23 citations · 24 across the 8 of their papers we have counts for
5 papers · 1 filter
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…
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 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…
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…
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…