Projects per year
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Collaborations and top research areas from the last five years
Projects
- 5 Finished
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Ensemble modelling for forecasting mortality and its implications for annuity pricing and risk management
Shang, H. (Primary Chief Investigator), Li, J. (Chief Investigator) & Pitt, D. (Chief Investigator)
1/07/20 → 30/06/21
Project: Research
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Bayesian Vine Copulas for Modelling Mortality Dependence and Pricing Mortality-Linked Securities
Li, J. (Primary Chief Investigator), Pitt, D. (Chief Investigator) & Li, H. (Chief Investigator)
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. (Primary Chief Investigator), Li, S.-H. (Chief Investigator), Tickle, L. (Chief Investigator) & Tan, C. I. (Chief Investigator)
8/07/16 → 30/09/17
Project: Research
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The Cost of Living Longer: Projecting the Effects of Prospective Mortality Improvement on Economic Support Ratios for a Selection of OECD Countries
Tickle, L. (Primary Chief Investigator), Parr, N. (Chief Investigator) & Li, J. (Chief Investigator)
1/01/13 → 31/03/14
Project: Research
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An Evaluation of the Forecasting Performance of the Poisson Common Factor Model
Li, J. (Primary Chief Investigator), Tickle, L. (Chief Investigator) & Parr, N. (Chief Investigator)
1/01/12 → 31/07/13
Project: Research
Research Outputs
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Ensemble interval forecasts of mortality
Li, J., Wang, M., Liu, J. & Tickle, L., 2025, In: Scandinavian Actuarial Journal. 2025, 6, p. 598-616 19 p.Research output: Contribution to journal › Article › peer-review
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Forecasting mortality rates using population composition data
Tang, S., Li, J. & Tickle, L., Dec 2025, In: Journal of Population Research. 42, 4, p. 1-23 23 p., 54.Research output: Contribution to journal › Article › peer-review
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A Hermite spline approach for modelling population mortality
Tang, S., Li, J. & Tickle, L., Jul 2023, In: Annals of Actuarial Science. 17, 2, p. 243-284 42 p.Research output: Contribution to journal › Article › peer-review
6 Citations (Scopus) -
A New Fourier approach under the Lee-Carter model for incorporating time-varying age patterns of structural changes
Tang, S., Li, J. & Tickle, L., Aug 2022, In: Risks. 10, 8, p. 1-24 24 p., 147.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Citation (Scopus)73 Downloads (Pure) -
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
3 Citations (Scopus)
Prizes
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SCOR Actuarial Award in Asia
Tan, C. I. (Recipient), Li, J. (Recipient), Li, J. S. H. (Recipient) & Balasooriya, U. (Recipient), 2014
Prize
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Journal of Industrial and Management Optimization (Journal)
Li, J. (Reviewer)
2021 → …Activity: Peer-review and editorial of research outputs › Editorial work
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Risks (Journal)
Li, J. (Reviewer)
2020 → …Activity: Peer-review and editorial of research outputs › Editorial work
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Asia-Pacific journal of risk and insurance (Journal)
Li, J. (Reviewer)
2019 → …Activity: Peer-review and editorial of research outputs › Editorial work
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Quantitative Economics of Corporate Crime, Punishment and Solution – Regbonds
Li, J. (Examiner)
2019Activity: Higher degree research activities › Examination
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