Personal profile
Biography
Dr Han Li is an Associate Professor at the Centre for Actuarial Studies, Department of Economics at the University of Melbourne. She is an Honorary Associate Professor in the Department of Actuarial Studies and Business Analytics at Macquarie Business School. She is also an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research.
She received a Bachelor of Commerce (Honours) degree in Actuarial Studies at the University of Melbourne and completed her PhD degree in Econometrics and Business Statistics at Monash University. During 2016-2021, she has held academic positions at the University of New South Wales and Macquarie University.
She is an Associate of the Institute of Actuaries of Australia, and has a broad range of research interests around longevity and mortality risks, ageing and retirement, and the impact of climate change on insurance industry. Specifically, much of her research expertise centers on actuarial modelling and forecasting using advanced econometric and statistical techniques. She has attracted research funds from the Australian Research Council (ARC), the Society of Actuaries (SOA), and the Australia-Germany Joint Research Cooperation Scheme (DAAD). Han's research has been published in top tier journals including Insurance: Mathematics and Economics, ASTIN Bulletin, Scandinavian Actuarial Journal, North American Actuarial Journal, Journal of Forecasting, and Annals of Actuarial Science.
Education/Academic qualification
Econometrics and Business Statistics, Doctor of Philosophy , Techniques to Analyze and Forecast Mortality, Monash University
Feb 2013 → Feb 2017
Award Date: 8 Feb 2017
Actuarial Studies, B.Com (Honours), The University of Melbourne
Jul 2009 → Dec 2012
Award Date: 12 Dec 2012
External positions
Associate Professor , The University of Melbourne
4 Jan 2022 → …
Associate Investigator, ARC Centre of Excellence in Population Ageing Research (CEPAR)
Feb 2018 → …
Senior Research Associate, ARC Centre of Excellence in Population Ageing Research (CEPAR)
Sept 2016 → Jan 2018
Fingerprint
- 1 Similar Profiles
Collaborations and top research areas from the last five years
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Agility and Excellence in Business - The Bachelor of Commerce Capstone Unit
Karunaratne, P. (Primary Chief Investigator), Shin, S. (Coordinating Investigator), Li, H. (Coordinating Investigator), Smith, V. (Coordinating Investigator), Xue, R. (Coordinating Investigator), Li, Y. (Coordinating Investigator), Dunbar, I. (Coordinating Investigator) & McIvor, J. (Coordinating Investigator)
22/02/21 → …
Project: Teaching
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Analyzing Geographical Variation in Cause-of-death Mortality for China: Evidence from 2004 to 2017
Li, H. (Primary Chief Investigator) & Hanewald, K. (Chief Investigator)
1/10/21 → 30/04/22
Project: Research
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Flood risk management and adaptation under sea-level rise uncertainty
Truong, C. (Primary Chief Investigator), Li, H. (Chief Investigator) & Trueck, S. (Chief Investigator)
1/09/21 → 31/08/22
Project: Research
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From "War on Cancer" to "War on Covid": Modelling Cause-of-death Mortality Dependence with Vine Copulas
Li, H. (Primary Chief Investigator) & Czado, C. (Chief Investigator)
1/01/21 → 31/12/22
Project: Research
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Bayesian Vine Copulas for Modelling Mortality Dependence and Pricing Mortality-Linked Securities
Li, J. (Primary Chief Investigator), Pitt, D. (Chief Investigator) & Li, H. (Chief Investigator)
7/11/19 → 6/11/20
Project: Research
Research Outputs
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Wildfire loss modeling: A flexible semiparametric approach
Raveendran, N., Zhu, H., Li, H. & Sofronov, G., 2025, In: North American Actuarial Journal. 29, 2, p. 329-344 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Link opens in a new tab Citations (Scopus)25 Downloads (Pure) -
Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement
Li, H. & Chen, H., 1 Apr 2024, In: International Journal of Forecasting. 40, 2, p. 549-563 15 p.Research output: Contribution to journal › Article › peer-review
1 Link opens in a new tab Citation (Scopus) -
Optimal dynamic climate adaptation pathways: a case study of New York City
Truong, C., Malavasi, M., Li, H., Trück, S. & Shevchenko, P. V., 21 May 2024, (E-pub ahead of print) In: Annals of Operations Research. 23 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Link opens in a new tab Citation (Scopus) -
Pricing extreme mortality risk in the wake of the COVID-19 pandemic
Li, H., Liu, H., Tang, Q. & Yuan, Z., Jan 2023, In: Insurance: Mathematics and Economics. 108, p. 84-106 23 p.Research output: Contribution to journal › Article › peer-review
Open Access19 Link opens in a new tab Citations (Scopus) -
Analyzing geographical variation in cause-of-death mortality for China: Evidence from 2004 to 2019
Li, H. & Hanewald, K., 30 Sept 2022, Society of Actuaries Research Institute. 71 p.Research output: Book/Report › Other report
Open Access
Prizes
Activities
- 1 Participating in a conference, workshop or event series
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MQ Women Shaping the Future: A Gender Equity Week Symposium
Li, H. (Participant)
12 Mar 2020Activity: Participating in or organising an event › Participating in a conference, workshop or event series
Press/Media
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COVID-19: Excess mortality in 2021 estimated to be around 1%, and likely to be higher in early 2022
Andrew, A., Cutter, K., Lang, J., Li, H., Lyon, R., Wang, Z. & Xu, M.
7/03/22
1 Media contribution
Press/Media: Research
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COVID-19: Overall September-October mortality remains steady, but January increase likely
Andrew, A., Cutter, K., Lang, J., Li, H., Lyon, R., Wang, Z. & Xu, M.
3/02/22
1 Media contribution
Press/Media: Research
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Higher mortality from other causes is offset by lower mortality from respiratory diseases
Andrew, A., Cutter, K., Lang, J., Li, H., Lyon, R., Wang, Z. & Xu, M.
2/12/21
1 Media contribution
Press/Media: Research
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Despite COVID-19, Australian mortality improvement is on trend
Andrew, A., Cutter, K., Lang, J., Li, H., Lyon, R., Wang, Z. & Xu, M.
2/11/21
1 Media contribution
Press/Media: Research
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How resilient is the insurance industry against climate change?
Li, H. & Tang, Q.
7/12/20
1 Media contribution
Press/Media: Research