By Dr Mengyi Xu

Journal articles

Jung J; Lee K; Xu M, 2026, 'Modeling Multistate Health Transitions with a Most-Recent-Event Hawkes Process', North American Actuarial Journal, 30, pp. 157 - 178, http://dx.doi.org/10.1080/10920277.2025.2519540

Xu M; Yan G, 2025, 'Length of stay in residential aged care: Patterns and determinants from a population-based cohort study', Insurance Mathematics and Economics, 122, pp. 214 - 229, http://dx.doi.org/10.1016/j.insmatheco.2025.03.006

Xu M; Alonso-García J; Sherris M; Shao AW, 2023, 'Insuring longevity risk and long-term care: Bequest, housing and liquidity', Insurance Mathematics and Economics, 111, pp. 121 - 141, http://dx.doi.org/10.1016/j.insmatheco.2023.03.004

Fu Y; Sherris M; Xu M, 2022, 'Functional disability with systematic trends and uncertainty: A comparison between China and the US', Annals of Actuarial Science, 16, pp. 289 - 318, http://dx.doi.org/10.1017/S1748499521000233

Zhou Y; Sherris M; Ziveyi J; Xu M, 2021, 'An innovative design of flexible, bequest-enhanced life annuity with natural hedging', Scandinavian Actuarial Journal, http://dx.doi.org/10.1080/03461238.2021.1997795

Xu M; Sherris M; Shao AW, 2020, 'Portfolio insurance strategies for a target annuitization fund', ASTIN Bulletin, 50, pp. 873 - 912, http://dx.doi.org/10.1017/asb.2020.24

Xu M; Sherris M; Meyricke R, 2019, 'Systematic Mortality Improvement Trends and Mortality Heterogeneity: Insights from Individual-Level HRS Data', North American Actuarial Journal, 23, pp. 197 - 219, http://dx.doi.org/10.1080/10920277.2018.1513369

Preprints

Xu M; Yan G, 2024, Length of Stay in Residential Aged Care: Patterns and Determinants from a Population-Based Cohort Study, http://dx.doi.org/10.2139/ssrn.4913634

Fu Y; Sherris M; Xu M, 2021, Functional Disability with Systematic Trends and Uncertainty: A Comparison between China and the U.S., http://dx.doi.org/10.2139/ssrn.3785743

Xu M; Sherris M; Meyricke R, 2015, Mortality Heterogeneity and Systematic Mortality Improvement, http://dx.doi.org/10.2139/ssrn.2701650

Xu M; Sherris M; Shao AW, 2015, Portfolio Insurance Strategies for Target Annuitisation Funds, http://dx.doi.org/10.2139/ssrn.2698728

Zhou Y; Sherris M; Ziveyi J; Xu M, Financial Engineering: A Flexible Longevity Bond to Manage Individual Longevity Risk, http://dx.doi.org/10.2139/ssrn.3580488

Xu M; Alonso-García J; Sherris M; Shao AW, Insuring Longevity Risk and Long-Term Care: Bequest, Housing and Liquidity, http://dx.doi.org/10.2139/ssrn.4057404

Jung J; Lee K; Xu M, Modeling Multi-State Health Transitions with Hawkes Processes, http://dx.doi.org/10.2139/ssrn.4679916

Xu M; Sherris M; Shao AW, Portfolio Insurance Strategies for a Target Annuitization Fund, http://dx.doi.org/10.2139/ssrn.3417818

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