• Assistant Hong Li's professional photoshoot. He wears a grey suit with blue shirt
  • Assistant Professor

    Warren Centre for Actuarial Studies and Research
    Room 638 Drake Centre
    181 Freedman Crescent
    University of Manitoba (Fort Garry Campus)
    Winnipeg, Manitoba R3T 5V4

    T: 204-296-9920
    F: 204-474-7545

    Curriculum vitae


Hong Li's current research focuses on longevity risk, insurance and financial risk management, demographics, automobile insurance, and agriculture insurance. Hong Li is a Fellow of the Society of Actuaries and an Associate of the Canadian Institute of Actuaries. For more information, visit here.

Research Interests

  • Data Analytics in Insurance
  • Actuarial Science
  • Insurance and Financial Risk Management
  • Demography

Teaching Interests

  • Life contingencies
  • Financial engineering

Recent Publications

  1. Hong Li, Yanlin Shi. Age-Coherent Mortality Forecasting with a Sparse VAR Model. Risks. 2021 9(2), 35 (Invited submission).
  2. Hong Li, Ken Seng Tan, Shripad Tuljapurka, Wenjun Zhu. Gompertz Law Revisited: Forecasting Mortality with a Multi-factor Exponential Model. Insurance: Mathematics and Economics. Forthcoming.
  3. Hong Li, Lysa Porth, Ken Seng Tan, Wenjun Zhu (2021). Improved Index Insurance Design and Yield Estimation using a Dynamic Factor Forecasting Approach. Insurance: Mathematics and Economics, 96, 208 - 221.
  4. Hong Li, Yang Lu, Wenjun Zhu (2020). Dynamic Bayesian Ratemaking: A Markov Chain Approximation Approach. North American Actuarial Journalhttps://doi.org/10.1080/10920277.2020.1716809
  5. Han Li, Hong Li, Anastasios Panagiotelis, Yang Lu (2019). A Forecast Reconciliation Approach to Cause-of-Death Mortality Modeling. Insurance: Mathematics and Economics, 86, 122-133.
  6. Hong Li, Yang Lu (2019). Modeling Cause-of-Death Mortality Using Hierarchical Archimedean Copula. Scandinavian Actuarial Journal, 2019(3), 247 - 272.
  7. Hong Li, Yang Lu (2018). A Bayesian Non-parametric Model for Small Population Mortality. Scandinavian Actuarial Journal, 2018(7), 605 - 628.
  8. Hong Li (2018). Dynamic hedging of longevity risk: the effect of trading frequency. ASTIN Bulletin - The Journal of the International Actuarial Association, 48(1), 197 – 232.
  9. Tim J. Boonen, Hong Li (2017). Modeling and forecasting mortality with economic growth: a multi-population approach. Demography, 54(5), 1921 - 1946.
  10. Hong Li, Johnny S.H. Li (2017). Optimizing the Lee-Carter Approach in the presence of structural changes in the time- and age-patterns of mortality improvements. Demography, 54(3), 1073 - 1095.
  11. Hong Li, Anja De Waegenaere, Bertrand Melenberg (2017). Robust Mean-Variance Hedging of Longevity Risk. Journal of Risk and Insurance, 84, 459– 475.
  12. Hong Li, Yang Lu (2017). Coherent Forecasting of Mortality Rates: A Sparse Vector-Autoregression Approach. ASTIN Bulletin - The Journal of the International Actuarial Association, 47(2), 563-600.
  13. Hong Li, Anja De Waegenaere, Bertrand Melenberg (2015). The Choice of Sample Size for Mortality Forecasting: A Bayesian Learning Approach. Insurance: Mathematics and Economics. Vol. 63, 153-168.