Hong Li
Cited by
Cited by
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
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
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
Modeling and forecasting mortality with economic growth: a multipopulation approach
TJ Boonen, H Li
Demography 54 (5), 1921-1946, 2017
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
Modeling cause-of-death mortality using hierarchical Archimedean copula
H Li, Y Lu
Scandinavian Actuarial Journal 2019 (3), 247-272, 2019
Robust Mean–Variance Hedging of Longevity Risk
H Li, A De Waegenaere, B Melenberg
Journal of Risk and Insurance 84 (S1), 459-475, 2017
A Bayesian non-parametric model for small population mortality
H Li, Y Lu
Scandinavian Actuarial Journal 2018 (7), 605-628, 2018
Dynamic Hedging of Longevity Risk: the Effect of Trading Frequency
H Li
ASTIN Bulletin: The Journal of the IAA 48 (1), 197-232, 2018
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
Forecasting mortality with international linkages: A global vector-autoregression approach
H Li, Y Shi
Insurance: Mathematics and Economics 100, 59-75, 2021
Coherent mortality forecasting for less developed countries
H Li, Y Lu, P Lyu
Risks 9 (9), 151, 2021
Dynamic Bayesian ratemaking: a Markov chain approximation approach
H Li, Y Lu, W Zhu
North American Actuarial Journal 25 (2), 186-205, 2021
Improved index insurance design and yield estimation using a dynamic factor forecasting approach
H Li, L Porth, KS Tan, W Zhu
Insurance: Mathematics and Economics, 2020
A new unique information share measure with applications on cross-listed Chinese banks
H Li, Y Shi
Journal of Banking & Finance 128, 106141, 2021
Mortality Forecasting with an Age-Coherent Sparse VAR Model
H Li, Y Shi
Risks 9 (2), 35, 2021
Tail index-linked annuity: A longevity risk sharing retirement plan
A Chen, H Li, MB Schultze
Scandinavian Actuarial Journal 2022 (2), 139-164, 2022
Robust longevity risk management
H Li, A De Waegenaere, B Melenberg
Available at SSRN 2532423, 2014
Assessing the Effectiveness of the Actuaries Climate Index for Estimating the Impact of Extreme Weather on Crop Yield and Insurance Applications
Q Pan, L Porth, H Li
Sustainability 14 (11), 6916, 2022
Collective Longevity Swap: a Novel Longevity Risk Transfer Solution and Its Economic Pricing
A Chen, H Li, M Schultze
Available at SSRN, 2022
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