Projects per year
Fingerprint Dive into the research topics where Jackie Li is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Mortality
Mathematics
Hedging
Mathematics
mortality
Social Sciences
life expectancy
Social Sciences
projection
Social Sciences
Modeling
Mathematics
Pricing
Mathematics
Common factor
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects 2012 2017
- 3 Finished
Project to develop a method of assessing basis risk for longevity transactions, Phase 2
Li, K. K. J., Li, S., Tickle, L. & Tan, C. I.
8/07/16 → 30/09/17
Project: Research
An Evaluation of the Forecasting Performance of the Poisson Common Factor Model
Li, K. K. J., Tickle, L. & Parr, N.
1/01/12 → 31/07/13
Project: Research
evaluation
performance
Research Outputs 2006 2019
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 journal › Article › Research › peer-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., Mar 2019, In : Annals of Actuarial Science. 13, 1, p. 166-197 32 p.Research output: Contribution to journal › Article › Research › peer-review
Swap
Hedging
Transactions
Feature Modeling
Structural Change
Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds
Liu, J. & Li, J., Jun 2019, In : Journal of Population Research. 36, 2, p. 159-181 23 p.Research output: Contribution to journal › Article › Research › peer-review
life expectancy
trend
mortality
value theory
projection
Multivariate risk-neutral pricing of reverse mortgages under the bayesian framework
Li, J., Kogure, A. & Liu, J., 24 Jan 2019, In : Risks. 7, 1, p. 1-12 12 p., 11.Research output: Contribution to journal › Article › Research › peer-review
Open Access
File
Multivariate risk
Mortgages
Risk-neutral pricing
Interest rate risk
Longevity risk
On the optimal hedge ratio in index-based longevity risk hedging
Li, J., Tan, C. I., Tang, S. & Liu, J., 21 Mar 2019, In : European Actuarial Journal.Research output: Contribution to journal › Article › Research › peer-review
Hedging
Cost-benefit Analysis
Public Sector
Mortality
Timing
Press / Media
Manage longevity risk by accessing capital market, academic says
29/08/16
1 item of media coverage
Press/Media: Research
Academics, industry investigate longevity bonds
25/07/16
1 item of media coverage
Press/Media: Research