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

SCHOLARLY PAPERS

4

DOWNLOADS

231

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Mortality Heterogeneity and Systematic Mortality Improvement

UNSW Business School Research Paper No. 2015ACTL23
Number of pages: 35 Posted: 10 Dec 2015
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 78 (428,110)
Citation 2

Abstract:

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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
School of Risk and Actuarial Studies, UNSW Business School, 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 72 (447,302)

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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 55 (511,038)

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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
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 26 (668,072)

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