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.
- 5 Similar Profiles
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Projects
Bayesian Vine Copulas for Modelling Mortality Dependence and Pricing Mortality-Linked Securities
7/11/19 → 6/11/20
Project: Research
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
An Evaluation of the Forecasting Performance of the Poisson Common Factor Model
1/01/12 → 31/07/13
Project: Research
Research Outputs
A modified common factor model for modelling mortality jointly for both sexes
Wong, K., Li, J. & Tang, S., Jun 2020, In : Journal of Population Research. 37, 2, p. 181-212 32 p.Research output: Contribution to journal › Article
1
Citation
(Scopus)
A Two-population extension of the exponential smoothing state space model with a smoothing penalisation scheme
Shi, Y., Tang, S. & Li, J., 29 Jun 2020, In : Risks. 8, 3, p. 1-18 18 p., 67.Research output: Contribution to journal › Article
Open Access
File
1
Downloads
(Pure)
Incorporating structural changes in mortality improvements for mortality forecasting
Li, J. & Wong, K., 21 Apr 2020, In : Scandinavian Actuarial Journal. 16 p.Research output: Contribution to journal › Article
On the use of Archimedean copulas for insurance modelling
Kularatne, D., Li, J. & Pitt, D., 17 Jun 2020, In : Annals of Actuarial Science.Research output: Contribution to journal › Article
The Impact of model uncertainty on index-based longevity hedging and measurement of longevity basis risk
Balasooriya, U., Li, J. S-H. & Li, J., 1 Aug 2020, In : Risks. 8, 3, 25 p., 80.Research output: Contribution to journal › Article
Open Access
File
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