Hong Li : Citation Profile

Are you Hong Li?

University of Guelph

4

H index

2

i10 index

72

Citations

RESEARCH PRODUCTION:

17

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2015 - 2022). See details.
   Cites by year: 10
   Journals where Hong Li has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (8.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1443
   Updated: 2024-11-04    RAS profile: 2022-12-08    
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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)

Hyndman, Rob (2)

Holzmann, Robert (2)

Vahid, Farshid (1)

Antonio, Katrien (1)

Menzietti, Massimiliano (1)

Morales, Marco (1)

De Waegenaere, Anja (1)

Loisel, Stéphane (1)

Bravo, Jorge (1)

Sun, Chuanwang (1)

Cites to:

Blake, David (39)

Lee, Ronald (26)

Hyndman, Rob (24)

Lu, Yang (11)

Ng, Serena (6)

Shang, Han Lin (6)

Panagiotelis, Anastasios (5)

Pesaran, Mohammad (5)

Mobarak, Ahmed (4)

Barnett, Barry (4)

De Waegenaere, Anja (4)

Main data

Where Hong Li has published?

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

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

Recent works citing Hong Li (2024 and 2023)

YearTitle of citing document
2024A 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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2024Joint Liability Model with Adaptation to Climate Change. (2024). Porth, Lysa ; Wirjanto, Tony S ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2404.13818.

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2023Insurance fraud detection: A statistically validated network approach. (2023). Farabullini, Fabio ; Cesari, Riccardo ; Vassallo, Pietro ; Consiglio, Andrea ; Tumminello, Michele. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:2:p:381-419.

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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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2023Intergenerational actuarial fairness when longevity increases: Amending the retirement age. (2023). Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M ; Palmer, Edward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:161-184.

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

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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.

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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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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.

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2023Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7.

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2023Locally-coherent multi-population mortality modelling via neural networks. (2023). Scognamiglio, Salvatore ; Perla, Francesca. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00382-x.

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2023Extensions of the Lee–Carter model to project the data?driven rotation of age?specific mortality decline and forecast coherent mortality rates. (2023). Shi, Yanlin ; Liu, Cuixia. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:813-834.

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2023Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Webb, Robert I ; Yang, Jian ; Yu, Ziliang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324.

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2023Climate change attention and carbon futures return prediction. (2023). Sun, Chuanwang ; Guan, Keqin ; Li, Mengjie ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1261-1288.

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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]		article2
2017COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH In: ASTIN Bulletin.
[Full Text][Citation analysis]		article15
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: 15		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]		article7
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article10
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]		article4
2021A new unique information share measure with applications on cross-listed Chinese banks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2022Collective longevity swap: A novel longevity risk transfer solution and its economic pricing In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article2
2021Mortality Forecasting with an Age-Coherent Sparse VAR Model In: Risks.
[Full Text][Citation analysis]		article3
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]		article2
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]		article4
2017Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach In: Demography.
[Full Text][Citation analysis]		article9
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]		article1

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