Jacie Liu - Researcher Profile
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Publications Title Journal Name Year ABDC Ranking
Ensemble interval forecasts of mortality Scandinavian Actuarial Journal 2024 A
A Study on Link Functions for Modelling and Forecasting Old-Age Survival Probabilities of Australia and New Zealand Risks 2021 B
Using hierarchical Archimedean copulas for modelling mortality dependence and pricing mortality-linked securities Annals of Actuarial Science 2021 A
A modified extreme value perspective on best-performance life expectancy Journal of Population Research 2020 A
A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes Scandinavian Actuarial Journal 2019 A
Beyond the highest life expectancy: construction of proxy upper and lower life expectancy bounds Journal of Population Research 2019 A
Multivariate risk-neutral pricing of reverse mortgages under the bayesian framework Risks 2019 B
On the optimal hedge ratio in index-based longevity risk hedging European Actuarial Journal 2019 B