Jacie Jia Liu

Lecturer

Australian National University

Australia

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Articles (8)

A systematic vector autoregressive framework for modeling and forecasting mortality

Year:

2024

Claims Modelling with Three-Component Composite Models

Year:

2023

Bayesian vine copulas for modelling dependence in data breach losses

Year:

2022

Bayesian vine copulas for modelling dependence in data breach losses

Year:

2022

Board gender diversity and bank risks: Evidence from Australia

Year:

2022

A Study on Link Functions for Modelling and Forecasting Old-Age Survival Probabilities of Australia and New Zealand

Year:

2021

A modified extreme value perspective on best-performance life expectancy

Year:

2020

Using hierarchical Archimedean copulas for modelling mortality dependence and pricing mortality-linked securities

Year:

2020

Collaborators (2)

Adam Butt

Associate Professor

Australian National University

AUSTRALIA

Jackie Li

MONASH UNIVERSITY

AUSTRALIA

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