Prof. Johnny Li and his Ph.D. students continue to make an impact in the area of longevity risk management

Prof. Johnny Li and his Ph.D. students continue to make impact in the area of longevity risk management by participating at the “12th International Longevity Risk and Capital Markets Solutions Conference," which was held in Chicago, U.S. on September 29-30, 2016.

• Prof. Johnny Li - The Heat Wave Model for Constructing Two-Dimensional Mortality Improvement Scales with Measures of Uncertainty.
• K. Zhou - Longevity Greeks: What Insurers and Capital Market Investors Should Know About?
• Y. Liu - Disentangling Mortality Trend Risk and Population Basis Risk: A Functional Time Series Approach