Jackie Li

Monash University

23 Innovation Walk

Wellington Road

Clayton, 3800

Australia

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Scholarly Papers (1)

1.

Multi-Population Heat Wave Mortality Models for Longevity Risk Pricing and Hedging

Number of pages: 56 Posted: 28 Jun 2023
Sixian Tang, Jackie Li and Leonie Tickle
Monash University, Monash University and Macquarie University
Downloads 34 (819,769)

Abstract:

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life expectancy, mortality modelling, longevity risk premium, longevity hedging