Year 2014

Year 2014

  • Tan C. I., Li J., Li J. S. H., and Balasooriya U. (2014)  Parametric mortality indexes: From index construction to hedging strategies, Insurance: Mathematics and Economics, 59: 285-299.
  • Yang B., Li J., and Balasooriya U. (2014) Cohort extensions of the Poisson common factor model for modelling both genders jointly, Scandinavian Actuarial Journal.
  • Kogure, Atsuyuki, Jackie Li and Shinichi Kamiya. (2014) A Bayesian Multivariate Risk-Neutral Method for Pricing Reverse Mortgages, North American Actuarial Journal 18, 242-257.
  • Chan, Wai-Sum, Johnny Siu-Hang Li and Jackie Li. (2014) The CBD Mortality Indexes: Modeling and Applications, North American Actuarial Journal 18, 38-58.
  • Li J.  (2014)  A quantitative comparison of simulation strategies for mortality projection, Annals of Actuarial Science, 8(2): 281-297.
  • Chan W. S., Li J. S. H., and Li J. (2014)  The CBD mortality indexes: modeling and applications, North American Actuarial Journal, 18(1): 38-58.
  • Kogure A., Li J., and Kamiya S. (2014)  A Bayesian multivariate risk-neutral method for pricing reverse mortgages, North American Actuarial Journal, 18(1): 242-257.
  • Li J., (2014)  An application of MCMC simulation in mortality projection for populations with limited data, Demographic Research, 30: 1-48.