Hong Li : Citation Profile

Are you Hong Li?

University of Guelph

4

H index

1

i10 index

46

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 6
   Journals where Hong Li has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (13.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1443
   Updated: 2023-05-27    RAS profile: 2022-12-08    
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Relations with other researchers

Works with:

Lu, Yang (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hong Li.

Is cited by:

Blake, David (6)

Antonio, Katrien (1)

Bravo, Jorge (1)

Loisel, Stéphane (1)

Vahid, Farshid (1)

Holzmann, Robert (1)

Menzietti, Massimiliano (1)

De Waegenaere, Anja (1)

Hyndman, Rob (1)

Morales, Marco (1)

Cites to:

Blake, David (39)

Lee, Ronald (26)

Hyndman, Rob (24)

Lu, Yang (11)

Shang, Han Lin (6)

Ng, Serena (6)

Pesaran, Mohammad (5)

Panagiotelis, Anastasios (5)

Rosenzweig, Mark (4)

De Waegenaere, Anja (4)

Athanasopoulos, George (4)

Main data

Where Hong Li has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics5
Demography2
ASTIN Bulletin2
Risks2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing Hong Li (2022 and 2021)

YearTitle of citing document
2022.

Full description at Econpapers || Download paper

2021Joint Models for Cause-of-Death Mortality in Multiple Populations. (2021). Ludkovski, Mike ; Huynh, Nhan. In: Papers. RePEc:arx:papers:2111.06631.

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2023A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance Portfolios. (2022). Lin, Sheldon X ; Badescu, Andrei L ; Vanegas, Sebastian Calcetero. In: Papers. RePEc:arx:papers:2211.06568.

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2021Symposium on insure?tech, digitalization, and big?data techniques in risk management and insurance. (2021). Schmit, Joan ; Leverty, James Tyler ; Bauer, Daniel ; Sydnor, Justin. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:3:p:525-528.

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2021Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Miguelbravo, Jorge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9408.

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2023Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163.

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2022Comparisons of Alternative Information Share Measures. (2022). Lien, Donald. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200472x.

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2021Assessing mortality inequality in the U.S.: What can be said about the future?. (2021). Hyndman, Rob J ; Li, Han. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:152-162.

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2021Cause-specific mortality rates: Common trends and differences. (2021). Glushko, Viktoriya ; Arnold, Severine. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:294-308.

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2021Recent declines in life expectancy: Implication on longevity risk hedging. (2021). Liu, Yanxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:376-394.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021Forecasting mortality with a hyperbolic spatial temporal VAR model. (2021). Chang, LE ; Shi, Yanlin ; Feng, Lingbing. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:255-273.

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2023Multi-population mortality projection: The augmented common factor model with structural breaks. (2023). Vahid, Farshid ; Pantelous, Athanasios A ; Wang, Pengjie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:450-469.

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2021Stock market liberalization and institutional herding: Evidence from the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connects. (2021). Cai, Wenwu ; Xiang, Cheng ; Zhao, Yuyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001505.

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2023An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance. (2023). Yang, MO ; Wang, Xuanhe ; Xiang, Zhiyuan ; Yu, Fangping ; Kuang, Haibo. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:169:y:2023:i:c:s1366554522003520.

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2022A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting. (2022). Ramli, Rozita ; Redzwan, Norkhairunnisa. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:191-:d:937118.

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2022Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model. (2022). Shi, Yanlin ; Li, Jackie ; Kularatne, Thilini Dulanjali. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:219-:d:976061.

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2021Common Factor Cause-Specific Mortality Model. (2021). Alonso-Garcia, Jennifer ; Zittersteyn, Geert. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:221-:d:694111.

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2021A Study on Link Functions for Modelling and Forecasting Old-Age Survival Probabilities of Australia and New Zealand. (2021). Liu, Jacie Jia. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:11-:d:473947.

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2021.

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2021EU-RUSSIAN ECONOMIC RELATIONS: FROM COOPERATION TO CONFRONTATION. (2021). Cebotari, Livia. In: EURINT. RePEc:jes:eurint:y:2021:v:8:p:41-55.

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2021Longevity risk and economic growth in sub-populations: evidence from Italy. (2021). Menzietti, Massimiliano ; Levantesi, Susanna ; Bozzo, Giuseppina. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:1:d:10.1007_s10203-020-00275-x.

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2021Predicting Mortality by Causes in the Republic of Bashkortostan Using the Lee–Carter Model. (2021). Askarova, Z F ; Prudnikov, V B ; Lakman, I A ; Timiryanova, V M. In: Studies on Russian Economic Development. RePEc:spr:sorede:v:32:y:2021:i:5:d:10.1134_s1075700721050063.

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2022The relationship between longevity and lifespan variation. (2022). Levantesi, Susanna ; Barbi, Elisabetta ; Nigri, Andrea. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:3:d:10.1007_s10260-021-00584-4.

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2021Forecasting mortality rates with the adaptive spatial temporal autoregressive model. (2021). Shi, Yanlin. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:528-546.

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Works by Hong Li:

YearTitleTypeCited
2021Robust estimates of insurance misrepresentation through kernel quantile regression mixtures In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article1
2017COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH In: ASTIN Bulletin.
[Full Text][Citation analysis]		article11
2016COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2018DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY In: ASTIN Bulletin.
[Full Text][Citation analysis]		article2
2021Forecasting mortality with international linkages: A global vector-autoregression approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2015The choice of sample size for mortality forecasting: A Bayesian learning approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article6
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article6
2021Improved index insurance design and yield estimation using a dynamic factor forecasting approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article1
2021Gompertz law revisited: Forecasting mortality with a multi-factor exponential model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2021A new unique information share measure with applications on cross-listed Chinese banks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2022Collective longevity swap: A novel longevity risk transfer solution and its economic pricing In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article1
2021Mortality Forecasting with an Age-Coherent Sparse VAR Model In: Risks.
[Full Text][Citation analysis]		article1
2021Coherent Mortality Forecasting for Less Developed Countries In: Risks.
[Full Text][Citation analysis]		article2
2022Assessing the Effectiveness of the Actuaries Climate Index for Estimating the Impact of Extreme Weather on Crop Yield and Insurance Applications In: Sustainability.
[Full Text][Citation analysis]		article0
2018A Bayesian non-parametric model for small population mortality In: Post-Print.
[Full Text][Citation analysis]		paper1
2017Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements In: Demography.
[Full Text][Citation analysis]		article2
2017Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach In: Demography.
[Full Text][Citation analysis]		article6
2021Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach In: North American Actuarial Journal.
[Full Text][Citation analysis]		article1
2022Robust information share measures with an application on the international crude oil markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

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