Mortality forecasting using stacked regression ensembles
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Publication:5042782
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Cites work
- 10.1162/153244304773936090
- A cohort-based extension to the Lee-Carter model for mortality reduction factors
- A group regularisation approach for constructing generalised age-period-cohort mortality projection models
- A new look at the statistical model identification
- A Poisson log-bilinear regression approach to the construction of projected lifetables.
- A quantitative comparison of stochastic mortality models using data from England and Wales and the United States
- Addressing the life expectancy gap in pension policy
- Estimating the dimension of a model
- Model combination for credit risk assessment: a stacked generalization approach
- Modeling and forecasting U.S. mortality. (With discussion)
- On Fitting generalized linear and non-linear models of mortality
- On stochastic mortality modeling
- On the usefulness of cross-validation for directional forecast evaluation
- Robustness and convergence in the Lee-Carter model with cohort effects
- Simple versus complex models: Evaluation, accuracy, and combining
- Stacked regressions
- The Model Confidence Set
- Using stacking to average Bayesian predictive distributions (with discussion)
Cited in
(16)- CoMoMo
- Combining probabilistic forecasts of COVID-19 mortality in the United States
- Efficient use of data for LSTM mortality forecasting
- Regression trees for predicting mortality in patients with cardiovascular disease: what improvement is achieved by using ensemble-based methods?
- A DSA algorithm for mortality forecasting
- TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY
- Ensemble Economic Scenario Generators: Unity Makes Strength
- Forecasting mortality rates with a coherent ensemble averaging approach
- Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble
- Accurate and explainable mortality forecasting with the LocalGLMnet
- Ensemble distributional forecasting for insurance loss reserving
- Mortality models ensemble via Shapley value
- Revisiting key mortality rate models: novel findings and application of CIR processes to describe mortality trends
- Ensemble interval forecasts of mortality
- A holistic approach to interpretable modelling and forecasting of human mortality by gender and country
- Mortality models based on key mortality rates
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