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List of works by Jackie Li

A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages

A New Fourier Approach under the Lee-Carter Model for Incorporating Time-Varying Age Patterns of Structural Changes

scientific article published in 2022

A Poisson common factor model for projecting mortality and life expectancy jointly for females and males ⬇️

scientific article published on July 12, 2012

A Two-Population Extension of the Exponential Smoothing State Space Model with a Smoothing Penalisation Scheme

scientific article published in 2020

A cost of living longer: Projections of the effects of prospective mortality improvement on economic support ratios for 14 advanced economies

scientific article published on 10 June 2016

A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes

A multi-population evaluation of the Poisson common factor model for projecting mortality jointly for both sexes

article

A quantitative comparison of simulation strategies for mortality projection

An application of MCMC simulation in mortality projection for populations with limited data

article by Jackie Li et al published 8 January 2014 in Demographic Research

Assessing basis risk in index-based longevity swap transactions

Cohort extensions of the Poisson common factor model for modelling both genders jointly

article

On Modeling Diversification Benefits in Insurance Portfolios--An Australian Perspective

article

On the effectiveness of natural hedging for insurance companies and pension plans

Optimal relativities and transition rules of a bonus–malus system

Parametric mortality indexes: From index construction to hedging strategies

SMOOTHING POISSON COMMON FACTOR MODEL FOR PROJECTING MORTALITY JOINTLY FOR BOTH SEXES

Stochastic modelling of the hybrid survival curve

article by Chong It Tan et al published 3 May 2016 in Journal of Population Research

The CBD Mortality Indexes: Modeling and Applications

Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk

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