5 citations · 6 across the 12 of their papers we have counts for
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stat.AP2026
A Dirichlet-Multinomial-Poisson framework for the coherent analysis and forecast of cause-specific mortality
Andrea Nigri, Han Lin Shang, Francesco Ungolo
Separate modelling of cause specific mortality rates and their projections can yield inconsistent forecasts when the sum of deaths by cause does not match the total observed in a p…
stat.AP2020★ 5 cited
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…
stat.AP2019
Uncovering predictability in the evolution of the WTI oil futures curve
Fearghal Kearney, Han Lin Shang
Accurately forecasting the price of oil, the world's most actively traded commodity, is of great importance to both academics and practitioners. We contribute by proposing a functi…