Nan Zhu

    • 43 Citations
    • 4 h-Index
    20112018
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    Fingerprint Dive into the research topics where Nan Zhu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

    Life Expectancy Mathematics
    Insurance Mathematics
    Hedging Mathematics
    Mortality Mathematics
    Exercise Mathematics
    Mortality Rate Mathematics
    Metric Mathematics
    Driver Mathematics

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    Research Output 2011 2018

    • 43 Citations
    • 4 h-Index
    • 6 Article
    • 1 Review article
    1 Citation (Scopus)

    Evaluating Life Expectancy Evaluations

    Bauer, D., Fasano, M. V., Russ, J. & Zhu, N., Apr 3 2018, In : North American Actuarial Journal. 22, 2, p. 198-209 12 p.

    Research output: Contribution to journalArticle

    Life Expectancy
    Metric
    Evaluation
    Uncertainty Estimation
    Quality of Life
    2 Citations (Scopus)

    Lapse-and-Reentry in Variable Annuities

    Moenig, T. & Zhu, N., Dec 1 2018, In : Journal of Risk and Insurance. 85, 4, p. 911-938 28 p.

    Research output: Contribution to journalArticle

    Variable annuities
    Reentry
    Guarantee
    Tax
    Pricing
    4 Citations (Scopus)

    Hedging Longevity Risk in Life Settlements Using Biomedical Research-Backed Obligations

    MacMinn, R. D. & Zhu, N., Apr 1 2017, In : Journal of Risk and Insurance. 84, p. 439-458 20 p.

    Research output: Contribution to journalArticle

    Biomedical research
    Obligation
    Longevity risk
    Hedging
    Mortality risk
    4 Citations (Scopus)

    Policyholder exercise behavior in life insurance: the state of Affairs

    Bauer, D., Gao, J., Moenig, T., Ulm, E. R. & Zhu, N., Sep 27 2017, In : North American Actuarial Journal. 21, 4, p. 485-501 17 p.

    Research output: Contribution to journalReview article

    Insurance
    Exercise
    Driver
    Structural Model
    Categorization
    9 Citations (Scopus)

    A Cautionary Note on Natural Hedging of Longevity Risk

    Zhu, N. & Bauer, D., Jan 2014, In : North American Actuarial Journal. 18, 1, p. 104-115 12 p.

    Research output: Contribution to journalArticle

    Hedging
    Mortality
    Mortality Rate
    Factor Models
    Insurance