Zhou, K.Q. & Zhou, H. Modeling Excess Mortality and Interest Rates using Mixed Fractional Brownian Motions.
Gabric, L.J. & Zhou, K.Q. A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment.
Available at SSRN.
Zhu, X., Zhou, K.Q. & Wang. Z.. A new paradigm of mortality modeling via individual vitality dynamics.
Available at arXiv.
Gabric, L.J., Zhou, S., & Zhou, K.Q. A Bayesian Approach to Discrimination-free Insurance Pricing.
Available at SSRN.
Barigou K., Patten M., & Zhou, K.Q. Mortality Modeling and Forecasting with the Actuaries Climate Index.
Available at arXiv.