23 citations · 41 across the 5 of their papers we have counts for
5 papers
Retiree mortality forecasting: A partial age-range or a full age-range model?
Han Lin Shang, Steven Haberman
An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can be taken place in two routes. On the…
Forecasting multiple functional time series in a group structure: an application to mortality
Han Lin Shang, Steven Haberman
When modeling sub-national mortality rates, we should consider three features: (1) how to incorporate any possible correlation among sub-populations to potentially improve forecast…
Forecasting age distribution of death counts: An application to annuity pricing
Han Lin Shang, Steven Haberman
We consider a compositional data analysis approach to forecasting the age distribution of death counts. Using the age-specific period life-table death counts in Australia obtained…
Model confidence sets and forecast combination: An application to age-specific mortality
Han Lin Shang, Steven Haberman
Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. The crucial part of forecast…
Grouped multivariate and functional time series forecasting: An application to annuity pricing
Han Lin Shang, Steven Haberman
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state, ethnic group and socioeconomic status. In making social policies and pricing annui…