2 citations · 2 across the 18 of their papers we have counts for
6 papers · 1 filter
Age-specific demographic modeling and forecasting: Rolling window, expanding window, or both?
Sizhe Chen, Han Lin Shang
Rolling and expanding windows are widely used in age-specific demographic modeling and forecasting. Building on these approaches, we propose a simple combination method that assign…
Conformal prediction for functional time series: Application to age-specific mortality rates
Han Lin Shang
In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspeci…
Mortality Models Ensemble via Shapley Value
Giovanna Bimonte, Maria Russolillo, Han Lin Shang +1
Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields…
Age-period modeling of mortality gaps: the cases of cancer and circulatory diseases
Giacomo Lanfiuti Baldi, Andrea Nigri, Han Lin Shang
Understanding and modeling mortality patterns, especially differences in mortality rates between populations, is vital for demographic analysis and public health planning. We compa…
Change-point detection in functional time series: Applications to age-specific mortality and fertility
Han Lin Shang
We consider determining change points in a time series of age-specific mortality and fertility curves observed over time. We propose two detection methods for identifying these cha…
Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model
Sizhe Chen, Han Lin Shang, Yang Yang
The age pension aims to assist eligible elderly Australians meet specific age and residency criteria in maintaining basic living standards. In designing efficient pension systems,…