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A semiparametric panel approach to mortality modeling

Li, Han; O'Hare, Colin; Zhang, Xibin - In: Insurance / Mathematics & economics 61 (2015), pp. 264-270

Persistent link: https://www.econbiz.de/10010515873

Assessing mortality inequality in the U.S. : what can be said about the future?

Li, Han; Hyndman, Rob J. - In: Insurance / Mathematics & economics 99 (2021), pp. 152-162

Persistent link: https://www.econbiz.de/10012649224

Two-dimensional kernel smoothing of mortality surface : an evaluation of cohort strength

Li, Han; O'Hare, Colin; Vahid, Farshid - In: Journal of forecasting 35 (2016) 6, pp. 553-563

Persistent link: https://www.econbiz.de/10011595980

A forecast reconciliation approach to cause-of-death mortality modeling

Li, Han; Li, Hong; Lu, Yang; Panagiotelis, Anastasios - In: Insurance / Mathematics & economics 86 (2019), pp. 122-133

Persistent link: https://www.econbiz.de/10012058845

A flexible functional form approach to mortality modeling : do we need additional cohort dummies?

Li, Han; O'Hare, Colin; Vahid, Farshid - In: Journal of forecasting 36 (2017) 4, pp. 357-367

Persistent link: https://www.econbiz.de/10011860431

Analyzing mortality bond indexes via hierarchical forecast reconciliation

Li, Han; Tang, Qihe - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 823-846

Persistent link: https://www.econbiz.de/10012125174

Semi-parametric extensions of the Cairns-Blake-Dowd model : a one-dimensional kernel smoothing approach

Li, Han; O'Hare, Colin - In: Insurance / Mathematics & economics 77 (2017), pp. 166-176

Persistent link: https://www.econbiz.de/10011783941

Hierarchical mortality forecasting with EVT tails : an application to solvency capital requirement

Li, Han; Chen, Hua - In: International journal of forecasting 40 (2024) 2, pp. 549-563

Persistent link: https://www.econbiz.de/10014547182

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

A new measure of realized volatility : inertial and reverse realized semivariance

Luo, Xin; Tao, Yunqing; Zou, Kai - In: Finance research letters 47 (2022) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10013459886