All Outputs (2)

Explaining young mortality (2011)
Journal Article
O'Hare, C., O’Hare, C., & Li, Y. (2012). Explaining young mortality. Insurance: Mathematics and Economics, 50(1), 12-25. https://doi.org/10.1016/j.insmatheco.2011.09.005

Stochastic modeling of mortality rates focuses on fitting linear models to logarithmically adjusted mortality data from the middle or late ages. Whilst this modeling enables insurers to project mortality rates and hence price mortality products it do... Read More about Explaining young mortality.

The effect of historical events on the speed of price evolution indexed by an operational time for China’s futures market (2011)
Book Chapter
Zhang, R., Li, Y., & McKillop, D. (2011). The effect of historical events on the speed of price evolution indexed by an operational time for China’s futures market. In L. Wang (Ed.), Rising China in the Changing World Economy (357-395). Routledge. https://doi.org/10.4324/9780203144596