Jackie Li

发表

Prediction error of the future claims component of premium liabilities under the loss ratio approach

Jackie Li, 2010 .

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

Bowen Yang, U. Balasooriya, Jackie Li, 2015 .

Mortality Experience in Asia-Pacific and Modelling and Management of Longevity Risk

Jackie Li, Keng Leong Yeo, K. Yeo, 2013 .

Parametric mortality indexes: From index construction to hedging strategies

U. Balasooriya, J. S. Li, Jackie Li, 2014 .

On the use of Archimedean copulas for insurance modelling

Jackie Li, David Pitt, Thilini Dulanjali Kularatne, 2020, Annals of Actuarial Science.

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

N. Parr, Jackie Li, L. Tickle, 2016, Population studies.

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

Jackie Li, Yanlin Shi, Sixian Tang, 2020, Risks.

Assessing basis risk in index-based longevity swap transactions

J. S. Li, Jackie Li, L. Tickle, 2018, Annals of Actuarial Science.

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

Jia Liu, Jackie Li, 2018, Scandinavian Actuarial Journal.

Projections of New Zealand mortality using the Lee-Carter model and its augmented common factor extension

Jackie Li, 2010 .

The Impact of joint mortality modelling on hedging effectiveness of mortality derivatives

M. Dacorogna, Jackie Li, Chong It Tan, 2014 .

A Hermite spline approach for modelling population mortality

Jackie Li, L. Tickle, Sixian Tang, 2022, Annals of Actuarial Science.

Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model

Jackie Li, Yanlin Shi, Thilini Dulanjali Kularatne, 2022, Risks.

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

Jackie Li, L. Tickle, Sixian Tang, 2022, Risks.

A modified common factor model for modelling mortality jointly for both sexes

Jackie Li, Sixian Tang, Kenneth Wong, 2020, Journal of Population Research.

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

N. Parr, Jackie Li, L. Tickle, 2016, Journal of Population Research.

Stochastic modelling of the hybrid survival curve

U. Balasooriya, J. S. Li, Jackie Li, 2016, Journal of Population Research.

An Application of MCMC Simulation in Mortality Projection for Populations with Limited Data

Jackie Li, Jackie Li, 2014 .

The Effect of Banking Crises on Non-Life Insurance Consumption

Shinichi Kamiya, Jackie Li, George Zanjani, 2014 .

Market pricing of longevity-linked securities

Jackie Li, Sixian Tang, 2020 .

The Impact of Model Uncertainty on Index-Based Longevity Hedging and Measurement of Longevity Basis Risk

U. Balasooriya, J. S. Li, Jackie Li, 2020, Risks.

On the optimal hedge ratio in index-based longevity risk hedging

Jackie Li, Chong It Tan, Sixian Tang, 2019, European Actuarial Journal.

On the optimal hedge ratio in index-based longevity risk hedging

Jia Liu, Jackie Li, Chong It Tan, 2019, European Actuarial Journal.

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

S. Haberman, Jackie Li, 2015 .

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

Bowen Yang, U. Balasooriya, Jackie Li, 2016 .

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

Jackie Li, 2013, Population studies.

The CBD Mortality Indexes: Modeling and Applications

Jackie Li, Johnny Siu-Hang Li, Wai-Sum Chan, 2014 .

Bayesian joint modelling of life expectancy and healthy life expectancy and valuation of retirement village contract

Jackie Li, 2023, Scandinavian Actuarial Journal.

A modified extreme value perspective on best-performance life expectancy

Jia Liu, Jackie Li, 2020, Journal of Population Research.

Multivariate Risk-Neutral Pricing of Reverse Mortgages under the Bayesian Framework

Jia Liu, Jackie Li, A. Kogure, 2019, Risks.

A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages

Shinichi Kamiya, Jackie Li, A. Kogure, 2014 .

Incorporating structural changes in mortality improvements for mortality forecasting

Jackie Li, Kenneth Wong, 2020 .

Bayesian vine copulas for modelling dependence in data breach losses

Jia Liu, Jackie Li, K. Daly, 2022, Annals of Actuarial Science.

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

Jackie Li, David G. W. Pitt, Tian Kang Lim, 2018, ASTIN Bulletin.

Dispersion modelling of mortality for both sexes with Tweedie distributions

Jackie Li, David Pitt, Han Li, 2021, Scandinavian Actuarial Journal.

A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE

Jackie Li, Maggie Lee, Simon Guthrie, 2021, ASTIN Bulletin.

Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds

Jackie Li, Jia Liu, 2019, Journal of Population Research.

Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds

Jia Liu, Jackie Li, 2019, Journal of Population Research.

Stochastic modelling of the hybrid survival curve

U. Balasooriya, J. S. Li, Jackie Li, 2016 .

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

Jackie Li, 2013, Population studies.

A quantitative comparison of simulation strategies for mortality projection

Jackie Li, 2014, Annals of Actuarial Science.