Select Publications
Journal articles
2024, 'Insurance analytics: Prediction, explainability, and fairness', Annals of Actuarial Science, 18, pp. 535 - 539, http://dx.doi.org/10.1017/S1748499524000289
,2024, 'Fairness: plurality, causality, and insurability', European Actuarial Journal, 14, pp. 317 - 328, http://dx.doi.org/10.1007/s13385-024-00387-3
,2023, 'Cause-of-death mortality forecasting using adaptive penalized tensor decompositions', Insurance: Mathematics and Economics, 111, pp. 193 - 213, http://dx.doi.org/10.1016/j.insmatheco.2023.05.003
,2023, 'Anti-discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models', North American Actuarial Journal, http://dx.doi.org/10.1080/10920277.2023.2190528
,2023, 'The Discriminating (Pricing) Actuary', North American Actuarial Journal, 27, pp. 2 - 24, http://dx.doi.org/10.1080/10920277.2021.1951296
,2022, 'MULTI-STATE MODELLING OF CUSTOMER CHURN', ASTIN Bulletin, 52, pp. 735 - 764, http://dx.doi.org/10.1017/asb.2022.18
,2021, 'Multidisciplinary collaboration on discrimination - Not just Nice to Have', Annals of Actuarial Science, 15, pp. 485 - 487, http://dx.doi.org/10.1017/S174849952100021X
,2021, 'Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?', Insurance: Mathematics and Economics, 98, pp. 14 - 34, http://dx.doi.org/10.1016/j.insmatheco.2021.01.006
,2020, 'Estimating China’s Future Life Insurance Market', Asia-Pacific Journal of Risk and Insurance, 15, http://dx.doi.org/10.1515/apjri-2019-0027
,2020, 'Multi-population mortality forecasting using tensor decomposition', Scandinavian Actuarial Journal, 2020, pp. 754 - 775, http://dx.doi.org/10.1080/03461238.2020.1740314
,2020, 'Modelling life tables with advanced ages: An extreme value theory approach', Insurance: Mathematics and Economics, 93, pp. 95 - 115, http://dx.doi.org/10.1016/j.insmatheco.2020.04.004
,2018, 'Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud)', Extremes, 21, pp. 373 - 382, http://dx.doi.org/10.1007/s10687-018-0318-8
,2018, 'Optimal reinsurance: A reinsurer's perspective', Annals of Actuarial Science, 12, pp. 147 - 184, http://dx.doi.org/10.1017/S1748499517000161
,2016, 'Mortality forecasting using a modified CMI Mortality Projections Model for China II: Cities, towns and counties', Annals of Actuarial Science, 11, pp. 46 - 66, http://dx.doi.org/10.1017/S174849951600018X
,2016, 'Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: Methodology and country-level results', Annals of Actuarial Science, 11, pp. 20 - 45, http://dx.doi.org/10.1017/S1748499516000142
,2014, 'Stochastic economic models for actuarial use: An example from China', Annals of Actuarial Science, 8, pp. 374 - 403, http://dx.doi.org/10.1017/S1748499514000104
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