Jackie Li

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Dispersion modelling of mortality for both sexes with Tweedie distributions Scandinavian Actuarial Journal	2022-06-13	Paper
A DOUBLE COMMON FACTOR MODEL FOR MORTALITY PROJECTION USING BEST-PERFORMANCE MORTALITY RATES AS REFERENCE ASTIN Bulletin	2021-09-24	Paper
Market pricing of longevity-linked securities Scandinavian Actuarial Journal	2021-07-21	Paper
Constructing out-of-the-money longevity hedges using parametric mortality indexes North American Actuarial Journal	2021-04-28	Paper
On the optimal hedge ratio in index-based longevity risk hedging European Actuarial Journal	2020-03-06	Paper
The CBD Mortality Indexes: Modeling and Applications North American Actuarial Journal	2019-05-15	Paper
A Bayesian multivariate risk-neutral method for pricing reverse mortgages North American Actuarial Journal	2019-05-15	Paper
A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes Scandinavian Actuarial Journal	2019-05-10	Paper
Cohort extensions of the Poisson common factor model for modelling both genders jointly Scandinavian Actuarial Journal	2018-07-11	Paper
Smoothing Poisson common factor model for projecting mortality jointly for both sexes ASTIN Bulletin	2018-06-06	Paper
Optimal relativities and transition rules of a bonus-malus system Insurance Mathematics & Economics	2015-05-26	Paper
On the effectiveness of natural hedging for insurance companies and pension plans Insurance Mathematics & Economics	2015-05-26	Paper
Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk Insurance Mathematics & Economics	2015-05-26	Paper
Parametric mortality indexes: from index construction to hedging strategies Insurance Mathematics & Economics	2015-02-03	Paper

Research outcomes over time

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