Hong Li : Citation Profile

University of Guelph

5

H index

3

i10 index

92

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 13
   Journals where Hong Li has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 7 (7.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1443
   Updated: 2026-01-10    RAS profile: 2022-12-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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)

Bravo, Jorge (2)

Holzmann, Robert (2)

Hyndman, Rob (2)

Menzietti, Massimiliano (1)

Sun, Chuanwang (1)

Loisel, Stéphane (1)

De Waegenaere, Anja (1)

Vahid, Farshid (1)

Antonio, Katrien (1)

Morales, Marco (1)

Cites to:

Blake, David (39)

Lee, Ronald (26)

Hyndman, Rob (24)

Lu, Yang (11)

Ng, Serena (6)

Shang, Han Lin (6)

Pesaran, Mohammad (5)

Panagiotelis, Anastasios (5)

Rosenzweig, Mark (4)

Mobarak, Ahmed (4)

Barnett, Barry (4)

Main data

Where Hong Li has published?

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

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

Recent works citing Hong Li (2025 and 2024)

YearTitle of citing document
2024Effective experience rating for large insurance portfolios via surrogate modeling. (2024). Lin, Sheldon X ; Vanegas, Sebastian Calcetero ; Badescu, Andrei L. In: Papers. RePEc:arx:papers:2211.06568.

Full description at Econpapers || Download paper

2025Joint Liability Model with Adaptation to Climate Change. (2025). Wirjanto, Tony S ; Porth, Lysa ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2404.13818.

Full description at Econpapers || Download paper

2025Income, health, and cointegration. (2024). Ionides, Edward L. In: Papers. RePEc:arx:papers:2407.15755.

Full description at Econpapers || Download paper

2024Contract Structure and Risk Aversion in Longevity Risk Transfers. (2024). Zhang, Yuanyuan ; Li, Hong ; Landriault, David. In: Papers. RePEc:arx:papers:2409.08914.

Full description at Econpapers || Download paper

2024Measuring climate change from an actuarial perspective: A survey of insurance applications. (2024). Garrido, Jose ; Vilarzann, Jos Luis ; Zhou, Nan ; Herasmartnez, Antonio Jos. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:34-46.

Full description at Econpapers || Download paper

2025Evaluating the impact of drought and water restrictions on agricultural production in irrigated areas through crop water productivity functions and a remote sensing-based evapotranspiration model. (2025). Bellvert, Joaquim ; Pamies-Sans, Mag ; Casadess, Jaume ; Girona, Joan. In: Agricultural Water Management. RePEc:eee:agiwat:v:309:y:2025:i:c:s0378377425000332.

Full description at Econpapers || Download paper

2024The price discovery in the renminbi/USD market: Two spot, two swap, and three forward FX rates. (2024). Kitamura, Yoshihiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002941.

Full description at Econpapers || Download paper

2024Coping with longevity via hedging: Fair dynamic valuation of variable annuities. (2024). Chen, ZE ; Yang, Tianyu ; Feng, Runhuan ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:154-169.

Full description at Econpapers || Download paper

2024Effective experience rating for large insurance portfolios via surrogate modeling. (2024). Lin, Sheldon X ; Vanegas, Sebastian Calcetero ; Badescu, Andrei L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:25-43.

Full description at Econpapers || Download paper

2024Valuation of guaranteed lifelong withdrawal benefit with the long-term care option. (2024). Chen, Shaoying ; Yang, Yang ; Zhang, Zhimin ; Cui, Zhenyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:179-193.

Full description at Econpapers || Download paper

2025Learning from COVID-19: A catastrophe mortality bond solution in the post-pandemic era. (2025). Zhou, Kenneth Q ; Li, Hong ; Chen, ZE ; Mao, YU. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000605.

Full description at Econpapers || Download paper

2024Forecast reconciliation: A review. (2024). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

Full description at Econpapers || Download paper

2024Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563.

Full description at Econpapers || Download paper

2025Constructing hierarchical time series through clustering: Is there an optimal way for forecasting?. (2025). Li, Han ; Panagiotelis, Anastasios ; Zhang, Bohan. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1022-1036.

Full description at Econpapers || Download paper

2025Short-Term Effects of Extreme Heat, Cold, and Air Pollution Episodes on Excess Mortality in Luxembourg. (2025). Weiss, Jrme. In: IJERPH. RePEc:gam:jijerp:v:22:y:2025:i:3:p:376-:d:1605350.

