Prof Johnny LI (Canada)
University of Waterloo and University of Melbourne
Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes
Johnny Li is a Professor at the University of Waterloo in Canada and the University of Melbourne in Australia. He holds a Ph.D. in Actuarial Science from the University of Waterloo and is a Fellow of the Society of Actuaries (FSA). He is a Co-Editor of the North American Actuarial Journal and was a member of the board of directors of the Asia-Pacific Risk and Insurance Association. He has made significant research contributions to the area of longevity risk. His research in this area has brought him several awards, including an Annual Prize from the North American Actuarial Journal, the Harold D. Skipper Best Paper Award from the Asia-Pacific Risk and Insurance Association, and the Edward A. Lew Award from the Society of Actuaries. Recently, he has joined Eckler’s Club Vita Canada as an advisor on the company's modelling work for Canadian DB pension plans
). Among others, he is now collaborating with the Society of Actuaries to analyze historical mortality improvements and with the Life and Longevity Markets Association to quantify effectiveness of standardized longevity hedges.