Projects per year
Personal profile
Biography
Jackie Li is a researcher in the Department of Actuarial Studies and Business Analytics and a Fellow of the Institute of Actuaries of Australia (FIAA). He has a PhD in actuarial studies from University of Melbourne and a PhD in demography from Macquarie University. His research interests include mortality and longevity modelling, pricing, and hedging, and general insurance claims modelling and loss reserving. He has expertise in copula modelling, Bayesian analysis, and neural network applications. He has published extensively in top-tier actuarial and demographic journals, including Annals of Actuarial Science, ASTIN Bulletin, Insurance: Mathematics and Economics, North American Actuarial Journal, Scandinavian Actuarial Journal, Population Studies, and Demographic Research. He is an editorial board member of Journal of Industrial and Management Optimization, an associate editor for Asia-Pacific Journal of Risk and Insurance, and a guest editor for Risks. He has led several high-profile research projects funded by the Institute and Faculty of Actuaries (UK), Actuaries Institute (Australia), and Insurance Risk and Finance Research Centre (Singapore).
Jackie has recieved multiple teacher awards for his excellence in teaching. He also has extensive experience in actuarial accreditation matters, program and curriculum development, research centre setup and operation, and collaboration with industry practitioners. Before joining academia, Jackie worked in the financial services industry for several years in the fields of general insurance and superannuation.
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Network
Projects
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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 double common factor model for mortality projection using best-performance mortality rates as reference
Li, J., Lee, M. & Guthrie, S., 1 Feb 2021, In: ASTIN Bulletin.Research output: Contribution to journal › Article › peer-review
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Constructing out-of-the-money longevity hedges using parametric mortality indexes
Li, J. S-H., Li, J., Balasooriya, U. & Zhou, K. Q., 2021, In: North American Actuarial Journal. 25, S1, p. S341-S372 32 p.Research output: Contribution to journal › Article › peer-review
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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 › peer-review
1 Citation (Scopus) -
A modified extreme value perspective on best-performance life expectancy
Li, J. & Liu, J., 1 Dec 2020, In: Journal of Population Research. 37, 4, p. 345-375 31 p.Research output: Contribution to journal › Article › peer-review
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., Sep 2020, In: Risks. 8, 3, p. 1-18 18 p., 67.Research output: Contribution to journal › Article › peer-review
Open AccessFile3 Downloads (Pure)
Prizes
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SCOR Actuarial Award in Asia
Tan, Chong It (Recipient), Li, Jackie (Recipient), Johnny Siu Hang Li (Recipient) & Uditha Balasooriya (Recipient), 2014
Prize
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Press / Media
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New developments in longevity risk transfer market – Assessing basis risk for longevity transactions
17/04/18
1 Media contribution
Press/Media: Research
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Assessing basis risk for longevity transactions – Phase 2
4/12/17
1 Media contribution
Press/Media: Research
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Manage longevity risk by accessing capital market, academic says
29/08/16
1 item of Media coverage
Press/Media: Research
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