Select Publications

Journal articles

Frees EWJ; Huang F, 2021, 'The Discriminating (Pricing) Actuary', North American Actuarial Journal, http://dx.doi.org/10.1080/10920277.2021.1951296

He L; Huang F; Shi J; Yang Y, 2021, 'Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?', Insurance: Mathematics and Economics, vol. 98, pp. 14 - 34, http://dx.doi.org/10.1016/j.insmatheco.2021.01.006

Dong Y; Huang F; Yu H; Haberman S, 2020, 'Multi-population mortality forecasting using tensor decomposition', Scandinavian Actuarial Journal, vol. 2020, pp. 754 - 775, http://dx.doi.org/10.1080/03461238.2020.1740314

Huang F; Maller R; Ning X, 2020, 'Modelling life tables with advanced ages: An extreme value theory approach', Insurance: Mathematics and Economics, vol. 93, pp. 95 - 115, http://dx.doi.org/10.1016/j.insmatheco.2020.04.004

Ma J; Huang F; Bruhn A, 2020, 'Estimating China’s Future Life Insurance Market', Asia-Pacific Journal of Risk and Insurance, http://dx.doi.org/10.1515/apjri-2019-0027

Ferreira A; Huang F, 2018, 'Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud)', Extremes, vol. 21, pp. 373 - 382, http://dx.doi.org/10.1007/s10687-018-0318-8

Huang F; Yu H, 2018, 'Optimal reinsurance: A reinsurer's perspective', Annals of Actuarial Science, vol. 12, pp. 147 - 184, http://dx.doi.org/10.1017/S1748499517000161

Huang F, 2017, 'Mortality forecasting using a modified CMI Mortality Projections Model for China II: cities, towns and counties', ANNALS OF ACTUARIAL SCIENCE, vol. 11, pp. 46 - 66, http://dx.doi.org/10.1017/S174849951600018X

Huang F; Browne B, 2017, 'Mortality forecasting using a modified Continuous Mortality Investigation Mortality Projections Model for China I: methodology and country-level results', ANNALS OF ACTUARIAL SCIENCE, vol. 11, pp. 20 - 45, http://dx.doi.org/10.1017/S1748499516000142

Huang F; Butt A; Ho K-Y, 2014, 'Stochastic economic models for actuarial use: an example from China', ANNALS OF ACTUARIAL SCIENCE, vol. 8, pp. 374 - 403, http://dx.doi.org/10.1017/S1748499514000104

Working Papers

He L; Huang F; Yang Y, 2021, Data-adaptive Dimension Reduction for US Mortality Forecasting, http://dx.doi.org, https://arxiv.org/abs/2102.04123

Huang F; Maller R; Miholland B; Ning X, 2021, A Mixture Model Incorporating Individual Heterogeneity in Human Lifetimes, http://dx.doi.org10.1101/2021.01.29.428902, https://www.biorxiv.org/content/10.1101/2021.01.29.428902v1


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