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Grouped multivariate and functional time series forecasting : an application to annuity pricing

Shang, Han Lin; Haberman, Steven - In: Insurance / Mathematics & economics 75 (2017), pp. 166-179

Persistent link: https://www.econbiz.de/10011740807

Grouped functional time series forecasting : an application to age-specific mortality rates

Shang, Han Lin; Hyndman, Rob J. - 2016

Persistent link: https://www.econbiz.de/10011781651

Neural network prediction of crude oil futures using B-splines

Butler, Sunil; Kokoszka, Piotr; Miao, Hong; Shang, Han Lin - In: Energy economics 94 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012649352

Forecasting the old-age dependency ratio to determine a sustainable pension age

Hyndman, Rob J.; Zeng, Yijun; Shang, Han Lin - 2020

Persistent link: https://www.econbiz.de/10012610521

Forecasting Australian fertility by age, region, and birthplace

Yang, Yang; Shang, Han Lin; Raymer, James - In: International journal of forecasting 40 (2024) 2, pp. 532-548

Persistent link: https://www.econbiz.de/10014547181

Forecasting age- and sex-specific survival functions : application to annuity pricing

Wang, Shaokang; Shang, Han Lin; Tickle, Leonie; Li, Han - In: Risks : open access journal 12 (2024) 7, pp. 1-15

We introduce the function principal component regression (FPCR) forecasting method to model and forecast age-specific survival functions observed over time. The age distribution of survival functions is an example of constrained data whose values lie within a unit interval. Because of the...

Persistent link: https://www.econbiz.de/10014636855