| Coherent forecasting of mortality rates: A sparse vector-autoregression approach H Li, Y Lu ASTIN Bulletin: The Journal of the IAA 47 (2), 563-600, 2017 | 69 | 2017 |
| Modeling and forecasting mortality with economic growth: a multipopulation approach TJ Boonen, H Li Demography 54 (5), 1921-1946, 2017 | 56 | 2017 |
| A forecast reconciliation approach to cause-of-death mortality modeling H Li, H Li, Y Lu, A Panagiotelis Insurance: Mathematics and Economics 86, 122-133, 2019 | 53 | 2019 |
| The choice of sample size for mortality forecasting: A Bayesian learning approach H Li, A De Waegenaere, B Melenberg Insurance: Mathematics and Economics 63, 153-168, 2015 | 44 | 2015 |
| Modeling cause-of-death mortality using hierarchical Archimedean copula H Li, Y Lu Scandinavian Actuarial Journal 2019 (3), 247-272, 2019 | 37 | 2019 |
| Optimizing the Lee-Carter approach in the presence of structural changes in time and age patterns of mortality improvements H Li, JSH Li Demography 54 (3), 1073-1095, 2017 | 36 | 2017 |
| Robust Mean–Variance Hedging of Longevity Risk H Li, A De Waegenaere, B Melenberg Journal of Risk and Insurance 84 (S1), 459-475, 2017 | 30 | 2017 |
| Assessing the Effectiveness of the Actuaries Climate Index for Estimating the Impact of Extreme Weather on Crop Yield and Insurance Applications Q Pan, L Porth, H Li Sustainability 14 (11), 6916, 2022 | 29 | 2022 |
| A Bayesian non-parametric model for small population mortality H Li, Y Lu Scandinavian Actuarial Journal 2018 (7), 605-628, 2018 | 29 | 2018 |
| Gompertz law revisited: Forecasting mortality with a multi-factor exponential model H Li, KS Tan, S Tuljapurkar, W Zhu Insurance: Mathematics and Economics 99, 268-281, 2021 | 26 | 2021 |
| Forecasting mortality with international linkages: A global vector-autoregression approach H Li, Y Shi Insurance: Mathematics and Economics 100, 59-75, 2021 | 23 | 2021 |
| Mortality Forecasting with an Age-Coherent Sparse VAR Model H Li, Y Shi Risks 9 (2), 35, 2021 | 21 | 2021 |
| Improved index insurance design and yield estimation using a dynamic factor forecasting approach H Li, L Porth, KS Tan, W Zhu Insurance: Mathematics and Economics, 2020 | 21 | 2020 |
| Dynamic Hedging of Longevity Risk: the Effect of Trading Frequency H Li ASTIN Bulletin: The Journal of the IAA 48 (1), 197-232, 2018 | 19 | 2018 |
| Mitigating Wildfire Losses via Insurance-Linked Securities: Modeling and Risk Management Perspectives H Li, J Su Journal of Risk and Insurance, 2023 | 17 | 2023 |
| Coherent mortality forecasting for less developed countries H Li, Y Lu, P Lyu Risks 9 (9), 151, 2021 | 16 | 2021 |
| Collective Longevity Swap: a Novel Longevity Risk Transfer Solution and Its Economic Pricing A Chen, H Li, M Schultze Journal of Economic Behavior & Organization 201, 227-249, 2022 | 14 | 2022 |
| Tail index-linked annuity: A longevity risk sharing retirement plan A Chen, H Li, MB Schultze Scandinavian Actuarial Journal 2022 (2), 139-164, 2022 | 13 | 2022 |
| Optimal longevity risk transfer under asymmetric information A Chen, H Li, MB Schultze Economic Modelling 120, 106179, 2023 | 12 | 2023 |
| Robust estimates of insurance misrepresentation through kernel quantile regression mixtures H Li, Q Song, J Su Journal of Risk and Insurance 88 (3), 625-663, 2021 | 12 | 2021 |
Yang LuConcordia University, Montreal, CanadaVerified email at concordia.ca
