Jackie Li
Macquarie University
H-index: 16
Oceania-Australia
Top articles of Jackie Li
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Bayesian modelling of best-performance healthy life expectancy | Journal of Population Research | Jackie Li | 2024 |
A systematic vector autoregressive framework for modelling and forecasting mortality | Journal of Forecasting | Jackie Li Jia Liu Adam Butt | 2024 |
Bayesian joint modelling of life expectancy and healthy life expectancy and valuation of retirement village contract | Scandinavian Actuarial Journal | Jackie Li | 2023 |
Multi-Population Heat Wave Mortality Models for Longevity Risk Pricing and Hedging | Available at SSRN 4493846 | Sixian Tang Jackie Li Leonie Tickle | 2023 |
Claims Modelling with Three-Component Composite Models | Risks | Jackie Li Jia Liu | 2023/11/13 |
A Hermite spline approach for modelling population mortality | Annals of Actuarial Science | Sixian Tang Jackie Li Leonie Tickle | 2023/7 |
Mandatory annuitization and money's worth: evidence from Singapore | Journal of Pension Economics & Finance | Joelle H Fong Jackie Li | 2022/7 |
Bayesian vine copulas for modelling dependence in data breach losses | Annals of Actuarial Science | Jia Liu Jackie Li Kevin Daly | 2022/7 |
Dispersion modelling of mortality for both sexes with Tweedie distributions | Scandinavian Actuarial Journal | Jackie Li David Pitt Han Li | 2022/4/21 |
Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model | Risks | Thilini Dulanjali Kularatne Jackie Li Yanlin Shi | 2022/11/17 |
A model stacking approach for forecasting mortality | North American Actuarial Journal | Jackie Li | 2022/9/22 |
A New Fourier Approach under the Lee-Carter Model for Incorporating Time-Varying Age Patterns of Structural Changes | Risks | Sixian Tang Jackie Li Leonie Tickle | 2022/8 |
Bayesian mixture modelling for mortality projection | Risks | Jackie Li Atsuyuki Kogure | 2021/4/15 |
On the use of Archimedean copulas for insurance modelling | Annals of Actuarial Science | Thilini Dulanjali Kularatne Jackie Li David Pitt | 2021/3 |
Using hierarchical Archimedean copulas for modelling mortality dependence and pricing mortality-linked securities | Annals of Actuarial Science | Jackie Li Uditha Balasooriya Jia Liu | 2021/11 |
Constructing out-of-the-money longevity hedges using parametric mortality indexes | North American Actuarial Journal | Johnny Siu-Hang Li Jackie Li Uditha Balasooriya Kenneth Q Zhou | 2021/2/18 |
Market pricing of longevity-linked securities | Scandinavian Actuarial Journal | Sixian Tang Jackie Li | 2021/5/28 |
A double common factor model for mortality projection using best-performance mortality rates as reference | ASTIN Bulletin: The Journal of the IAA | Jackie Li Maggie Lee Simon Guthrie | 2021/5 |
Incorporating structural changes in mortality improvements for mortality forecasting | Scandinavian Actuarial Journal | Jackie Li Kenneth Wong | 2020/10/20 |
The Impact of Model Uncertainty on Index-Based Longevity Hedging and Measurement of Longevity Basis Risk | Risks | Uditha Balasooriya Johnny Siu-Hang Li Jackie Li | 2020/9 |
