Hong Li
Title
Cited by
Cited by
Year
The choice of sample size for mortality forecasting: A Bayesian learning approach
H Li, A De Waegenaere, B Melenberg
Insurance: Mathematics and Economics 63, 153-168, 2015
292015
Coherent forecasting of mortality rates: A sparse vector-autoregression approach
H Li, Y Lu
ASTIN Bulletin: The Journal of the IAA 47 (2), 563-600, 2017
242017
Modeling and forecasting mortality with economic growth: a multipopulation approach
TJ Boonen, H Li
Demography 54 (5), 1921-1946, 2017
192017
A forecast reconciliation approach to cause-of-death mortality modeling
H Li, H Li, Y Lu, A Panagiotelis
Insurance: Mathematics and Economics 86, 122-133, 2019
172019
Optimizing the Lee-Carter approach in the presence of structural changes in time and age patterns of mortality improvements
H Li, JSH Li
Demography 54 (3), 1073-1095, 2017
172017
Robust Mean–Variance Hedging of Longevity Risk
H Li, A De Waegenaere, B Melenberg
Journal of Risk and Insurance 84 (S1), 459-475, 2017
172017
A Bayesian non-parametric model for small population mortality
H Li, Y Lu
Scandinavian Actuarial Journal 2018 (7), 605-628, 2018
132018
Modeling cause-of-death mortality using hierarchical Archimedean copula
H Li, Y Lu
Scandinavian Actuarial Journal 2019 (3), 247-272, 2019
122019
Dynamic Hedging of Longevity Risk: the Effect of Trading Frequency
H Li
ASTIN Bulletin: The Journal of the IAA 48 (1), 197-232, 2018
72018
Coherent mortality forecasting for less developed countries
H Li, Y Lu, P Lyu
Risks 9 (9), 151, 2021
62021
Forecasting mortality with international linkages: A global vector-autoregression approach
H Li, Y Shi
Insurance: Mathematics and Economics 100, 59-75, 2021
42021
Gompertz law revisited: Forecasting mortality with a multi-factor exponential model
H Li, KS Tan, S Tuljapurkar, W Zhu
Insurance: Mathematics and Economics 99, 268-281, 2021
32021
Tail index-linked annuity: A longevity risk sharing retirement plan
A Chen, H Li, MB Schultze
Scandinavian Actuarial Journal, 1-26, 2021
32021
Mortality Forecasting with an Age-Coherent Sparse VAR Model
H Li, Y Shi
Risks 9 (2), 35, 2021
22021
Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach
H Li, Y Lu, W Zhu
North American Actuarial Journal, 1-20, 2020
22020
Dynamic hedging of longevity risk: the effect of trading frequency
H Li
Available at SSRN 2532422, 2015
22015
Robust longevity risk management
H Li, A De Waegenaere, B Melenberg
Available at SSRN 2532423, 2014
22014
Robust estimates of insurance misrepresentation through kernel quantile regression mixtures
H Li, Q Song, J Su
Journal of Risk and Insurance 88 (3), 625-663, 2021
12021
A new unique information share measure with applications on cross-listed Chinese banks
H Li, Y Shi
Journal of Banking & Finance 128, 106141, 2021
12021
Mortality Forecasting with an Age-Coherent Sparse VAR Model. Risks 9: 35
H Li, Y Shi
s Note: MDPI stays neu-tral with regard to jurisdictional clai-ms in …, 2021
2021
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Articles 1–20