Man Chung Fung

Identifiers

• name variant Man Chung Fung 0.60 · backfill

Papers (4)

1. A note on the impact of management fees on the pricing of variable annuity guarantees q-fin.PR · 2017 · author #3
2. Cohort effects in mortality modelling: a Bayesian state-space approach q-fin.ST · 2017 · author #1
3. A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing q-fin.CP · 2015 · author #1
4. Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives q-fin.CP · 2015 · author #1

Mentions

• 1508.00322 #1 · backfill · confidence 0.70 Man Chung Fung
• 1508.00090 #1 · backfill · confidence 0.70 Man Chung Fung

Frequent Coauthors

• Pavel V. Shevchenko 3 shared papers
• Gareth W. Peters 2 shared papers
• Jin Sun 1 shared papers
• Katja Ignatieva 1 shared papers
• Michael Sherris 1 shared papers