| Actuarial mathematics for life contingent risks DCM Dickson, MR Hardy, HR Waters Cambridge University Press, 2019 | 659 | 2019 |
| A regime-switching model of long-term stock returns MR Hardy North American Actuarial Journal 5 (2), 41-53, 2001 | 612 | 2001 |
| Investment guarantees: modeling and risk management for equity-linked life insurance M Hardy John Wiley & Sons, 2003 | 564 | 2003 |
| Measuring basis risk in longevity hedges JSH Li, MR Hardy North American Actuarial Journal 15 (2), 177-200, 2011 | 294 | 2011 |
| A synthesis of risk measures for capital adequacy JL Wirch, MR Hardy Insurance: mathematics and Economics 25 (3), 337-347, 1999 | 271 | 1999 |
| Reserving for maturity guarantees: Two approaches PP Boyle, MR Hardy Insurance: Mathematics and Economics 21 (2), 113-127, 1997 | 189 | 1997 |
| Guaranteed annuity options P Boyle, M Hardy ASTIN Bulletin: The Journal of the IAA 33 (2), 125-152, 2003 | 174 | 2003 |
| Uncertainty in mortality forecasting: an extension to the classical Lee-Carter approach JSH Li, MR Hardy, KS Tan ASTIN Bulletin: The Journal of the IAA 39 (1), 137-164, 2009 | 165 | 2009 |
| Distortion risk measures: Coherence and stochastic dominance JL Wirch, MR Hardy International congress on insurance: Mathematics and economics, 15-17, 2001 | 149 | 2001 |
| On Pricing and Hedging the No‐Negative‐Equity Guarantee in Equity Release Mechanisms J Siu‐Hang Li, MR Hardy, KS Tan Journal of Risk and Insurance 77 (2), 499-522, 2010 | 120 | 2010 |
| An introduction to risk measures for actuarial applications MR Hardy SOA syllabus study note 19, 2006 | 82 | 2006 |
| A step-by-step guide to building two-population stochastic mortality models JSH Li, R Zhou, M Hardy Insurance: Mathematics and Economics 63, 121-134, 2015 | 77 | 2015 |
| The iterated CTE: a dynamic risk measure MR Hardy, JL Wirch North American Actuarial Journal 8 (4), 62-75, 2004 | 61 | 2004 |
| Valuation of a guaranteed minimum income benefit C Marshall, M Hardy, D Saunders North American Actuarial Journal 14 (1), 38-58, 2010 | 58 | 2010 |
| Risk management of policyholder behavior in equity‐linked life insurance A MacKay, M Augustyniak, C Bernard, MR Hardy Journal of Risk and Insurance 84 (2), 661-690, 2017 | 57 | 2017 |
| A semi-Markov multiple state model for reverse mortgage terminations M Ji, M Hardy, JSH Li Annals of Actuarial Science 6 (2), 235-257, 2012 | 57 | 2012 |
| Research and reality: A literature review on drawing down retirement financial savings BJ MacDonald, B Jones, RJ Morrison, RL Brown, M Hardy North American Actuarial Journal 17 (3), 181-215, 2013 | 56 | 2013 |
| State-dependent fees for variable annuity guarantees C Bernard, M Hardy, A MacKay ASTIN Bulletin: The Journal of the IAA 44 (3), 559-585, 2014 | 52 | 2014 |
| Markovian approaches to joint-life mortality M Ji, M Hardy, JSH Li North American Actuarial Journal 15 (3), 357-376, 2011 | 51 | 2011 |
| A capital allocation based on a solvency exchange option JHT Kim, MR Hardy Insurance: Mathematics and Economics 44 (3), 357-366, 2009 | 49 | 2009 |
Johnny LiThe Chinese University of Hong KongVerified email at cuhk.edu.hk
