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
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 5 Finished
-
Ensemble modelling for forecasting mortality and its implications for annuity pricing and risk management
1/07/20 → 30/06/21
Project: Research
-
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
-
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
-
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 AccessFile -
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
-
Bayesian mixture modelling for mortality projection
Li, J. & Kogure, A., 15 Apr 2021, In: Risks. 9, 4, p. 1-12 12 p., 76.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Downloads (Pure) -
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
1 Citation (Scopus)
Prizes
-
-
SCOR Actuarial Award in Asia
Tan, Chong It (Recipient), Li, Jackie (Recipient), Li, J. S. H. (Recipient) & Balasooriya, U. (Recipient), 2014
Prize
-
-
-
-
Journal of Industrial and Management Optimization (Journal)
Jackie Li (Reviewer)
2021 → …Activity: Peer-review and editorial of research outputs › Editorial work
-
Risks (Journal)
Jackie Li (Reviewer)
2020 → …Activity: Peer-review and editorial of research outputs › Editorial work
-
Asia-Pacific journal of risk and insurance (Journal)
Jackie Li (Reviewer)
2019 → …Activity: Peer-review and editorial of research outputs › Editorial work
-
Quantitative Economics of Corporate Crime, Punishment and Solution – Regbonds
Jackie Li (Examiner)
2019Activity: Higher degree research activities › Examination
-