Zhou, K.Q. & Zhu, X. (2025). A Bayesian generalized additive model approach to forecasting mortality improvement with expert information. Journal of the Royal Statistical Society: Series A (Statistics in Society).
Zhou, R., Li, J.S.-H., & Zhou, K.Q. (2025). The impact of longevity annuity provision on retirement income planning for Canadians - A modified general endogenous grid method. North American Actuarial Journal. Open Access.
Chen, Z., Li, H. Mao, Y. & Zhou, K.Q. (2025). Learning from COVID-19: A catastrophe mortality bond solution in the post-pandemic era. Insurance: Mathematics and Economics, 123, 103113.
Cupido, K., Jevtić, P., Regis L., & Zhou, K.Q. (2024). Spatial natural hedging: A general framework with application to the mortality of U.S. states. Scandinavian Actuarial Journal, 2024(10), 1036-1064.
Zhou, K.Q., Li, J.S.-H., & Lyu, P. (2024). Bringing parametric mortality indexes to practice: A generalized CBD model with stochastic socioeconomic differentials in mortality improvements. Geneva Papers on Risk and Insurance - Issues and Practice, 49(2), 295-319.
Yang S. & Zhou, K.Q. (2023). On risk management of mortality and longevity capital requirement: A predictive simulation approach. Risks, 11(12), 206.
Zhu, X. & Zhou, K.Q. (2023). Smooth projection of mortality improvement rates: A Bayesian two-dimensional spline approach. European Actuarial Journal, 13(1), 277-305.
Zhou, K.Q. & Li, J.S.-H. (2023). The impact of long memory in mortality differentials on index-based longevity hedges. Journal of Demographic Economics, 89(3), 533-552.
Lyu, P., Li, J.S.-H., & Zhou, K.Q. (2023). Socioeconomic differentials in mortality: Implications on index-based longevity hedges. Scandinavian Actuarial Journal, 2023(4), 359-387.
Zhou, H., Zhou, K.Q., & Li X. (2022). Stochastic mortality dynamics driven by mixed fractional Brownian motion. Insurance: Mathematics and Economics, 106, 285-301.
Feng, M., Li, J.S.-H., & Zhou, K.Q. (2022). Green nested simulation via likelihood ratio applications to longevity risk management. Insurance: Mathematics and Economics, 106, 218-238.
Zhou, K.Q. & Li, J.S.-H. (2021). Longevity Greeks: What do insurers and capital market investors need to know? North American Actuarial Journal, 25(Sup1), S66-S96.
Li, J.S.-H., Li, J., Balasooriya, U., & Zhou, K.Q. (2021). Constructing out-of-the-money longevity hedges using parametric mortality indexes. North American Actuarial Journal, 25(Sup1), S341-S372.
Zhou, K.Q. & Li, J.S.-H. (2020). Asymmetry in mortality volatility and its implications on index-based longevity hedging. Annals of Actuarial Science, 14(2), 278-301.
Li, J.S.-H., Zhou, K.Q., Zhu, X., Chan, W.-S., & Chan, F.W.-H. (2019). A Bayesian approach to developing a stochastic mortality model for China. Journal of the Royal Statistical Society: Series A (Statistics in Society), 182(4), 1523-1560.
Zhou, K.Q. & Li, J.S.-H. (2019). Delta-hedging longevity risk under the M7-M5 model: The impact of cohort effect uncertainty and population basis risk. Insurance: Mathematics and Economics, 84, 1-21.
Zhou, K.Q. & Li, J.S.-H. (2017). Dynamic longevity hedging in the presence of population basis risk: A feasibility analysis from technical and economic perspectives. Journal of Risk and Insurance, 84(S1), 417-437.
Chan, W.-S., Li, J.S.-H., Zhou, K.Q., & Zhou, R. (2016). Towards a large and liquid longevity market: A graphical population basis risk metric. Geneva Papers on Risk and Insurance - Issues and Practice, 41(1), 118-127.