| A Poisson common factor model for projecting mortality and life expectancy jointly for females and males J Li Population studies 67 (1), 111-126, 2013 | 110 | 2013 |
| The CBD mortality indexes: modeling and applications WS Chan, JSH Li, J Li North American Actuarial Journal 18 (1), 38-58, 2014 | 80 | 2014 |
| A quantitative comparison of simulation strategies for mortality projection J Li Annals of Actuarial Science 8 (2), 281-297, 2014 | 48 | 2014 |
| A Bayesian multivariate risk-neutral method for pricing reverse mortgages A Kogure, J Li, S Kamiya North American Actuarial Journal 18 (1), 242-257, 2014 | 44 | 2014 |
| Parametric mortality indexes: From index construction to hedging strategies CI Tan, J Li, JSH Li, U Balasooriya Insurance: Mathematics and Economics 59, 285-299, 2014 | 40 | 2014 |
| An application of MCMC simulation in mortality projection for populations with limited data J Li Demographic Research 30, 1-48, 2014 | 40 | 2014 |
| Optimal relativities and transition rules of a bonus–malus system CI Tan, J Li, JSH Li, U Balasooriya Insurance: Mathematics and Economics 61, 255-263, 2015 | 33 | 2015 |
| A cost of living longer: projections of the effects of prospective mortality improvement on economic support ratios for 14 advanced economies N Parr, J Li, L Tickle Population studies 70 (2), 181-200, 2016 | 30 | 2016 |
| Assessing basis risk in index-based longevity swap transactions J Li, JSH Li, CI Tan, L Tickle Annals of Actuarial Science 13 (1), 166-197, 2019 | 27 | 2019 |
| Cohort extensions of the Poisson common factor model for modelling both genders jointly B Yang, J Li, U Balasooriya Scandinavian Actuarial Journal 2016 (2), 93-112, 2016 | 26 | 2016 |
| Using bootstrapping to incorporate model error for risk-neutral pricing of longevity risk B Yang, J Li, U Balasooriya Insurance: Mathematics and Economics 62, 16-27, 2015 | 24 | 2015 |
| On the effectiveness of natural hedging for insurance companies and pension plans J Li, S Haberman Insurance: Mathematics and Economics 61, 286-297, 2015 | 22 | 2015 |
| On the use of Archimedean copulas for insurance modelling TD Kularatne, J Li, D Pitt Annals of Actuarial Science 15 (1), 57-81, 2021 | 21 | 2021 |
| Comparison of stochastic reserving methods J Li Australian Actuarial Journal 12 (4), 489-569, 2006 | 21 | 2006 |
| A multi-population evaluation of the Poisson common factor model for projecting mortality jointly for both sexes J Li, L Tickle, N Parr Journal of Population Research 33 (4), 333-360, 2016 | 20 | 2016 |
| Projections of New Zealand mortality using the Lee-Carter model and its augmented common factor extension J Li New Zealand Population Review 36, 27, 2010 | 18 | 2010 |
| Multivariate Risk-Neutral Pricing of Reverse Mortgages under the Bayesian Framework J Li, A Kogure, J Liu Risks 7 (1), 11, 2019 | 15 | 2019 |
| Constructing out-of-the-money longevity hedges using parametric mortality indexes JSH Li, J Li, U Balasooriya, KQ Zhou North American Actuarial Journal 25 (sup1), S341-S372, 2021 | 11 | 2021 |
| Smoothing Poisson Common Factor Model for Projecting Mortality Jointly for Both Sexes D Pitt, J Li, TK Lim ASTIN Bulletin: The Journal of the IAA 48 (2), 509-541, 2018 | 11 | 2018 |
| Modelling dependency between different lines of business with copulas J Li Centre for Actuarial Studies, Department of Economics, University of Melbourne, 2006 | 11 | 2006 |
