Author Page for Huang Huaxiong

York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business

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Citation 3

Abstract:

5.

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

Number of pages: 37 Posted: 20 Mar 2015

Huang Huaxiong, Huang Huaxiong, Moshe A. Milevsky and V.R. Young

York UniversityYork University - Department of Mathematics and Statistics, York University - Schulich School of Business and University of Michigan at Ann Arbor - Department of Mathematics

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Citation 6

Abstract:

6.

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, Huang Huaxiong and T. S. Salisbury

York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University

Downloads 492 (100,106)

Citation 1

Abstract:

7.

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, Faisal Habib, Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky

York University - Schulich School of BusinessCANNEX Financial Exchanges Limited, York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business

Downloads 486 (101,607)

Citation 3

Abstract:

8.

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

Number of pages: 41 Posted: 07 May 2011

Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky

York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business

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Abstract:

9.

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

Number of pages: 42 Posted: 07 Feb 2004

Jin Wang, Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky

York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business

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Citation 4

Abstract:

10.

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

Number of pages: 35 Posted: 31 Jan 2009

Huang Huaxiong, Huang Huaxiong, Moshe A. Milevsky and T. S. Salisbury

York UniversityYork University - Department of Mathematics and Statistics, York University - Schulich School of Business and York University

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Citation 1

Abstract:

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, Huang Huaxiong and Moshe A. Milevsky

York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business

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Citation 11

Abstract:

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, Huang Huaxiong and Huang Huaxiong

York University - Schulich School of Business and York UniversityYork University - Department of Mathematics and Statistics

Downloads 241 (217,374)

Citation 3

Abstract:

13.

Will Jumps Ruin Your Retirement? A Moment Matching Perspective

Number of pages: 31 Posted: 07 May 2011

Mirela Cara, Huang Huaxiong, Huang Huaxiong and Moshe A. Milevsky

York University - Department of Mathematics & Statistics, York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business

Downloads 236 (221,899)

Citation 1

Abstract:

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, Huang Huaxiong and Yong Wang

York University, RBC Financial Group, York UniversityYork University - Department of Mathematics and Statistics and RBC Financial Group

Downloads 168 (301,942)

Abstract:

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, Huang Huaxiong and Huang Huaxiong

Tongji University, Munich Reinsurance Company of Canada and York UniversityYork University - Department of Mathematics and Statistics

Downloads 133 (365,062)

Abstract:

16.

Optimal Allocation to Deferred Income Annuities

Number of pages: 18 Posted: 06 Dec 2018 Last Revised: 16 Mar 2019

Faisal Habib, Faisal Habib, Huang Huaxiong, Huang Huaxiong, Adam Mauskopf, Branislav Nikolic and T. S. Salisbury

York University - Schulich School of BusinessCANNEX Financial Exchanges Limited, York UniversityYork University - Department of Mathematics and Statistics, York University, Students, York University - Department of Mathematics and Statistics and York University

Downloads 89 (484,581)

Abstract:

17.

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

Number of pages: 56 Posted: 02 Apr 2018

Hirotaka Tao, Min Zhu, Kimberly Lau, Owen K.W. Whitley, Mohammad Samani, Xiao Xiao, Xiao Xiao Chen, Noah A. Hahn, Weifan Lucy Liu, Megan Valencia, Min Wu, Kelli D. Fenelon, Clarissa C. Pasiliao, Di Hu, Shoshana Spring, James Ferguson, Edith P. Karuna, R. Mark Henkelman, Alexander Dunn, Huang Huaxiong, Huang Huaxiong, Hsin-Yi Henry Ho, Radhika Atit, Sidhartha Goyal, Yu Sun and Sevan Hopyan

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, York UniversityYork University - Department of Mathematics and Statistics, 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

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Citation 1

Abstract:

18.

Application of the Convolution Operator for Scenario Integration with Loss Data in Operational Risk Modeling

Journal of Operational Risk, Vol. 10, No. 4, 2015

Number of pages: 22 Posted: 02 Jul 2016

Pavan Aroda, Aziz Guergachi, Huang Huaxiong and Huang Huaxiong

Office of the Superintendent of Financial Institutions (OSFI), Ryerson University and York UniversityYork University - Department of Mathematics and Statistics

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Abstract:

19.

An Analytical Value-at-Risk Approach for a Credit Portfolio with Liquidity Horizon and Portfolio Rebalancing

Journal of Credit Risk, Vol. 11, No. 4, 2015

Number of pages: 28 Posted: 16 Jun 2016

Haohan Huang, Eugene Wang, Huang Huaxiong, Huang Huaxiong and Yong Wang

York University, RBC Financial Group, York UniversityYork University - Department of Mathematics and Statistics and Everbright Securities Company Limited

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Abstract:

20.

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, Huang Huaxiong and Huang Huaxiong

York University - Schulich School of Business and York UniversityYork University - Department of Mathematics and Statistics

Huang Huaxiong

York University - Department of Mathematics and Statistics

York University

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Scholarly Papers (20)

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Application of the Convolution Operator for Scenario Integration with Loss Data in Operational Risk Modeling

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An Analytical Value-at-Risk Approach for a Credit Portfolio with Liquidity Horizon and Portfolio Rebalancing

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