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Weighted Compositional Data Analysis for Modeling and Forecasting Life-Table Death Counts
summability are two constraints that prevent the direct implementation of standard linear statistical methods ... ages for both females and males. This shift is a primary driver of the longevity risk, which is a major ...- 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 ... the sustainability of pensions and health and aged-care systems (see, for example, Coulmas, Florian., 2007; ...- Authors: Steven Haberman, Han Lin Shang
- Date: Jul 2017
- Competency: Technical Skills & Analytical Problem Solving>Innovative solutions
- Topics: Annuities>Pricing - Annuities