Research areas

Actuarial studies; Statistics; Panel data econometrics
 

Biography

Jacie Liu is a Senior Lecturer of Actuarial Studies, and a Fellow (FSA) and Chartered Enterprise Risk Analyst (CERA) of the Society of Actuaries. Jacie’s research interests focus on mortality modelling, demographic modelling, and other actuarial and finance topics. Her work has appeared in top peer reviewed journals including ASTIN Bulletin, Scandinavian Actuarial Journal, Annals of Actuarial Science, European Actuarial Journal, Journal of Population Research, and Risks. Prior to joining academia, Jacie worked in the financial services industry for several years in the fields of general and life insurance and data analytics.

ORCID profile
 

Publications

J Li, T Kyng, J Liu, T Kularatne. (2026). The implied monthly rent of Australian retirement village based on health adjusted life expectancy. European Actuarial Journal. Forthcoming.

J Li, M Wang, J Liu, J Leung. (2026). Financial valuation of retirement village via stochastic modelling of disability prevalence rates. ASTIN Bulletin. 56(2):447-473. 

J Li and J Liu. (2026). Assessing Ethereum’s Diversification Role with Bitcoin and Major Equity Index – A Bayesian Mixture Copula Approach. Computational Economics. https://doi.org/10.1007/s10614-025-11302-7

J Li, F Cheng, J Liu, E Tanaka. (2025). Analysis of international life expectancies with manifold learning and neural networks. Genus. 81(8): https://doi.org/10.1186/s41118-025-00245-4.

J Li, M Wang, J Liu, L Tickle. (2024). Ensemble interval forecasts of mortality. Scandinavian Actuarial Journal. 1–19. https://doi.org/10.1080/03461238.2024.2444565.

J Li, J Liu, A Butt. (2024). A systematic vector autoregressive framework for modeling and forecasting mortality. Journal of Forecasting. 43(6): 2279-2297.

J Li and J Liu. (2023). Claims modelling with three-component composite models. Risks. 11(11):196.

J Liu, K Daly, A Mishra (2023). 'Board gender diversity and bank performance: evidence from Australia', Banking Resilience: New Insights on Corporate Governance, World Scientific. https://doi.org/10.1142/q0421.

J Liu, K Daly, A Mishra. (2022). Board gender diversity and bank risks: evidence from Australia. Economic Analysis and Policy, 76: 1040 - 1052.

J Liu, J Li, K Daly. (2022). Bayesian vine copulas for modelling dependence in data breach losses. Annals of Actuarial Science. 1-24. doi:10.1017/S174849952200001X.   

J Liu. (2021). A study on link functions for modelling and forecasting old-age survival probabilities of Australia and New Zealand. Risks.9(1): 1-18.

J Li, U Balasooriya, J Liu. (2020). Using hierarchical Archimedean coSWpulas for modelling mortality dependence and pricing mortality-linked securities. Annals of Actuarial Science. DOI: https://doi.org/10.1017/S1748499520000251.

J Li and J Liu. (2020). A modified extreme value perspective on best-performance life expectancy. Journal of Population Research. 37(4): 345-375.

J Liu and J Li. (2019). Beyond the highest life expectancy – construction of proxy upper and lower life expectancy bounds. Journal of Population Research. 36(2): 159-181.

J Li, A Kogure, J Liu. (2019). Multivariate risk-neutral pricing of reverse mortgages under Bayesian framework. Risks.7(1): 1-12.

J Li, CI Tan, S Tang, J Liu. (2019). On the optimal hedge ratio in index-based longevity risk hedging. European Actuarial Journal. 9(2): 445-461.

J Li and J Liu. (2019). A logistic two-population mortality projection model for modelling mortality at advanced ages for both sexes. Scandinavian Actuarial Journal. 2019(2): 97-112.
 

Teaching

STAT2032/ 6046 Financial Mathematics

STAT3037/ 6043 Life Contingencies

ACST3032/6032 Actuarial Data Analysis