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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series forecasting methods to produce point forecasts of mortality ...- Authors: Steven Haberman, Han Lin Shang
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Pricing - Annuities
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Weighted Compositional Data Analysis for Modeling and Forecasting Life-Table Death Counts
Weighted Compositional Data Analysis for Modeling and Forecasting Life-Table Death Counts This is a paper from the session on Mortality Modeling and Forecasting at the January 15-18, 2023, 2023 ...- Authors: Han Lin Shang, Steven Haberman
- Date: Nov 2023
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Topics: Demography
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Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing
Grouped Multivariate and Functional Time Series Forecasting: An Application to Annuity Pricing We apply grouped functional time series forecasting methods to produce point forecasts of mortality ...- Authors: Han Lin Shang, Steven Haberman
- Date: Aug 2017