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pro vyhledávání: '"Haberman, Steven"'
Autor:
Shang, Han Lin, Haberman, Steven
We introduce a compositional power transformation, known as an {\alpha}-transformation, to model and forecast a time series of life-table death counts, possibly with zero counts observed at older ages. As a generalisation of the isometric log-ratio t
Externí odkaz:
http://arxiv.org/abs/2409.11658
Autor:
Shang, Han Lin, Haberman, Steven
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 modelling and forecasting methods without obeying these constraints can b
Externí odkaz:
http://arxiv.org/abs/2409.04981
Autor:
Shang, Han Lin, Haberman, Steven
Publikováno v:
Risks, 2020, 8(3), 69
An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can be taken place in two routes. On the one hand, we can first truncate the available data to retiree ages and
Externí odkaz:
http://arxiv.org/abs/2006.14131
Autor:
Shang, Han Lin, Haberman, Steven
Publikováno v:
ASTIN Bulletin: The Journal of the IAA, 2020, 50(2), 357-379
When modeling sub-national mortality rates, we should consider three features: (1) how to incorporate any possible correlation among sub-populations to potentially improve forecast accuracy through multi-population joint modeling; (2) how to reconcil
Externí odkaz:
http://arxiv.org/abs/2001.03658
Autor:
Shang, Han Lin, Haberman, Steven
Publikováno v:
Annals of Actuarial Science, 2020, 14(1), 150-169
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 from the Human Mortality Database, the compositional data analysis app
Externí odkaz:
http://arxiv.org/abs/1908.01446
Publikováno v:
In Insurance Mathematics and Economics July 2023 111:193-213
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Autor:
Shang, Han Lin, Haberman, Steven
Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. The crucial part of forecast accuracy improvement in using the model averaging lies in the determin
Externí odkaz:
http://arxiv.org/abs/1809.10838
Publikováno v:
In Insurance Mathematics and Economics September 2022 106:239-253
Autor:
Shang, Han Lin, Haberman, Steven
Age-specific mortality rates are often disaggregated by different attributes, such as sex, state, ethnic group and socioeconomic status. In making social policies and pricing annuity at national and subnational levels, it is important not only to for
Externí odkaz:
http://arxiv.org/abs/1705.08001