5 papers
Weighted compositional functional data analysis for modeling and forecasting life-table death counts
Han Lin Shang, Steven Haberman
Age-specific life-table death counts observed over time are examples of densities. Non-negativity and summability are constraints that sometimes require modifications of standard l…
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…
Constructing prediction intervals for the age distribution of deaths
Han Lin Shang, Steven Haberman
We introduce a model-agnostic procedure to construct prediction intervals for the age distribution of deaths. The age distribution of deaths is an example of constrained data, whic…
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 Deaths: Cumulative Distribution Function Transformation
Han Lin Shang, Steven Haberman
Like density functions, period life-table death counts are nonnegative and have a constrained integral, and thus live in a constrained nonlinear space. Implementing established mod…