4 citations · 4 across the 1 of their papers we have counts for
2 papers
q-fin.RM2025
Long-range dependent mortality modeling with cointegration
Mei Choi Chiu, Ling Wang, Hoi Ying Wong
Empirical studies with publicly available life tables identify long-range dependence (LRD) in national mortality data. Although the longevity market is supposed to benchmark agains…
q-fin.MF2020★ 4 cited
Volterra mortality model: Actuarial valuation and risk management with long-range dependence
Ling Wang, Mei Choi Chiu, Hoi Ying Wong
While abundant empirical studies support the long-range dependence (LRD) of mortality rates, the corresponding impact on mortality securities are largely unknown due to the lack of…