Jacie Liu

Jacie Liu is a Researcher at the Research School of Finance, Actuarial Studies & Statistics, Australian National University (ANU). Her work focuses on actuarial science, demography, and financial risk management. She has supervised research students and contributed to interdisciplinary studies involving econometrics, statistical modelling, and insurance applications.

Her research interests include mortality forecasting, copula-based dependence modelling, board gender diversity impacts on banking performance, and longevity risk hedging. Recent projects combine machine learning techniques with demographic analysis, such as using manifold learning and neural networks for international life expectancy studies.

Publications span peer-reviewed journals like Genus, Scandinavian Actuarial Journal, and Risks, addressing topics from ensemble mortality forecasts to Bayesian vine copulas for data breach losses. Collaborations include international scholars in statistics and actuarial science. Her work highlights methodological innovations in linking extreme value theory with demographic projections and applying vector autoregressive frameworks to mortality data.