Mortality models ensemble via Shapley value

DOI10.1007/S10203-024-00455-ZMaRDI QIDQ6873721zbMATH OpenFDO

Authors Giovanna Bimonte, Maria Russolillo, Han Lin Shang, Yang Yang

Publication date 16 January 2026

Published in Decisions in Economics and Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10203-024-00455-Z

zbMATH Keywords

ensemble modelsforecastingmortalityShapley value

Mathematics Subject Classification ID

Cooperative games (91A12) Actuarial mathematics (91G05)

Cites work

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• Modeling and forecasting U.S. mortality. (With discussion)
• Mortality forecasting using stacked regression ensembles
• On stochastic mortality modeling
• Polynomial calculation of the Shapley value based on sampling
• Robust forecasting of mortality and fertility rates: a functional data approach
• Stacked regressions
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The Model Confidence Set

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