Li, Johnny（李兆恆）

Teaching Areas

Actuarial Mathematics
Quantitative Risk Management
Derivative Securities

Research Interests

Longevity Risk Securitization
Stochastic Mortality Modeling
Financial Risk Management
Law and Actuarial Science
Reverse Mortgages

• Grants
  • “Maintaining Financial Stability in an Era of Changing Climate and Demographics”, Centers of Actuarial Excellence (CAE) Research Grant awarded by the Society of Actuaries, HK$2,316,600, 2018-2021 (Principal Investigator)
  • “Temporal and Spatial Correlations in Mortality Dynamics: Applications to Mortality/Longevity Risk Management”, Discovery Grant (Individual) awarded by the National Sciences and Engineering Research Council of Canada, HK$899,000, 2021-2026 (Principal Investigator)
  • “The Impact of Climate Change on the Insurance Industry: A Global Perspective”, Centers of Actuarial Excellence (CAE) Research Grant awarded by the Society of Actuaries, HK$1,544,400, 2020-2022 (Co-Investigator)
  • “Biosecurity Risk Insurance – Stage 1”, research grant awarded by the Department of Agriculture and Water Resources, Commonwealth Government of Australia, HK$453,600, 2018-2019 (Co-Investigator)
  • “Long Horizon and Longevity Risks in Insurance”, research grant awarded by the Global Risk Institute in Financial Services, HK$4,928,550, 2013-2015 (Co-Investigator)
  • “Integrated Risk Management in a Changing World with Applications to Insurance Enterprises”, Centers of Actuarial Excellence (CAE) Research Grant awarded by the Society of Actuaries, HK$3,861,000, 2013-2017 (Co-Investigator)

• Awards & Honours
  • Redington Prize, Society of Actuaries, 2019
  • SCOR Actuarial Award in Asia, SCOR Group, 2014
  • Annual Prize for the Best Paper Published in the North American Actuarial Journal, Society of Actuaries, 2011
  • Harold D. Skipper Award, Asia-Pacific Risk and Insurance Association, 2011
  • Edward A. Lew Award, Society of Actuaries, 2006
  • Best Paper Award, Actuarial Society of Hong Kong, 2006

• Academic/Professional Services
  • Editor, Annals of Actuarial Science, 2021-present
  • Co-Editor, North American Actuarial Journal, 2012-present
  • Topic Editor, Risks, 2020-present
  • Associate Director, Actuarial Research Centre of the Institute and Faculty of Actuaries, 2018-2020
  • Board of Directors Member, Asia-Pacific Risk and Insurance Association, 2011-2015