Select Publications
Journal articles
, 2025, 'Pitfalls in machine learning interpretability: Manipulating partial dependence plots to hide discrimination', Insurance Mathematics and Economics, 125, pp. 103135 - 103135, http://dx.doi.org/10.1016/j.insmatheco.2025.103135
, 2025, 'Data-rich Economic Forecasting for Actuarial Applications', Insurance, Mathematics & Economics, 124, http://dx.doi.org/10.1016/j.insmatheco.2025.103126
, 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
, 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
, 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
, 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, 'The Discriminating (Pricing) Actuary', North American Actuarial Journal, http://dx.doi.org/10.1080/10920277.2021.1951296
, 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
Conference Presentations
, 2022, 'Cause-of-death Mortality Modelling using Penalized Tensor Decomposition', presented at 24th International Congress on Insurance: Mathematics and Economics, 04 July 2022
, 2022, 'Anti-Discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models', presented at ASTIN Colloquium, 22 June 2022
, 2022, 'Anti-discrimination Insurance Pricing: Regulations, Fairness Criteria, and Models', presented at All-Actuaries Summit, 03 May 2022
, 2021, 'The Discriminating (Pricing) Actuary', presented at 11th China International Conference on Insurance and Risk Management, 11 July 2021
, 2020, 'Modelling Life Tables with Advanced Ages: an Extreme Value Theory Approach', presented at 28th Colloquium on Pensions and Retirement Research, 29 November 2020
, 2020, 'The Discriminating (Pricing) Actuary', presented at CLMR Research Symposium 2020, 20 November 2020
, 2020, 'Modelling Life Tables with Advanced Ages: an Extreme Value Theory Approach', presented at Actuarial Research Conference, 29 July 2020
, 2019, 'Modelling Life Tables with Advanced Ages: an Extreme Value Theory Approach', presented at International Workshop on Subnational Life Tables, 20 November 2019
, 2019, 'Multi-population Mortality Forecasting using Tensor Decomposition', presented at China International Conference on Insurance and Risk Management (CCIRM), 30 July 2019
, 2018, 'Is there a limit to Human Life or Not?', presented at Actuarial Risk Modelling and Extreme Values (ARMEV) Workshop, 18 September 2018
, 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
, 2025, ClassChat: Can AI help us collaborate and discuss better?, http://dx.doi.org
, 2025, Data-Rich Economic Forecasting for Actuarial Applications, http://dx.doi.org, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4756743
, 2025, Marginal Fairness: Fair Decision-Making under Risk Measures, SSRN, http://dx.doi.org, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5266857
, 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
, 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
, 2025, Learning Fair Decisions with Factor Models: Applications to Annuity Pricing, http://dx.doi.org, https://arxiv.org/abs/2412.04663
, 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
, 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
, 2022, A Proposal for Finite But Unbounded Human Lifetimes, http://dx.doi.org10.1101/2022.01.07.474862
, 2021, Data-adaptive Dimension Reduction for US Mortality Forecasting, http://dx.doi.org, https://arxiv.org/abs/2102.04123
, 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
, 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
, Deductible Costs for Bundled Insurance Contracts, Elsevier BV, http://dx.doi.org10.2139/ssrn.4020299, https://doi.org/10.2139/ssrn.4020299
, Online Supplement to: The Discriminating (Pricing) Actuary, Elsevier BV, http://dx.doi.org10.2139/ssrn.3892473, https://doi.org/10.2139/ssrn.3892473
, 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
, 2025, When Students Become Startups, https://www.actuaries.asn.au/research-analysis/when-students-become-startups?utm_medium=email&utm_campaign=250717-MCOM-Digest-%20Sub%20Digest-Members&utm_content=250717-MCOM-Digest-%20Sub%20Digest-Members+CID_7dbe6daee75eca1480380ecc376370f6&utm_source=Campaign%20Monitor&utm_term=Learn%20more
, 2025, How socio-economic factors drive significant life expectancy gaps, UNSW Business Think, https://www.businessthink.unsw.edu.au/articles/australian-retirement-longevity-gap
, 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
, 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.
, 2025, Achieving Fairness in Data-driven Decision Making, https://www.actuaries.asn.au/research-analysis/achieving-fairness-in-data-driven-decision-making
, 2024, This is why your insurance premiums keep going up, https://360info.org/this-is-why-your-insurance-premiums-keep-going-up/