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Mengyi Xu
Mengyi Xu
Assistant Professor, Purdue University
Verified email at purdue.edu
Title
Cited by
Cited by
Year
Insuring longevity risk and long-term care: Bequest, housing and liquidity
M Xu, J Alonso-García, M Sherris, AW Shao
Insurance: Mathematics and Economics 111, 121-141, 2023
9*2023
Functional disability with systematic trends and uncertainty: A comparison between China and the US
Y Fu, M Sherris, M Xu
Annals of Actuarial Science, 2021
82021
An innovative design of flexible, bequest-enhanced life annuity with natural hedging
Y Zhou, M Sherris, J Ziveyi, M Xu
Scandinavian Actuarial Journal 2022 (6), 488-509, 2022
72022
Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data
M Xu, M Sherris, R Meyricke
North American Actuarial Journal 23 (2), 197-219, 2019
52019
Portfolio Insurance Strategies for a Target Annuitization Fund
M Xu, M Sherris, AW Shao
ASTIN Bulletin: The Journal of the IAA 50 (3), 873-912, 2020
42020
Modeling Multi-State Health Transitions with Hawkes Processes
J Jung, K Lee, M Xu
Available at SSRN 4679916, 2023
2023
Modeling Longevity and Disability with Generalized Autoregressive Score Models
Y Lu, P Wei, M Xu
Available at SSRN 4282024, 2022
2022
Housing and Retirement Financing: Optimal Time to Buy a Residential Home
M Xu, M Sherris, A Shao
unpublished paper, 2016
2016
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