Items where Author is "Shang, H.L."
Shang, H.L., Haberman, S. ORCID: 0000-0003-2269-9759 & Xu, R. (2022).
Multi-population modelling and forecasting life-table death counts.
Insurance: Mathematics and Economics, 106,
pp. 239-253.
doi: 10.1016/j.insmatheco.2022.07.002
Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Forecasting multiple functional time series in a group structure: an application to mortality’.
ASTIN Bulletin, 50(2),
pp. 357-379.
doi: 10.1017/asb.2020.3
Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2020).
Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model?.
Risks, 8(3),
article number 69.
doi: 10.3390/risks8030069
Shang, H.L. & Haberman, S. ORCID: 0000-0003-2269-9759 (2019).
Forecasting age distribution of death counts: An application to annuity pricing.
Annals of Actuarial Science, 14(1),
pp. 150-169.
doi: 10.1017/s1748499519000101
Haberman, S. ORCID: 0000-0003-2269-9759 & Shang, H.L. (2018).
Model confidence sets and forecast combination: an application to age-specific mortality.
Genus, 74(1),
article number 19.
doi: 10.1186/s41118-018-0043-9
Shang, H.L. & Haberman, S. (2017). Grouped multivariate and functional time series forecasting: an application to annuity pricing. Insurance: Mathematics and Economics, 75, pp. 166-179. doi: 10.1016/j.insmatheco.2017.05.007
Shang, H.L. & Haberman, S. (2017). Grouped multivariate and functional time series forecasting: an application to annuity pricing. In: 2017 Living to 100 Monograph. . USA: Society of Actuaries.