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stat.AP2024
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…
stat.AP2019
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…