| Modeling period effects in multi-population mortality models: Applications to Solvency II R Zhou, Y Wang, K Kaufhold, JSH Li, KS Tan North American Actuarial Journal 18 (1), 150-167, 2014 | 107* | 2014 |
| Pricing standardized mortality securitizations: A two‐population model with transitory jump effects R Zhou, JSH Li, KS Tan Journal of Risk and Insurance 80 (3), 733-774, 2013 | 100 | 2013 |
| A step-by-step guide to building two-population stochastic mortality models JSH Li, R Zhou, M Hardy Insurance: Mathematics and Economics 63, 121-134, 2015 | 88 | 2015 |
| Semicoherent multipopulation mortality modeling: the impact on longevity risk securitization JSH Li, WS Chan, R Zhou Journal of Risk and Insurance 84 (3), 1025-1065, 2017 | 52 | 2017 |
| Economic pricing of mortality-linked securities in the presence of population basis risk R Zhou, JSH Li, KS Tan The Geneva Papers on Risk and Insurance-Issues and Practice 36 (4), 544-566, 2011 | 34 | 2011 |
| Economic pricing of mortality‐linked securities: A tâtonnement approach R Zhou, JSH Li, KS Tan Journal of Risk and Insurance 82 (1), 65-96, 2015 | 28 | 2015 |
| Modelling mortality dependence: An application of dynamic vine copula R Zhou, M Ji Insurance: Mathematics and Economics 99, 241-255, 2021 | 23 | 2021 |
| Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights R Zhou, JSH Li, KS Tan Economic Modelling 51, 460-472, 2015 | 21 | 2015 |
| A cautionary note on pricing longevity index swaps R Zhou, JSH Li Scandinavian Actuarial Journal 2013 (1), 1-23, 2013 | 20 | 2013 |
| Evaluating effectiveness of rainfall index insurance R Zhou, JSH Li, J Pai Agricultural Finance Review 78 (5), 611-625, 2018 | 19 | 2018 |
| The boundary of the market for biosecurity risk G Stoneham, SM Hester, JSH Li, R Zhou, A Chaudhry Risk Analysis 41 (8), 1447-1462, 2021 | 17 | 2021 |
| Modelling mortality dependence with regime-switching copulas R Zhou ASTIN Bulletin: The Journal of the IAA 49 (2), 373-407, 2019 | 16 | 2019 |
| A multi-parameter-level model for simulating future mortality scenarios with COVID-alike effects R Zhou, JSH Li Annals of Actuarial Science 16 (3), 453-477, 2022 | 14 | 2022 |
| Drivers of mortality dynamics: Identifying age/period/cohort components of historical US mortality improvements JSH Li, R Zhou, Y Liu, G Graziani, RD Hall, J Haid, A Peterson, L Pinzur North American Actuarial Journal 24 (2), 228-250, 2020 | 13 | 2020 |
| Hedging crop yield with exchange-traded weather derivatives R Zhou, JSH Li, J Pai Agricultural Finance Review 76 (1), 172-186, 2016 | 11 | 2016 |
| Towards a large and liquid longevity market: A graphical population basis risk metric WS Chan, JSH Li, KQ Zhou, R Zhou The Geneva Papers on Risk and Insurance-Issues and Practice 41 (1), 118-127, 2016 | 10 | 2016 |
| Changes of relation in multi-population mortality dependence: An application of threshold vecm R Zhou, G Xing, M Ji Risks 7 (1), 14, 2019 | 7 | 2019 |
| Pricing temperature derivatives with a filtered historical simulation approach R Zhou, JSH Li, J Pai The European Journal of Finance 25 (15), 1462-1484, 2019 | 6 | 2019 |
| Demographic risk in deep-deferred annuity valuation M Ji, R Zhou Annals of Actuarial Science 11 (2), 286-314, 2017 | 5 | 2017 |
| Pricing Catastrophe Bonds---a Probabilistic Machine Learning Approach X Chen, H Li, Y Lu, R Zhou Available at SSRN 4809670, 2024 | 4 | 2024 |
