|Dr. Jackie Li is an Assistant Professor in the Division of Banking and Finance at NBS. Dr. Li obtained his first Ph.D. in Actuarial Studies from the University of Melbourne, and his second Ph.D. in Demography from Macquarie University. He is a Fellow of the Institute of Actuaries of Australia (FIAA). His research interests are in stochastic loss reserving for general insurance, and mortality/longevity modelling and pricing. His research has been published in actuarial and demography journals such as North American Actuarial Journal, Variance, Population Studies, and Demographic Research. Before joining NTU, Dr. Li worked as an actuary in general insurance and superannuation.|
Teaching Excellence Award, Division of Banking and Finance, 2012.
Nanyang Award for Excellence in Teaching (ETA), Nanyang Technological University, 2011.
Teacher of the Year, Nanyang Business School, 2011.
Teaching Excellence Award, Division of Banking and Finance, 2010.
Chan W.S., Li J.S.H., Li J., The CBD mortality indexes: modeling and applications, North American Actuarial Journal, 2013 (forthcoming).
Kogure A., Li J., Kamiya S., A Bayesian multivariate risk-neutral method for pricing reverse mortgages, North American Actuarial Journal, 2013 (forthcoming).
Li J., An application of MCMC simulation in mortality projection for populations with limited data, Demographic Research, 2013 (forthcoming).
Li J., A Poisson common factor model for projecting mortality and life expectancy jointly for females and males, Population Studies, 2013.
Balasooriya U., Li J., Lee Y.S., On the use of limited-value averages in actuarial modelling, Australian Actuarial Journal, 2012.
Balasooriya U., Li J., Low C.K., On interpreting and extracting information from the cumulative distribution function curve: a new perspective with applications, Australian Senior Mathematics Journal, 2012.
Li J., Projections of New Zealand mortality using the Lee-Carter model and its augmented common factor extension, New Zealand Population Review, 2010.
Li J., Prediction error of the future claims component of premium liabilities under the loss ratio approach, Variance, 2010.
Li J., On modeling diversification benefits in insurance portfolios – an Australian perspective, Asia-Pacific Journal of Risk and Insurance, 2010.
Li J., On the use of MCMC simulation for stochastic reserving, Australian Actuarial Journal, 2008.
Li J., Variance of the present value of a pension, Australian Actuarial Journal, 2007.
Li J., Comparison of stochastic reserving methods, Australian Actuarial Journal, 2006.
Li J., Aw G., Teo K.L., Market-consistent valuation in illiquid markets, Actuaries, Dec 2013.
Li J., Construction of mortality indices, SCOR Papers, 2013 (forthcoming).
Li J., Li J.S.H., Managing longevity risk: construction and applications of mortality indexes, Asia Insurance Review, Jul 2013.
Li J., Longevity risk – can we manage it? Asia Insurance Review, Sep 2012.
Li J., Fair value of general insurance liabilities, Actuary Australia, May 2006.
- Prediction Error of Insurance Liabilities for Multiple Lines of Business
- Third Party Motor Liability Insurance (ICRM)
- Value at Risk of Equity Portfolios based on Common Risk Factors on Stocks and Bonds
- 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. (2009). Longevity Risk Modelling and the Pitfalls. 2nd Annual Risk & Capital Management for (Re)Insurance.
- Uditha Balasooriya, Jackie Li. (2009, May). On the Significance of the Limited-Value Average Test. Paper presented at Statistical Society of Canada Annual Meeting, Canada.
- Jackie Li, Uditha Balasooriya, Chan Kee Low. (2009, May). Asymmetric and Leptokurtic Distributions for Modeling Insurance and Financial Data. Paper presented at 13th International Congress on Insurance: Mathematics and Economics, Istanbul, Turkey.
- Jackie Li. (2009, May). Use of Bootstrapping in Stochastic Reserving. Paper presented at Singapore Actuarial Society (SAS) General Insurance Conference, Singapore.