Details about Hong Li

Access statistics for papers by Hong Li.

Last updated 2022-12-08. Update your information in the RePEc Author Service.

Short-id: pli1443

Working Papers

2018

1. A Bayesian non-parametric model for small population mortality
   Post-Print, HAL View citations (5)

2016

2. COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH
   Post-Print, HAL
   See also Journal Article COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH, ASTIN Bulletin, Cambridge University Press (2017) View citations (19) (2017)

Journal Articles

2022

1. Assessing the Effectiveness of the Actuaries Climate Index for Estimating the Impact of Extreme Weather on Crop Yield and Insurance Applications
   Sustainability, 2022, 14, (11), 1-24 View citations (3)
2. Collective longevity swap: A novel longevity risk transfer solution and its economic pricing
   Journal of Economic Behavior & Organization, 2022, 201, (C), 227-249 View citations (3)
3. Robust information share measures with an application on the international crude oil markets
   Journal of Futures Markets, 2022, 42, (4), 555-579 View citations (1)

2021

4. A new unique information share measure with applications on cross-listed Chinese banks
   Journal of Banking & Finance, 2021, 128, (C) View citations (6)
5. Coherent Mortality Forecasting for Less Developed Countries
   Risks, 2021, 9, (9), 1-21 View citations (4)
6. Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach
   North American Actuarial Journal, 2021, 25, (2), 186-205 View citations (2)
7. Forecasting mortality with international linkages: A global vector-autoregression approach
   Insurance: Mathematics and Economics, 2021, 100, (C), 59-75 View citations (3)
8. Gompertz law revisited: Forecasting mortality with a multi-factor exponential model
   Insurance: Mathematics and Economics, 2021, 99, (C), 268-281 View citations (6)
9. Improved index insurance design and yield estimation using a dynamic factor forecasting approach
   Insurance: Mathematics and Economics, 2021, 96, (C), 208-221 View citations (2)
10. Mortality Forecasting with an Age-Coherent Sparse VAR Model
    Risks, 2021, 9, (2), 1-19 View citations (4)
11. Robust estimates of insurance misrepresentation through kernel quantile regression mixtures
    Journal of Risk & Insurance, 2021, 88, (3), 625-663 View citations (2)

2019

12. A forecast reconciliation approach to cause-of-death mortality modeling
    Insurance: Mathematics and Economics, 2019, 86, (C), 122-133 View citations (15)

2018

13. DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY
    ASTIN Bulletin, 2018, 48, (1), 197-232 View citations (6)

2017

14. COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH
    ASTIN Bulletin, 2017, 47, (2), 563-600 View citations (19)
    See also Working Paper COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH, Post-Print (2016) (2016)
15. Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach
    Demography, 2017, 54, (5), 1921-1946 View citations (12)
16. Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements
    Demography, 2017, 54, (3), 1073-1095 View citations (7)

2015

17. The choice of sample size for mortality forecasting: A Bayesian learning approach
    Insurance: Mathematics and Economics, 2015, 63, (C), 153-168 View citations (11)