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~person:"Li, Jackie"
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Search: subject:"Common Factor"
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Mortality
3
Poisson common factor model
3
Sterblichkeit
3
Factor analysis
2
Faktorenanalyse
2
Historical simulation
2
Longevity risk
2
Natural hedging
2
Product-ratio model
2
Risk reduction
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Value-at-Risk
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Common factor model
1
Dispersion modelling
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Estimation theory
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Forecasting model
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Generalised linear models
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Insurance
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Poisson Lee-Carter model
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Poisson Lee–Carter model
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Portfolio selection
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Stochastic process
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Stochastischer Prozess
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Time series analysis
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Tweedie distributions
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best-performance/best-practice life expectancy
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Li, Jackie
Eberhardt, Markus
25
Westerlund, Joakim
21
Marcellino, Massimiliano
15
Hubrich, Kirstin
14
Wieladek, Tomasz
11
Beck, Günter W.
9
Teal, Francis
7
Chiu, Adrian
6
Liddle, Brantley
6
Theissen, Erik
6
Chauvet, Marcelle
5
Ciccarelli, Matteo
5
Cristini, Annalisa
5
Das, Samarjit
5
Helmers, Christian
5
Mojon, Benoît
5
Beck, Guenter W.
4
Hautsch, Nikolaus
4
Reese, Simon
4
Sevilla, Almudena
4
Strauss, Hubert
4
Bhattacharya, Kaushik
3
Dissanayake, Jagath
3
Gilhooly, Robert
3
Kappler, Marcus
3
Krijnen, Wim
3
Potter, Simon
3
Urbain, Jean-Pierre
3
Weale, Martin
3
Alonso-García, Jennifer
2
Ando, Tomohiro
2
Banerjee, Anindya
2
Becker, Bettina
2
Bernhofen, Daniel M.
2
Blasques, Francisco
2
D'Innocenzo, Enzo
2
Deniz, Pinar
2
Edgerton, David
2
Elisa, Ossola
2
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ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Insurance / Mathematics & economics
1
Insurance: Mathematics and Economics
1
Scandinavian actuarial journal
1
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ECONIS (ZBW)
4
RePEc
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1
Dispersion modelling of mortality for both sexes with Tweedie distributions
Li, Jackie
;
Pitt, David C.
;
Li, Han
- In:
Scandinavian actuarial journal
2022
(
2022
)
4
,
pp. 356-374
Persistent link: https://www.econbiz.de/10013370645
Saved in:
2
A double
common
factor
model for mortality projection using best-performance mortality rates as reference
Li, Jackie
;
Lee, Maggie
;
Guthrie, Simon
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 349-374
Persistent link: https://www.econbiz.de/10012523249
Saved in:
3
Smoothing poisson
common
factor
model for projecting mortality jointly for both sexes
Pitt, David C.
;
Li, Jackie
;
Lim, Tian Kang
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 509-541
Persistent link: https://www.econbiz.de/10011875662
Saved in:
4
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance: Mathematics and Economics
61
(
2015
)
C
,
pp. 286-297
correlated Poisson Lee–Carter model, Poisson
common
factor
model, product-ratio model, and historical simulation. Our analysis is …
Persistent link: https://www.econbiz.de/10011263836
Saved in:
5
On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie
;
Haberman, Steven
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
Saved in:
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