Hong Li

Warren Centre for Actuarial Studies and Research, University of Manitoba

Assistant Professor

638 Drake Centre, 181 Freedman Crescent

Winnipeg, MB R3T 2N2

Canada

http://https://hongliecon.weebly.com/

SCHOLARLY PAPERS

9

DOWNLOADS

519

SSRN CITATIONS

8

CROSSREF CITATIONS

4

Scholarly Papers (9)

1.

Coherent Mortality Forecasting for Less Developed Countries

Number of pages: 34 Posted: 02 Aug 2018
Hong Li, Yang Lu and Pintao Lyu
Warren Centre for Actuarial Studies and Research, University of Manitoba, Dept. Maths & Statis, Concordia University and Tilburg University - Department of Econometrics & Operations Research
Downloads 90 (351,267)
Citation 1

Abstract:

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Coherent Mortality Forecasts, Less Developed Countries, Mortality Rotation, Double Logistic Function

2.

Dynamic Hedging of Longevity Risk: The Effect of Trading Frequency

Number of pages: 47 Posted: 02 Dec 2014 Last Revised: 29 Jun 2015
Hong Li
Warren Centre for Actuarial Studies and Research, University of Manitoba
Downloads 74 (394,342)
Citation 3

Abstract:

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Dynamic hedging; Longevity risk; Minimum variance; Forward mortality model

3.

Improved Index Insurance Design and Yield Estimation Using a Dynamic Factor Forecasting Approach

Insurance: Mathematics and Economics, 96, 208-221
Number of pages: 33 Posted: 27 Jun 2018 Last Revised: 12 Jan 2021
Warren Centre for Actuarial Studies and Research, University of Manitoba, University of Waterloo - Department of Statistics and Actuarial ScienceUniversity of Manitoba - Warren Centre for Actuarial Studies and Research, University of Waterloo and Nanyang Business School, Nanyang Technological University
Downloads 73 (397,347)

Abstract:

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Crop Yield Forecasting; Factor Model; Index-Based Insurance

4.

Gompertz Law Revisited: Forecasting Mortality with a Multi-factor Exponential Model

Insurance: Mathematics and Economics, Forthcoming
Number of pages: 29 Posted: 16 Dec 2019 Last Revised: 12 Jan 2021
Warren Centre for Actuarial Studies and Research, University of Manitoba, University of Waterloo, Stanford University and Nanyang Business School, Nanyang Technological University
Downloads 65 (422,863)
Citation 1

Abstract:

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Old Age Mortality Forecasting, Gompertz Law, Factor Model

5.

Tail Index-Linked Annuity: A Longevity Risk Sharing Retirement Plan

Number of pages: 27 Posted: 11 Sep 2020
An Chen, Hong Li and Mark Schultze
University of Ulm, Warren Centre for Actuarial Studies and Research, University of Manitoba and affiliation not provided to SSRN
Downloads 55 (458,485)

Abstract:

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indexed annuity, longevity risk, multi-population mortality, retirement product design

6.

Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach

North American Actuarial Journal, Forthcoming
Number of pages: 36 Posted: 12 Jan 2019 Last Revised: 11 Feb 2020
Hong Li, Yang Lu and Wenjun Zhu
Warren Centre for Actuarial Studies and Research, University of Manitoba, Dept. Maths & Statis, Concordia University and Nanyang Business School, Nanyang Technological University
Downloads 54 (462,224)

Abstract:

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Markov Chain Discretization, Bayesian Premium, Dynamic Random Effect, Risk Heterogeneity

7.

Robust Longevity Risk Management

Netspar Discussion Paper No. 12/2014-073
Number of pages: 40 Posted: 27 Feb 2015
Warren Centre for Actuarial Studies and Research, University of Manitoba, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 45 (499,569)

Abstract:

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longevity risk, robust hedging, Kullback-Leibler divergence, mean-variance, conditional-value-at-risk

8.

The Choice of Sample Size for Mortality Forecasting: A Bayesian Learning Approach

Netspar Discussion Paper No. 11/2014-072
Number of pages: 38 Posted: 27 Feb 2015
Warren Centre for Actuarial Studies and Research, University of Manitoba, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 36 (542,299)
Citation 6

Abstract:

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Lee-Carter model, Cairns-Blake-Dowd model, Gibbs sampling

9.

Forecasting Mortality with International Linkages: A Global Vector-Autoregression Approach

Number of pages: 43 Posted: 16 Nov 2020
Hong Li and Yanlin Shi
Warren Centre for Actuarial Studies and Research, University of Manitoba and Macquarie University, Macquarie Business School
Downloads 27 (593,268)
Citation 1

Abstract:

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Global Vector-Autoregression; Coherent Mortality Forecasting; Multiple Populations