Jackie Li Ka Ki

Jackie Li Ka Ki
Associate Professor 
Department of Applied Finance and Actuarial Studies
Macquarie University
Phone: (+61-2) 9850 8576
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Jackie Li is an Associate Professor in Actuarial Studies at Macquarie University. He obtained his first Ph.D. in Actuarial Studies from the University of Melbourne, and his second Ph.D. in Demography from Macquarie University. He is a Fellow of the Institute of Actuaries of Australia (FIAA).

His research interests are in mortality and longevity modelling and pricing, and stochastic reserving methods for general insurance. His research has been published in leading actuarial and demographic journals including Insurance: Mathematics and Economics, North American Actuarial Journal, Scandinavian Actuarial Journal, Annals of Actuarial Science, Population Studies, and Demographic Research.

From 2007 to 2014, Jackie worked in Nanyang Business School (NBS) at Nanyang Technological University (NTU), Singapore. He was one of the founding committee members for the Minor Programme in Risk Management and Insurance (RMI) in 2008 and the Insurance Risk and Finance Research Centre (IRFRC) in 2011. He was also one of the committee members for the Accreditation Agreement from the Institute and Faculty of Actuaries (IFoA), UK in 2012. He also received five teaching awards at all of division, school, and university levels, including Teaching Excellence Award (Division of Banking and Finance), Teacher of the Year (Nanyang Business School), and Nanyang Award for Excellence in Teaching (Nanyang Technological University).

Before he joined academia, he worked as an actuary for a number of years in general insurance and superannuation.

Research Papers

  1. Li J., On Modeling Diversification Benefits in Insurance Portfolios — An Australian Perspective, Asia-Pacific Journal of Risk and Insurance, Volume 4, Issue 2, 2010
  2. Li J., Prediction Error of the Future Claims Component of Premium Liabilities under the Loss Ratio Approach, Variance, Volume 4, Issue 2, 2010
  3. Kogure A., Li Jackie., and Kamiya Shinichi., 2013, A Bayesian multivariate risk-neutral method for pricing reverse mortgages, North American Actuarial Journal, 2013
  4. Chan W.S., Li J.S.H., Li J., The CBD mortality indexes: modeling and applications, North American Actuarial Journal, 2013