Mengyi Xu

Purdue University

610 Purdue Mall

West Lafayette, IN 47907

United States

University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)

Level 6, Central Lobby (enter via East Lobby)

Australian School of Business Building

Sydney, New South Wales NSW 2052

Australia

  • Purdue University

  • University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)

SCHOLARLY PAPERS

5

DOWNLOADS

344

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

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1.

Mortality Heterogeneity and Systematic Mortality Improvement

UNSW Business School Research Paper No. 2015ACTL23
Number of pages: 35 Posted: 10 Dec 2015
Mengyi Xu, Michael Sherris and Ramona Meyricke
Purdue University, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and UNSW Australia Business School, School of Risk & Actuarial Studies
Downloads 94 (469,641)
Citation 2

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mortality improvement, mortality heterogeneity, longitudinal data, stochastic mortality models, marginal models

2.

Financial Engineering: A Flexible Longevity Bond to Manage Individual Longevity Risk

Number of pages: 35 Posted: 14 May 2020
Yuxin Zhou, Michael Sherris, Jonathan Ziveyi and Mengyi Xu
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and School of Risk and Actuarial Studies, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies and Purdue University
Downloads 92 (476,229)

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Longevity Risk, Stochastic Mortality, Longevity Bond, Immunization, Natural Hedging

3.

Functional Disability with Systematic Trends and Uncertainty: A Comparison between China and the U.S.

UNSW Business School Research Paper Forthcoming
Number of pages: 66 Posted: 19 Mar 2021 Last Revised: 29 Oct 2021
Yu Fu, Michael Sherris and Mengyi Xu
Central University of Finance and Economics, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and Purdue University
Downloads 68 (568,045)

Abstract:

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functional disability, life expectancy, systematic trend and uncertainty, multi-state latent factor intensity model

4.

Insuring Longevity Risk and Long-Term Care: Bequest, Housing and Liquidity

Number of pages: 57 Posted: 14 Mar 2022
Mengyi Xu, Jennifer Alonso-García, Michael Sherris and Adam W. Shao
Purdue University, Université Libre de Bruxelles (ULB) - Department of Mathematics, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and affiliation not provided to SSRN
Downloads 55 (631,084)

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Recursive utility, Housing, Life annuities, Long-term care insurance, Lifecycle model

5.

Modeling Longevity and Disability with Generalized Autoregressive Score Models

Number of pages: 28 Posted: 06 Dec 2022
Yang Lu, Pengyu Wei and Mengyi Xu
Department of Maths & Statis, Concordia University, Nanyang Technological University (NTU) and Purdue University
Downloads 35 (756,645)

Abstract:

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functional disability, mortality, score-driven autoregressive processes, generalized autoregressive score models, multi-state model