Huang Huaxiong

York University - Department of Mathematics and Statistics

4700 Keele Street

Toronto, Ontario M3J 1P3

United States

York University

Professor

4700 Keele Street

Toronto, Ontario M3J 1P3

Canada

SCHOLARLY PAPERS

20

DOWNLOADS
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Top 9,125

in Total Papers Downloads

6,573

SSRN CITATIONS
Rank 20,634

SSRN RANKINGS

Top 20,634

in Total Papers Citations

24

CROSSREF CITATIONS

26

Scholarly Papers (20)

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, Huang Huaxiong and T. S. Salisbury
York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University
Downloads 1,429 (16,786)
Citation 4

Abstract:

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Insurance, Retirement, Options, Longevity, Optimization

2.

Retirement Spending and Biological Age

Number of pages: 34 Posted: 16 Feb 2017
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
Downloads 960 (30,089)
Citation 1

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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, Huang Huaxiong and Moshe A. Milevsky
York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 649 (51,335)
Citation 1

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

4.
Downloads 500 ( 71,035)
Citation 15

Portfolio Choice and Life Insurance: The CRRA Case

Number of pages: 31 Posted: 03 Mar 2006
Moshe A. Milevsky, Huang Huaxiong, Huang Huaxiong and Jin Wang
York University - Schulich School of Business, York UniversityYork University - Department of Mathematics and Statistics and York University - Schulich School of Business
Downloads 500 (70,710)
Citation 3

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Asset Allocation, Retirement Planning, Life Cycle, Portfolio Choice

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
Downloads 477 (75,582)
Citation 2

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

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 368 (102,338)
Citation 1

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Personal Finance, Portfolio Choice, Optimization Techniques

7.

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
Downloads 359 (105,180)

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

8.

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
Downloads 346 (109,585)
Citation 4

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Annuity, Income, Retirement, Stochastic Present Value

9.

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 319 (119,866)
Citation 2

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

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
Downloads 270 (142,795)

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11.

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 201 (189,753)
Citation 1

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Personal Finance, Portfolio Choice, Investment Decisions, Optimization Techniques

12.

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
Downloads 201 (189,753)
Citation 8

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

13.

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 160 (231,471)
Citation 3

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Pensions, Longevity Risk, Utility Theory, Insurance, Actuarial

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 144 (252,415)

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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, Huang Huaxiong and Huang Huaxiong
Tongji University, Munich Reinsurance Company of Canada and York UniversityYork University - Department of Mathematics and Statistics
Downloads 114 (300,614)

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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
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 60 (440,376)

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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, 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
Downloads 16 (669,944)
Citation 1

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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
Downloads 0 (808,953)
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operational risk, advanced measurement approach, Basel II, scenario analysis, convolution

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
Downloads 0 (808,953)
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analytical value-at-risk, granularity adjustment, incremental risk charge, portfolio rebalancing, liquidity horizon

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

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