| Asst Prof Li Ka Ki Jackie
Assistant Professor
Division of Banking & Finance
College of Business (Nanyang Business School)
Email: JACKIELI@ntu.edu.sg
Phone: (+65)6790 4661
Office: S3-B1A-07 |
| Education |
- PhD (Actuarial Science) University of Melbourne 2007
- MApplFin Monash University 2002
- BComm (Actuarial Science) University of Melbourne 1999
|
| Biography |
| Dr. Jackie Li is currently an Assistant Professor in the Division of Banking and Finance at Nanyang Business School (NBS). Dr. Li obtained his Ph.D. degree in Actuarial Studies from the University of Melbourne, Australia, and is a Fellow of the Institute of Actuaries of Australia (FIAA). Dr. Li has been lecturing and tutoring various actuarial courses including Financial Mathematics (CT1), Probability and Mathematical Statistics (CT3), Models (CT4), Contingencies (CT5), Statistical Methods (CT6), and specialisation course General Insurance. His main research areas are stochastic loss reserving for property/casualty insurance and mortality projections. Before joining Nanyang Technological University (NTU), Dr. Li worked as an actuary in the areas of general insurance and superannuation consulting. |
| Research Interests |
| Stochastic loss reserving for property/casualty insurance and mortality projections. |
| Research Grant |
- Academic Research Fund Tier 1 (2010-)
- RCC (2008-) [by Ministry of Education (MOE)]
|
| Current Projects |
- Prediction Error of Insurance Liabilities for Multiple Lines of Business
- Third Party Motor Liability Insurance
- Value at Risk of Equity Portfolios based on Common Risk Factors on Stocks and Bonds
| Selected Publications | - Li J. (2010). On Modeling Diversification Benefits in Insurance Portfolios – An Australian Perspective. Asia-Pacific Journal of Risk and Insurance, 4(2), 3.
- Jackie Li. (2008). On the Use of MCMC Simulation for Stochastic Reserving. Australian Actuarial Journal, 14(2), 229-271.
- Jackie Li. (2006). Comparison of Stochastic Reserving Methods. Australian Actuarial Journal, 12(4), 489-569.
|
|