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Items where Author is "Shang, H.L."

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Article

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

Book Section

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.

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