| Measuring basis risk in longevity hedges JSH Li, MR Hardy North American Actuarial Journal 15 (2), 177-200, 2011 | 294 | 2011 |
| Uncertainty in mortality forecasting: an extension to the classical Lee-Carter approach JSH Li, MR Hardy, KS Tan ASTIN Bulletin: The Journal of the IAA 39 (1), 137-164, 2009 | 165 | 2009 |
| On Pricing and Hedging the No‐Negative‐Equity Guarantee in Equity Release Mechanisms J Siu‐Hang Li, MR Hardy, KS Tan Journal of Risk and Insurance 77 (2), 499-522, 2010 | 120 | 2010 |
| Key q-duration: A framework for hedging longevity risk JSH Li, A Luo Astin Bulletin: The Journal of the IAA 42 (2), 413-452, 2012 | 99 | 2012 |
| Structural changes in the Lee-Carter mortality indexes: detection and implications JSH Li, WS Chan, SH Cheung North American Actuarial Journal 15 (1), 13-31, 2011 | 93 | 2011 |
| Pricing standardized mortality securitizations: A two‐population model with transitory jump effects R Zhou, JSH Li, KS Tan Journal of Risk and Insurance 80 (3), 733-774, 2013 | 86 | 2013 |
| Modeling period effects in multi-population mortality models: Applications to Solvency II R Zhou, Y Wang, K Kaufhold, JSH Li, KS Tan North American Actuarial Journal 18 (1), 150-167, 2014 | 81 | 2014 |
| The CBD mortality indexes: modeling and applications WS Chan, JSH Li, J Li North American Actuarial Journal 18 (1), 38-58, 2014 | 81 | 2014 |
| The Lee-Carter model for forecasting mortality, revisited SH Li, WS Chan North American Actuarial Journal 11 (1), 68-89, 2007 | 80 | 2007 |
| Outlier analysis and mortality forecasting: the United Kingdom and Scandinavian countries SH Li*, WS Chan Scandinavian Actuarial Journal 2005 (3), 187-211, 2005 | 78 | 2005 |
| A step-by-step guide to building two-population stochastic mortality models JSH Li, R Zhou, M Hardy Insurance: Mathematics and Economics 63, 121-134, 2015 | 77 | 2015 |
| Pricing longevity risk with the parametric bootstrap: A maximum entropy approach JSH Li Insurance: Mathematics and Economics 47 (2), 176-186, 2010 | 65 | 2010 |
| A semi-Markov multiple state model for reverse mortgage terminations M Ji, M Hardy, JSH Li Annals of Actuarial Science 6 (2), 235-257, 2012 | 57 | 2012 |
| Markovian approaches to joint-life mortality M Ji, M Hardy, JSH Li North American Actuarial Journal 15 (3), 357-376, 2011 | 51 | 2011 |
| Valuing variable annuity guarantees with the multivariate Esscher transform ACY Ng, JSH Li Insurance: Mathematics and Economics 49 (3), 393-400, 2011 | 49 | 2011 |
| Canonical Valuation of Mortality‐Linked Securities J Siu‐Hang Li, A Cheuk‐Yin Ng Journal of Risk and Insurance 78 (4), 853-884, 2011 | 48 | 2011 |
| Semicoherent multipopulation mortality modeling: the impact on longevity risk securitization JSH Li, WS Chan, R Zhou Journal of Risk and Insurance 84 (3), 1025-1065, 2017 | 46 | 2017 |
| Parametric mortality indexes: From index construction to hedging strategies CI Tan, J Li, JSH Li, U Balasooriya Insurance: Mathematics and Economics 59, 285-299, 2014 | 41 | 2014 |
| Optimal relativities and transition rules of a bonus–malus system CI Tan, J Li, JSH Li, U Balasooriya Insurance: Mathematics and Economics 61, 255-263, 2015 | 36 | 2015 |
| Threshold life tables and their applications JSH Li, MR Hardy, KS Tan North American Actuarial Journal 12 (2), 99-115, 2008 | 36 | 2008 |