Full description at Econpapers || Download paper

2024LSTM-Based Coherent Mortality Forecasting for Developing Countries. (2024). Shang, Yuxiang ; Xu, Ran ; Garrido, Jose. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:27-:d:1330999.

Full description at Econpapers || Download paper

2024COVID-19 and Excess Mortality: An Actuarial Study. (2024). Alonso-Garcia, Jennifer ; Delbrouck, Camille. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:61-:d:1367677.

Full description at Econpapers || Download paper

2024Climate Risk and its Impact on Insurance. (2024). Milhaud, Xavier ; Popp, Max ; Garrido, Jose ; Olympio, Anani. In: Post-Print. RePEc:hal:journl:hal-04684634.

Full description at Econpapers || Download paper

2025Adjusting Manual Rates to Own Experience: Comparing the Credibility Approach to Machine Learning. (2025). Guibert, Quentin ; Spedicato, Giorgio Alfredo ; Dutang, Christophe. In: Post-Print. RePEc:hal:journl:hal-04821310.

Full description at Econpapers || Download paper

2024Machine learning in long-term mortality forecasting. (2024). Qiao, Yang ; Zhu, Wenjun ; Wang, Chou-Wen. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:49:y:2024:i:2:d:10.1057_s41288-024-00320-5.

Full description at Econpapers || Download paper

2025Modelling and Forecasting Mortality Rates for a Life Insurance Portfolio. (2025). Navarro, Eliseo ; Lled, Josep ; Atance, David. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:1:d:10.1057_s41283-024-00155-3.

Full description at Econpapers || Download paper

2024A tensor-based approach to cause-of-death mortality modeling. (2024). Giordani, Paolo ; Nigri, Andrea ; Levantesi, Susanna ; Cardillo, Giovanni. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05042-2.

Full description at Econpapers || Download paper

2025Evaluating the Effectiveness of Weather Index Insurance: Empirical Assessment Framework and Policy Recommendations for Fair Premium Subsidies. (2025). Sun, Yan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:1:d:10.1007_s00181-025-02730-3.

Full description at Econpapers || Download paper

2025Multi-population mortality modeling with economic, environmental and lifestyle variables. (2025). Dimai, Matteo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01971-1.

Full description at Econpapers || Download paper

2025Clustering of mortality paths with the Hellinger distance and visualization through the DISTATIS technique. (2025). Dimai, Matteo. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:2:d:10.1007_s10260-024-00770-0.

Full description at Econpapers || Download paper

2024Space, mortality, and economic growth. (2024). Boonen, Tim J ; Jevti, Petar ; Cupido, Kyran. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1321-1337.

Full description at Econpapers || Download paper

2024A systematic vector autoregressive framework for modeling and forecasting mortality. (2024). Liu, Jia ; Butt, Adam. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2279-2297.

Full description at Econpapers || Download paper

2025Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe. (2025). Lovaglio, Pietro Giorgio. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:753-780.

Full description at Econpapers || Download paper

Works by Hong Li:

YearTitleTypeCited
2021Robust estimates of insurance misrepresentation through kernel quantile regression mixtures In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article2
2017COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH In: ASTIN Bulletin.
[Full Text][Citation analysis]		article17
2016COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH.(2016) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2018DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY In: ASTIN Bulletin.
[Full Text][Citation analysis]		article3
2021Forecasting mortality with international linkages: A global vector-autoregression approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2015The choice of sample size for mortality forecasting: A Bayesian learning approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article7
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article12
2021Improved index insurance design and yield estimation using a dynamic factor forecasting approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2021Gompertz law revisited: Forecasting mortality with a multi-factor exponential model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2021A new unique information share measure with applications on cross-listed Chinese banks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2022Collective longevity swap: A novel longevity risk transfer solution and its economic pricing In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article4
2021Mortality Forecasting with an Age-Coherent Sparse VAR Model In: Risks.
[Full Text][Citation analysis]		article4
2021Coherent Mortality Forecasting for Less Developed Countries In: Risks.
[Full Text][Citation analysis]		article3
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]		article3
2018A Bayesian non-parametric model for small population mortality In: Post-Print.
[Full Text][Citation analysis]		paper3
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]		article4
2017Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach In: Demography.
[Full Text][Citation analysis]		article11
2021Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach In: North American Actuarial Journal.
[Full Text][Citation analysis]		article2
2022Robust information share measures with an application on the international crude oil markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team