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Coherent mortality forecasting with a model averaging approach: evidence from global populations
Yanlin Shi
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Corresponding author for this work
Department of Actuarial Studies and Business Analytics
Research output
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Contribution to journal
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Article
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peer-review
2
Citations (Scopus)
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Dive into the research topics of 'Coherent mortality forecasting with a model averaging approach: evidence from global populations'. Together they form a unique fingerprint.
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Mathematics
Diverge
12%
Economics
19%
Empirical Analysis
15%
Evidence
45%
Finance
22%
Forecast
25%
Forecasting
62%
Model
7%
Model Averaging
76%
Mortality
61%
Mortality Rate
14%
Overfitting
14%
Penalty
10%
Performance
6%
Prediction
8%
Pricing
11%
Resolve
10%
Simulation
6%
Smoothness
9%
Business & Economics
Annuities
12%
Economics
11%
Empirical Analysis
7%
Finance
21%
Forecasting Performance
11%
Individual Model
13%
Model Averaging
100%
Mortality
10%
Mortality Forecasting
87%
Mortality Rate
12%
Out-of-sample Forecasting
11%
Overfitting
15%
Penalty
9%
Pension Scheme
13%
Prediction
8%
Pricing
7%
Simulation
7%
Usefulness
8%