Mori, Luca De; Millossovich, Pietro; Zhu, Rui; … - In: Risks : open access journal 12 (2024) 4, pp. 1-17
-based longevity risk transfer deals. This paper implements and compares several model-averaging approaches in a two-population context … of two-population models. In order to evaluate the eventual gain of model-averaging approaches for mortality forecasting … different countries and periods. The results show that, overall, model-averaging approaches are superior both in terms of mean …