Johnny Li, University of Waterloo

Research

Dependence modelling Longevity risk securitization Modelling and management of mortality catastrophe risks Pension and annuities Population basis risk Stochastic mortality modelling

Latest funding

Temporal and spatial correlations in mortality dynamics: Applications to mortality/longevity risk management
NSERC · 2021 · Principal investigator
$124,000
Technical Issues in Securitization of Longevity Risk
NSERC · 2013 · Principal investigator
$60,000
Managing longevity risk in finance and insurance
NSERC · 2008 · Principal investigator
$60,000

All 3 grants and awards

Temporal and spatial correlations in mortality dynamics: Applications to mortality/longevity risk management

Principal investigatorNSERC2021Discovery Grants Program - Individual

Principal investigators: Li, Johnny Siu-Hang

Keywords: stochastic mortality modelling; longevity risk securitization; population basis risk; modelling and management of mortality catastrophe risks; dependence modelling; pension and annuities

$124,000

Technical Issues in Securitization of Longevity Risk

Principal investigatorNSERC2013Discovery Grants Program - Individual

Principal investigators: Li, JohnnySiuHang

$60,000

Managing longevity risk in finance and insurance

Principal investigatorNSERC2008Discovery Grants Program - Individual

Principal investigators: Li, JohnnySiuHang

$60,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

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Applying for

Mention their NSERC grant from 2021

Subject: Prospective PhD student: Dependence modelling Dear Professor Li, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on dependence modelling connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Temporal and spatial correlations in mortality dynamics: Applications to mortality/longevity risk management" (2021), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]