Mengyi Xu is a Senior Lecturer in the School of Risk and Actuarial Studies at UNSW Sydney. Her research focuses on mortality and morbidity modelling, retirement income product design, and pension fund management. Her work has been published in top-tier actuarial journals, including Insurance: Mathematics and Economics, ASTIN Bulletin, and North American Actuarial Journal. She is a Fellow of the Institute of Actuaries of Australia (FIAA) and a Fellow of the Society of Actuaries (FSA).
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
Journal articles | 2025
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
Journal articles | 2023
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
Journal articles | 2022
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
Journal articles | 2021
Zhou Y; Sherris M; Ziveyi J; Xu M, 2021, 'An innovative design of flexible, bequest-enhanced life annuity with natural hedging', Scandinavian Actuarial Journal, 2022, pp. 488 - 509, http://dx.doi.org/10.1080/03461238.2021.1997795
Journal articles | 2020
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
Journal articles | 2019
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 |
Fu Y; Sherris M; Xu M, 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; 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
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
