Jackie Li

MONASH UNIVERSITY

Australia

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Articles (13)

Year:

2024

Year:

2024

Year:

2023

Year:

2023

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2022

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2022

Year:

2022

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2022

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2021

Year:

2021

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2021

Year:

2021

Year:

2021

Collaborators (7)

Leonie Tickle

Macquarie University

AUSTRALIA

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Simon Guthrie

Macquarie University

AUSTRALIA

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Jacie Jia Liu

Lecturer

Australian National University

AUSTRALIA

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Adam Butt

Associate Professor

Australian National University

AUSTRALIA

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Joelle H. Fong

National University of Singapore (NUS)

SINGAPORE

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David Pitt

Macquarie University

AUSTRALIA

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Han Li

University of Melbourne

AUSTRALIA

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Jackie Li

Research Interests

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Contact this professor

Articles (13)

A systematic vector autoregressive framework for modeling and forecasting mortality

Bayesian modelling of best-performance healthy life expectancy

A Hermite spline approach for modelling population mortality

Claims Modelling with Three-Component Composite Models

Dispersion modelling of mortality for both sexes with Tweedie distributions

A New Fourier approach under the Lee-Carter model for incorporating time-varying age patterns of structural changes

Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model

Mandatory annuitization and money's worth

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

Market pricing of longevity-linked securities

A Double common factor model for mortality projection using best-performance mortality rates as reference

Bayesian Mixture Modelling for Mortality Projection

On the use of Archimedean copulas for insurance modelling

Collaborators (7)

Leonie Tickle

Simon Guthrie

Jacie Jia Liu

Adam Butt

Joelle H. Fong

David Pitt

Han Li

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