5
H index
2
i10 index
79
Citations
University of Guelph | 5 H index 2 i10 index 79 Citations RESEARCH PRODUCTION: 17 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Insurance: Mathematics and Economics | 5 |
Demography | 2 |
Risks | 2 |
ASTIN Bulletin | 2 |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | A 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. Full description at Econpapers || Download paper |
2025 | Joint 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. Full description at Econpapers || Download paper |
2024 | Measuring climate change from an actuarial perspective: A survey of insurance applications. (2024). Vilarzann, Jos Luis ; Zhou, Nan ; Herasmartnez, Antonio Jos ; Garrido, Jose. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:34-46. Full description at Econpapers || Download paper |
2024 | Effective 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 |
2024 | Forecast 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. Full description at Econpapers || Download paper |
2024 | Hierarchical 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 |
2024 | COVID-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 |
2025 | Modelling 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 |
2024 | A tensor-based approach to cause-of-death mortality modeling. (2024). Nigri, Andrea ; Levantesi, Susanna ; Cardillo, Giovanni ; Giordani, Paolo. 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 |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2021 | Robust estimates of insurance misrepresentation through kernel quantile regression mixtures In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 2 |
2017 | COHERENT FORECASTING OF MORTALITY RATES: A SPARSE VECTOR-AUTOREGRESSION APPROACH In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 15 |
2016 | COHERENT 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 | |
2018 | DYNAMIC HEDGING OF LONGEVITY RISK: THE EFFECT OF TRADING FREQUENCY In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 3 |
2021 | Forecasting mortality with international linkages: A global vector-autoregression approach In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
2015 | The choice of sample size for mortality forecasting: A Bayesian learning approach In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
2019 | A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 11 |
2021 | Improved index insurance design and yield estimation using a dynamic factor forecasting approach In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
2021 | Gompertz law revisited: Forecasting mortality with a multi-factor exponential model In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 4 |
2021 | A new unique information share measure with applications on cross-listed Chinese banks In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2022 | Collective longevity swap: A novel longevity risk transfer solution and its economic pricing In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 3 |
2021 | Mortality Forecasting with an Age-Coherent Sparse VAR Model In: Risks. [Full Text][Citation analysis] | article | 3 |
2021 | Coherent Mortality Forecasting for Less Developed Countries In: Risks. [Full Text][Citation analysis] | article | 3 |
2022 | Assessing 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] | article | 3 |
2018 | A Bayesian non-parametric model for small population mortality In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
2017 | Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements In: Demography. [Full Text][Citation analysis] | article | 4 |
2017 | Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach In: Demography. [Full Text][Citation analysis] | article | 9 |
2021 | Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach In: North American Actuarial Journal. [Full Text][Citation analysis] | article | 2 |
2022 | Robust information share measures with an application on the international crude oil markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
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