Jackie Li

Available identifiers

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

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