Andrés M Villegas
Andrés M Villegas
Senior Lecturer, School of Risk and Actuarial Studies, UNSW Sydney
Verified email at - Homepage
Cited by
Cited by
StMoMo: an R package for stochastic mortality modelling
AM Villegas, VK Kaishev, P Millossovich
Journal of Statistical Software, 2018
On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England
AM Villegas, S Haberman
North American Actuarial Journal 18 (1), 168-193, 2014
NDC schemes and heterogeneity in longevity: Proposals for redesign
R Holzmann, R Holzmann
World Bank, 2019
Robustness and convergence in the Lee–Carter model with cohort effects
A Hunt, AM Villegas
Insurance: Mathematics and Economics 64, 186-202, 2015
A comparative study of two-population models for the assessment of basis risk in longevity hedges
AM Villegas, S Haberman, VK Kaishev, P Millossovich
ASTIN Bulletin: The Journal of the IAA 47 (3), 631-679, 2017
Longevity Basis Risk: A methodology for assessing basis risk
S Haberman, VK Kaishev, P Millossovich, AM Villegas, S Baxter, ...
Institute and Faculty of Actuaries Sessional Research Paper. URL http://www …, 2014
Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances
DH Alai, S Arnold, M Bajekal, AM Villegas
North American Actuarial Journal 22 (2), 161-181, 2018
Computing bounds on the expected payoff of alternative risk transfer products
AM Villegas, AL Medaglia, LF Zuluaga
Insurance: Mathematics and Economics 51 (2), 271-281, 2012
Mortality forecasting using stacked regression ensembles
SR Kessy, M Sherris, AM Villegas, J Ziveyi
Scandinavian Actuarial Journal 2022 (7), 591-626, 2022
An investigation into the impact of deprivation on demographic inequalities in adults
L Mayhew, G Harper, AM Villegas
Annals of Actuarial Science 14 (2), 358-383, 2020
Mortality: Modelling, socio-economic differences and basis risk
AM Villegas
City, University of London Institutional Repository, 2015
Numerical performance of some Wong-Zakai type approximations for stochastic differential equations
J Londoño, AM Villegas
International Journal of Pure and Applied Mathematics 107 (2), 301-315, 2016
Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models
Z Huang, M Sherris, AM Villegas, J Ziveyi
Risks 10 (9), 183, 2022
Mortality Improvement Rates: Modeling, Parameter Uncertainty and Robustness
A Hunt, AM Villegas
North American Actuarial Journal, 2021
An evolutionary strategy for multiobjective reinsurance optimization
S Román, AM Villegas, JG Villegas
Journal of the Operational Research Society 69 (10), 1661-1677, 2018
A group regularisation approach for constructing generalised age-period-cohort mortality projection models
D SriDaran, M Sherris, AM Villegas, J Ziveyi
ASTIN Bulletin: The Journal of the IAA 52 (1), 247-289, 2022
Valor presente de las pensiones en el régimen de prima media de Colombia
FA Gómez, JA Londoño, AM Villegas
Cuadernos de economía 38 (76), 173-205, 2019
Subnational Old-Age Mortality Modeling: Accounting for Underreporting in a Bayesian Framework
Q Lu, K Hanewald, A Villegas, X Wang
ARC Centre of Excellence in Population Ageing Research Working Paper 23, 2020
Tablas De Mortalidad (Mortality Tables)
F Ortiz, M Villegas, A Zarruk
Documentos de Matemáticas y Estadística, 2012
Key drivers of long-term rates of mortality improvements in the US: period, cohort and cause of death analysis, 1959-2016
A Villegas, M Bajekal, S Haberman, L Zhou
North American Actuarial Journal, 2022
The system can't perform the operation now. Try again later.
Articles 1–20