Mortality models ensemble via Shapley value
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DOI: 10.1007/s10203-024-00455-z
Abstract: Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields more accurate predictions than those generated by a single model. The… read more here.
Keywords: via shapley; mortality models; models ensemble; model ... See more keywords