Select Publications

Journal articles

Zhang X; Huang F; Hui FKC; Haberman S, 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

Xin X; Huang F, 2023, 'Anti-discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models', North American Actuarial Journal, http://dx.doi.org/10.1080/10920277.2023.2190528

Frees EWJ; Huang F, 2023, 'The Discriminating (Pricing) Actuary', North American Actuarial Journal, 27, pp. 2 - 24, http://dx.doi.org/10.1080/10920277.2021.1951296

Dong Y; Frees EW; Huang F; Hui FKC, 2022, 'MULTI-STATE MODELLING OF CUSTOMER CHURN', ASTIN Bulletin, 52, pp. 735 - 764, http://dx.doi.org/10.1017/asb.2022.18

Dolman C; Frees E; Huang F, 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

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, 98, pp. 14 - 34, http://dx.doi.org/10.1016/j.insmatheco.2021.01.006

Ma J; Huang F; Bruhn A, 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

Dong Y; Huang F; Yu H; Haberman S, 2020, 'Multi-population mortality forecasting using tensor decomposition', Scandinavian Actuarial Journal, 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, 93, pp. 95 - 115, http://dx.doi.org/10.1016/j.insmatheco.2020.04.004

Ferreira A; Huang F, 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

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

Huang F, 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

Huang F; Browne B, 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

Huang F; Butt A; Ho KY, 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

Conference Presentations

Huang F, 2022, 'Cause-of-death Mortality Modelling using Penalized Tensor Decomposition', presented at 24th International Congress on Insurance: Mathematics and Economics, 04 July 2022

Huang F, 2022, 'Anti-Discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models', presented at ASTIN Colloquium, 22 June 2022

Huang F, 2022, 'Anti-discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models', presented at All-Actuaries Summit, 03 May 2022

Huang F, 2021, 'The Discriminating (Pricing) Actuary', presented at 11th China International Conference on Insurance and Risk Management, 11 July 2021

Huang F, 2020, 'Modelling Life Tables with Advanced Ages: an Extreme Value Theory Approach', presented at 28th Colloquium on Pensions and Retirement Research, 29 November 2020

Huang F, 2020, 'The Discriminating (Pricing) Actuary', presented at CLMR Research Symposium 2020, 20 November 2020

Huang F, 2020, 'Modelling Life Tables with Advanced Ages: an Extreme Value Theory Approach', presented at Actuarial Research Conference, 29 July 2020

Huang F, 2019, 'Modelling Life Tables with Advanced Ages: an Extreme Value Theory Approach', presented at International Workshop on Subnational Life Tables, 20 November 2019

Huang F, 2019, 'Multi-population Mortality Forecasting using Tensor Decomposition', presented at China International Conference on Insurance and Risk Management (CCIRM), 30 July 2019

Huang F; Ferreria A, 2018, 'Is there a limit to Human Life or Not?', presented at Actuarial Risk Modelling and Extreme Values (ARMEV) Workshop, 18 September 2018

Huang F, 2018, 'The Younger-Older Dichotomy of Mortality Patterns: Observations and Applications', presented at 22th International Congress on Insurance: Mathematics and Economics, 09 July 2018

Reports

Fu B; Huang F; Maller R, Modelling Australian Life Tables with Advanced Ages -- A Report Prepared for the Australian Government Actuary, Elsevier BV, http://dx.doi.org/10.2139/ssrn.4020309, http://dx.doi.org/10.2139/ssrn.4020309

Working Papers

Huang F; Maller R; Milholland B; Ning X, 2022, A Proposal for Finite But Unbounded Human Lifetimes, http://dx.doi.org10.1101/2022.01.07.474862

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

Xin X; Huang F, Anti-Discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models, Elsevier BV, http://dx.doi.org10.2139/ssrn.3850420, http://dx.doi.org/10.2139/ssrn.3850420

Dong Y; Frees EJW; Huang F, Deductible Costs for Bundled Insurance Contracts, Elsevier BV, http://dx.doi.org10.2139/ssrn.4020299, http://dx.doi.org/10.2139/ssrn.4020299

Frees EJW; Huang F, Online Supplement to: The Discriminating (Pricing) Actuary, Elsevier BV, http://dx.doi.org10.2139/ssrn.3892473, http://dx.doi.org/10.2139/ssrn.3892473

Shimao H; Huang F, Welfare Implications of Fairness and Accountability for Insurance Pricing, Elsevier BV, http://dx.doi.org10.2139/ssrn.4225159, http://dx.doi.org/10.2139/ssrn.4225159

Media

Huang F; Xin X, 2022, Anti-discrimination insurance pricing: Regulations, fairness criteria and models, , https://www.actuaries.digital/2022/05/16/anti-discrimination-insurance-pricing-regulations-fairness-criteria-and-models/

Huang F; Liu K; Yu J, 2022, UNSW Data Analytics Sandbox empowers young actuaries to help solve industry problems, , https://www.actuaries.digital/2022/05/06/unsw-data-analytics-sandbox-empowers-young-actuaries-to-help-solve-industry-problems/

Preprints

Zhang X; Huang F; Hui F; Haberman S, Cause-of-Death Mortality Forecasting Using Adaptive Penalized Tensor Decompositions, , http://dx.doi.org/10.2139/ssrn.3943888

Zhu F; Huang F, Economic Forecasting in a Data-Rich Environment for Actuarial Applications using Neural Networks, , http://dx.doi.org/10.2139/ssrn.4449894


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