Nan Zhu

    • 43 Citations
    • 4 h-Index
    20112019

    Research output per year

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    Research Output

    • 43 Citations
    • 4 h-Index
    • 7 Article
    • 1 Review article
    2019

    Hedging Longevity Risk: Does the Structure of the Financial Instrument Matter?

    MacMinn, R. D. & Zhu, N., Jan 1 2019, (Accepted/In press) In : North American Actuarial Journal.

    Research output: Contribution to journalArticle

    2018

    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

    1 Scopus citations

    Lapse-and-Reentry in Variable Annuities

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

    Research output: Contribution to journalArticle

    2 Scopus citations
    2017

    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

    4 Scopus citations

    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

    4 Scopus citations
    2014

    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

    9 Scopus citations
    2013

    Coherent pricing of life settlements under asymmetric information

    Zhu, N. & Bauer, D., Sep 1 2013, In : Journal of Risk and Insurance. 80, 3, p. 827-851 25 p.

    Research output: Contribution to journalArticle

    10 Scopus citations
    2011

    Applications of forward mortality factor models in life insurance practice

    Zhu, N. & Bauer, D., Oct 1 2011, In : Geneva Papers on Risk and Insurance: Issues and Practice. 36, 4, p. 567-594 28 p.

    Research output: Contribution to journalArticle

    13 Scopus citations