Completed Projects

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Longevity Risk: Perspectives from Consumers and Producers

​Completed Date: November 2012

Project Lead
Jackie Li

Collaborators
Keng Leong Yeo, Colin Pakshong, Wai-Sum Chan, Atsuyuki Kogure, Johnny Siu-Hang Li

Project Description
In this project, we aim to review the theory and practice regarding longevity risk and insurance, identify existing problems behind the longevity market, and explore feasible solutions for tackling difficulties underlying longevity risk management. We seek to understand the implications of longevity risks by examining the needs and constraints in the market from the perspectives of consumers and producers of insurance products. In particular, we will analyse factors contributing to the unpopularity of annuities and related products and seek practical ways to improve the situation.

Completed Research Report

  • Mortality Experience in Asia-Pacific and Modelling and Management of Longevity Risk
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Academic Publication


Industry Articles


  • Managing longevity risk: Construction and applications of mortality indexes
    July 2013, Asia Insurance Review
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  • Longevity risk – Can we manage it?
    September 2012, Asia Insurance Review 
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Conference Presentations

  • The CBD mortality indexes: modeling and applications, Living to 100 Symposium V, Orlando, USA, Wai-Sum Chan, Jackie Li, and Johnny Li, Jan 2014
  • Mortality indexes: construction, modeling, and applications, Insurance Risk Research Conference, Singapore, Jackie Li, June 2013
  • Pricing reverse mortgages in Japan using a multivariate Bayesian risk-neutral method, Eighth International Longevity Risk and Capital Markets Solutions Conference, Ontario, Canada, Atsuyuki Kogure, Jackie Li, and Shinichi Kamiya, September 2012
  • The CBD mortality indexes: modeling and applications, Eighth International Longevity Risk and Capital Markets Solutions Conference, Ontario, Canada, Wai-Sum Chan, Jackie Li, and Johnny Siu-Hang Li, September 2012
  • Longevity risks - perspectives from consumers and providers, Insurance Risk Research Conference, Singapore, Jackie Li​, June 2012