Mortality forecasting using stacked regression ensembles
Salvatory R. Kessy, Michael Sherris, Andrés M. Villegas and Jonathan Ziveyi
| Year of publication: |
2022
|
|---|---|
| Authors: | Kessy, Salvatory R. ; Sherris, Michael ; Villegas, Andrés M. ; Ziveyi, Jonathan |
| Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2022.2022, 7, p. 591-626
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| Subject: | age-period-cohort model | cross-validation | ensemble learning | model combination | model uncertainty | mortality forecasting | Stacked regression | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Theorie | Theory | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2021.1999316 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013370726