2 papers
stat.AP2026
Enhancing Mortality Forecasting with Ensemble Learning: A Shapley-Based Approach
G. Bimonte, M. Russolillo, Y. Yang +1
A well-established insight in mortality forecasting is that combining predictions from a set of models improves accuracy compared to relying on a single best model. This paper prop…
stat.AP2025
Mortality Models Ensemble via Shapley Value
Giovanna Bimonte, Maria Russolillo, Han Lin Shang +1
Model averaging techniques in the actuarial literature aim to forecast future longevity appropriately by combining forecasts derived from various models. This approach often yields…