Order Reduction for Smoothed Particle Hydrodynamics Simulation

Number of pages: 53 Posted: 30 May 2024
The Fields Institute, Utah State University - Department of Mathematics and Statistics, National Research Council Canada, The Fields Institute, NRC Institute for Information Technology and Beijing Normal University (BNU) - Advanced Institute of Natural Sciences
Downloads 27 (924,266)

Abstract:

Loading...

Smoothed Particle Hydrodynamics, model-order reduction, Proper Orthogonal Decomposition, Lagrangian framework, friction stir spot welding

19.

Spending Retirement on Planet Vulcan: The Impact of Longevity Risk Aversion on Optimal Withdrawal Rates

Financial Analysts Journal, Vol. 67, No. 2, 2011
Posted: 12 Apr 2011
Moshe A. Milevsky and Huang Huaxiong
York University - Schulich School of Business and Beijing Normal University (BNU) - Advanced Institute of Natural Sciences

Abstract:

Loading...

Private Wealth Management: Investment Vehicles and Asset Class Exposures, Influence of Risk and Taxes in Retirement Products, Risk Management, Longevity Risk