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Jackie Li

Associate Professor

 https://orcid.org/0000-0001-8399-6584
20062020

Research output per year

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Projects

Bayesian Vine Copulas for Modelling Mortality Dependence and Pricing Mortality-Linked Securities

Li, J., Pitt, D. & Li, H.

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

The Cost of Living Longer: Projecting the Effects of Prospective Mortality Improvement on Economic Support Ratios for a Selection of OECD Countries

Tickle, L., Parr, N. & Li, J.

1/01/13 → 31/03/14

Project: Research

An Evaluation of the Forecasting Performance of the Poisson Common Factor Model

Li, J., Tickle, L. & Parr, N.

1/01/12 → 31/07/13

Project: Research

    • Research Outputs

    • 41 Article
    • 2 Meeting abstract
    • 1 Conference proceeding contribution

    A modified common factor model for modelling mortality jointly for both sexes

    Wong, K., Li, J. & Tang, S., 17 Mar 2020, In : Journal of Population Research. 37, 2, p. 181-212 32 p.

    Research output: Contribution to journal › Article

    • 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

    • 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

    • 1 Citation (Scopus)

    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

    • 3 Citations (Scopus)

    Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds

    Liu, J. & Li, J., 15 Jun 2019, In : Journal of Population Research. 36, 2, p. 159-181 23 p.

    Research output: Contribution to journal › Article

    • 51 Citations (Scopus)

    Press / Media

    Manage longevity risk by accessing capital market, academic says

    Jackie Li

    29/08/16

    1 item of Media coverage

    Press/Media: Research

    Longevity basis risk research underway

    Jackie Li

    17/08/16

    1 item of Media coverage

    Press/Media: Research

    Longevity a new opportunity for investors

    Jackie Li

    16/08/16

    1 item of Media coverage

    Press/Media: Research

    Academics, industry investigate longevity bonds

    Jackie Li

    25/07/16

    1 item of Media coverage

    Press/Media: Research