Mengyi Xu

UNSW Sydney

Senior Research Associate

Level 3

223 Anzac PDE

Sydney, New South Wales NSW 2052

Australia

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

SCHOLARLY PAPERS

2

DOWNLOADS

87

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Mortality Heterogeneity and Systematic Mortality Improvement

UNSW Business School Research Paper No. 2015ACTL23
Number of pages: 35 Posted: 10 Dec 2015
UNSW Sydney, 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 70 (336,545)
Citation 2

Abstract:

Loading...

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

2.

Portfolio Insurance Strategies for a Target Annuitization Fund

Number of pages: 41 Posted: 11 Jul 2019
UNSW Sydney, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 17 (551,282)

Abstract:

Loading...

portfolio insurance strategies, defined contribution, pension risk management, target annuitization fund