Department of Actuarial Studies and Business Analytics

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Regime Switching Mathematics
Markov processes Engineering & Materials Science
Option Valuation Mathematics
Model Mathematics
Estimator Mathematics
Panel Data Mathematics
Modeling Mathematics
Mortality Mathematics

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Projects 2006 2021

Research Output 1990 2019

A forecast reconciliation approach to cause-of-death mortality modeling

Li, H., Li, H., Lu, Y. & Panagiotelis, A., 2019, In : Insurance : mathematics and economics. 86, p. 122-133 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Cause of death
Mortality
Modeling
Reconciliation
Mortality rate

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

Li, J. & Liu, J., 2019, In : Scandinavian Actuarial Journal. 2019, 2, p. 97-112 16 p.

Research output: Contribution to journalArticleResearchpeer-review

Mortality
Logistics
Projection
Modeling
Life Table

Assessing basis risk in index-based longevity swap transactions

Li, J., Li, J. S-H., Tan, C. I. & Tickle, L., 2019, In : Annals of Actuarial Science. 13, 1, p. 166-197 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Swap
Hedging
Transactions
Feature Modeling
Structural Change

Prizes

Mollie Holman Doctoral Medal

Han Li (Recipient), 2017

Prize: Honorary award

honor
reward
university teacher
candidacy
recipient