Projects per year
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Collaborations and top research areas from the last five years
Projects
- 5 Finished
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Ensemble modelling for forecasting mortality and its implications for annuity pricing and risk management
1/07/20 → 30/06/21
Project: Research
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Bayesian Vine Copulas for Modelling Mortality Dependence and Pricing Mortality-Linked Securities
7/11/19 → 6/11/20
Project: Research
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Project to develop a method of assessing basis risk for longevity transactions, Phase 2
Li, J., Li, S., Tickle, L. & Tan, C. I.
8/07/16 → 30/09/17
Project: Research
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An Evaluation of the Forecasting Performance of the Poisson Common Factor Model
1/01/12 → 31/07/13
Project: Research
Research Outputs
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A Hermite spline approach for modelling population mortality
Tang, S., Li, J. & Tickle, L., Jul 2023, In: Annals of Actuarial Science. 17, 2, p. 243-284 42 p.Research output: Contribution to journal › Article › peer-review
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A New Fourier approach under the Lee-Carter model for incorporating time-varying age patterns of structural changes
Tang, S., Li, J. & Tickle, L., Aug 2022, In: Risks. 10, 8, p. 1-24 24 p., 147.Research output: Contribution to journal › Article › peer-review
Open AccessFile80 Downloads (Pure) -
Dispersion modelling of mortality for both sexes with Tweedie distributions
Li, J., Pitt, D. & Li, H., 21 Apr 2022, In: Scandinavian Actuarial Journal. 2022, 4, p. 356-374 19 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus) -
Mandatory annuitization and money's worth: evidence from Singapore
Fong, J. H. & Li, J., Jul 2022, In: Journal of Pension Economics and Finance. 21, 3, p. 405-424 20 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)36 Downloads (Pure) -
A Double common factor model for mortality projection using best-performance mortality rates as reference
Li, J., Lee, M. & Guthrie, S., May 2021, In: ASTIN Bulletin. 51, 2, p. 349-374 26 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)
Prizes
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SCOR Actuarial Award in Asia
Tan, Chong It (Recipient), Li, Jackie (Recipient), Li, Johnny Siu Hang (Recipient) & Balasooriya, Uditha (Recipient), 2014
Prize
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Journal of Industrial and Management Optimization (Journal)
Jackie Li (Reviewer)
2021 → …Activity: Peer-review and editorial of research outputs › Editorial work
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Risks (Journal)
Jackie Li (Reviewer)
2020 → …Activity: Peer-review and editorial of research outputs › Editorial work
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Quantitative Economics of Corporate Crime, Punishment and Solution – Regbonds
Jackie Li (Examiner)
2019Activity: Higher degree research activities › Examination
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Asia-Pacific journal of risk and insurance (Journal)
Jackie Li (Reviewer)
2019 → …Activity: Peer-review and editorial of research outputs › Editorial work
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