Li, Jackie; Lee, Maggie; Guthrie, Simon A double common factor model for mortality projection using best-performance mortality rates as reference. (English) Zbl 1471.91471 ASTIN Bull. 51, No. 2, 349-374 (2021). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J. Li} et al., ASTIN Bull. 51, No. 2, 349--374 (2021; Zbl 1471.91471) Full Text: DOI OpenURL
Tang, Sixian; Li, Jackie Market pricing of longevity-linked securities. (English) Zbl 1472.91041 Scand. Actuar. J. 2021, No. 5, 408-436 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 91G20 91D20 PDF BibTeX XML Cite \textit{S. Tang} and \textit{J. Li}, Scand. Actuar. J. 2021, No. 5, 408--436 (2021; Zbl 1472.91041) Full Text: DOI OpenURL
Li, Johnny Siu-Hang; Li, Jackie; Balasooriya, Uditha; Zhou, Kenneth Q. Constructing out-of-the-money longevity hedges using parametric mortality indexes. (English) Zbl 1461.91250 N. Am. Actuar. J. 25, Suppl. 1, S341-S372 (2021). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{J. S. H. Li} et al., N. Am. Actuar. J. 25, S341--S372 (2021; Zbl 1461.91250) Full Text: DOI OpenURL
Li, Jackie; Wong, Kenneth Incorporating structural changes in mortality improvements for mortality forecasting. (English) Zbl 1454.91198 Scand. Actuar. J. 2020, No. 9, 776-791 (2020). MSC: 91G05 91D20 PDF BibTeX XML Cite \textit{J. Li} and \textit{K. Wong}, Scand. Actuar. J. 2020, No. 9, 776--791 (2020; Zbl 1454.91198) Full Text: DOI OpenURL
Li, Jackie; Tan, Chong It; Tang, Sixian; Liu, Jia On the optimal hedge ratio in index-based longevity risk hedging. (English) Zbl 1433.91138 Eur. Actuar. J. 9, No. 2, 445-461 (2019). MSC: 91G05 91G10 91G20 PDF BibTeX XML Cite \textit{J. Li} et al., Eur. Actuar. J. 9, No. 2, 445--461 (2019; Zbl 1433.91138) Full Text: DOI OpenURL
Li, Jackie; Liu, Jia A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes. (English) Zbl 1411.91300 Scand. Actuar. J. 2019, No. 2, 97-112 (2019). MSC: 91B30 91D20 PDF BibTeX XML Cite \textit{J. Li} and \textit{J. Liu}, Scand. Actuar. J. 2019, No. 2, 97--112 (2019; Zbl 1411.91300) Full Text: DOI OpenURL
Yang, Bowen; Li, Jackie; Balasooriya, Uditha Cohort extensions of the Poisson common factor model for modelling both genders jointly. (English) Zbl 1401.91203 Scand. Actuar. J. 2016, No. 2, 93-112 (2016). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{B. Yang} et al., Scand. Actuar. J. 2016, No. 2, 93--112 (2016; Zbl 1401.91203) Full Text: DOI OpenURL
Li, Jackie; Haberman, Steven On the effectiveness of natural hedging for insurance companies and pension plans. (English) Zbl 1314.91142 Insur. Math. Econ. 61, 286-297 (2015). MSC: 91B30 91G70 PDF BibTeX XML Cite \textit{J. Li} and \textit{S. Haberman}, Insur. Math. Econ. 61, 286--297 (2015; Zbl 1314.91142) Full Text: DOI Link OpenURL
Yang, Bowen; Li, Jackie; Balasooriya, Uditha Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk. (English) Zbl 1318.91126 Insur. Math. Econ. 62, 16-27 (2015). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{B. Yang} et al., Insur. Math. Econ. 62, 16--27 (2015; Zbl 1318.91126) Full Text: DOI OpenURL
Kogure, Atsuyuki; Li, Jackie; Kamiya, Shinichi A Bayesian multivariate risk-neutral method for pricing reverse mortgages. (English) Zbl 1412.91047 N. Am. Actuar. J. 18, No. 1, 242-257 (2014). MSC: 91B30 62P05 62H05 PDF BibTeX XML Cite \textit{A. Kogure} et al., N. Am. Actuar. J. 18, No. 1, 242--257 (2014; Zbl 1412.91047) Full Text: DOI OpenURL
Tan, Chong It; Li, Jackie; Li, Johnny Siu-Hang; Balasooriya, Uditha Parametric mortality indexes: from index construction to hedging strategies. (English) Zbl 1306.91140 Insur. Math. Econ. 59, 285-299 (2014). MSC: 91G20 91B30 91D20 91B82 62P05 PDF BibTeX XML Cite \textit{C. I. Tan} et al., Insur. Math. Econ. 59, 285--299 (2014; Zbl 1306.91140) Full Text: DOI OpenURL