From the 1 of 14 linked papers with an AI index.
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Climate sensitivity analysis -- A case study from forty years of US compositional cause of death data
Michelle Dong, Aaron Bruhn, Francis Hui +1
Emerging climate risks pose pressing challenges for insurers, governments, and businesses worldwide, as they face growing uncertainty in quantifying the impacts of climate change f…
Forecasting age distribution of deaths across countries: Life expectancy and annuity valuation
Han Lin Shang, Steven Haberman
In this paper, we provide a comprehensive cross-country validation study of compositional mortality modeling and forecasting methods. Thus, we consider two one-to-one transformatio…
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…
A Compositional Approach to Modelling Cause-specific Mortality with Zero Counts
Zhe Michelle Dong, Han Lin Shang, Francis Hui +1
Understanding and forecasting mortality by cause is an essential branch of actuarial science, with wide-ranging implications for decision-makers in public policy and industry. To a…
Forecasting age distribution of life-table death counts via α-transformation
Han Lin Shang, Steven Haberman
We introduce a compositional power transformation, known as an α-transformation, to model and forecast a time series of life-table death counts, possibly with zero counts observed…