Select Publications

Journal articles

Zhu F; Dong Y; Huang F, 2025, 'Data-rich Economic Forecasting for Actuarial Applications', Insurance: Mathematics and Economics, 124, http://dx.doi.org/10.1016/j.insmatheco.2025.103126

Xin X; Hooker G; Huang F, 2025, 'Pitfalls in Machine Learning Interpretability: Manipulating Partial Dependence Plots to Hide Discrimination', Insurance: Mathematics and Economics, pp. 103135 - 103135, http://dx.doi.org/10.1016/j.insmatheco.2025.103135

Aas K; Charpentier A; Huang F; Richman R, 2024, 'Insurance analytics: Prediction, explainability, and fairness', Annals of Actuarial Science, 18, pp. 535 - 539, http://dx.doi.org/10.1017/S1748499524000289

Fahrenwaldt M; Furrer C; Hiabu ME; Huang F; Jørgensen FH; Lindholm M; Loftus J; Steffensen M; Tsanakas A, 2024, 'Fairness: plurality, causality, and insurability', European Actuarial Journal, 14, pp. 317 - 328, http://dx.doi.org/10.1007/s13385-024-00387-3

Xin X; Huang F, 2024, 'Anti-discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models', North American Actuarial Journal, 28, pp. 285 - 319, http://dx.doi.org/10.1080/10920277.2023.2190528

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

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

Working Papers

Zhu F; Dong Y; Huang F, 2025, Data-Rich Economic Forecasting for Actuarial Applications, http://dx.doi.org, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4756743

Huang F; Pesenti SM, 2025, Marginal Fairness: Fair Decision-Making under Risk Measures, SSRN, http://dx.doi.org, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5266857

Dong Y; Frees EJ; Huang F; Hui F; Van Heerde H, 2025, A Joint Model of Cost and Churn for Stochastic Cost Industries, SSRN, http://dx.doi.org, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5259489

Huang F; Hui F; Villegas Ramirez A, 2025, Towards Fairer Retirement Outcomes: Socio-Economic Mortality Differentials in Australia, http://dx.doi.org10.2139/ssrn.5253598, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5253598

Huang F; Shen J; Yang Y; Zhao R, 2025, Learning Fair Decisions with Factor Models: Applications to Annuity Pricing, http://dx.doi.org, https://arxiv.org/abs/2412.04663

Shimao H; Huang F; Warut Khern-am-nuai W, 2025, Welfare Implications of Fairness Regulations in Insurance Cost Modeling: A Multi-Method Study, SSRN, http://dx.doi.org, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5112616

Xin X; Hooker G; Huang F, 2024, Why You Should Not Trust Interpretations in Machine Learning: Adversarial Attacks on Partial Dependence Plots, http://dx.doi.org, https://arxiv.org/abs/2404.18702

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, https://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, https://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, https://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, https://doi.org/10.2139/ssrn.4225159

Media

Huang F; Hui F; Villegas A, 2025, How socio-economic factors drive significant life expectancy gaps, UNSW Business Think, https://www.businessthink.unsw.edu.au/articles/australian-retirement-longevity-gap

Huang F, 2025, The Price of Loyalty: Rethinking Optimisation in Insurance Pricing, https://www.actuaries.asn.au/research-analysis/the-price-of-loyalty-rethinking-optimisation-in-insurance-pricing

Huang F, 2025, Check your AI: a framework for its use in actuarial practice, https://www.theactuary.com/features/2025/06/25/check-your-ai-framework-its-use-actuarial-practice#:~:text=AI%20and%20algorithmic%20tools%20are,AI%20to%20enhance%20decision%20-making.

Huang F, 2025, Achieving Fairness in Data-driven Decision Making, https://www.actuaries.asn.au/research-analysis/achieving-fairness-in-data-driven-decision-making

Huang F, 2024, This is why your insurance premiums keep going up, https://360info.org/this-is-why-your-insurance-premiums-keep-going-up/

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/


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