Andrés M Villegas

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Pietro MillossovichBayes Business SchoolVerified email at city.ac.uk
Steven HabermanProfessor of Actuarial Science, Bayes Business School (formerly Cass), City, University of LondonVerified email at city.ac.uk
Michael SherrisProfessor Actuarial Studies University of New South WalesVerified email at unsw.edu.au
Jonathan ZiveyiAssociate Professor, School of Risk and Actuarial Studies, UNSW Business SchoolVerified email at unsw.edu.au
Madhavi BajekalVerified email at ucl.ac.uk
Robert HolzmannAustrian Academy of SciencesVerified email at oeaw.ac.at
Jaime Alberto LondoñoAssociate Professor, Universidad Nacional de Colombia, ManizalesVerified email at unal.edu.co
Daniel AlaiLecturer in Actuarial Science, University of KentVerified email at kent.ac.uk
Severine Arnold (-Gaille)Department of Actuarial Science, Faculty of Business and Economics (HEC), University of LausanneVerified email at unil.ch
Munir HiabuDepartment of Mathematical Sciences, University of CopenhagenVerified email at math.ku.dk
Héloïse LABIT HARDYResearcher Fellow, Australian Research Council Centre of Excellence in Population Ageing ResearchVerified email at unsw.edu.au
Gabriele PittarelloPostdoctoral Fellow, ESOMAS Department, University of TurinVerified email at unito.it
Juan G. VillegasUniversidad de Antioquia UdeAVerified email at udea.edu.co
Andrés L. MedagliaProfessor of Industrial Engineering, Universidad de los Andes (Colombia)Verified email at uniandes.edu.co
Luis F. ZuluagaProfessor, Industrial and Systems Engineering Department, Lehigh UniversityVerified email at lehigh.edu
Jennifer Alonso-García (ORCID: 0000-...Professor in Actuarial Science, Université Libre de Bruxelles (RoR: 01r9htc13); CEPAR, NetsparVerified email at ulb.be
Fabio GomezUNSWVerified email at unsw.edu.au
Doreen KabucheUniversity of New South WalesVerified email at unsw.edu.au
Katja HanewaldUniversity of New South Wales, School of Risk & Actuarial Studies and CEPARVerified email at unsw.edu.au
Maria Dolores Martinez-MirandaUniversidad de GranadaVerified email at ugr.es

Andrés M Villegas

Associate Professor, School of Risk and Actuarial Studies, UNSW Sydney

Verified email at unsw.edu.au - Homepage

Mortality Modelling Longevity Risk Actuarial Science


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StMoMo: an R package for stochastic mortality modelling AM Villegas, VK Kaishev, P Millossovich Journal of Statistical Software, 2018	260	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	138	2014
Robustness and convergence in the Lee–Carter model with cohort effects A Hunt, AM Villegas Insurance: Mathematics and Economics 64, 186-202, 2015	91	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	83	2017
NDC schemes and heterogeneity in longevity: Proposals for redesign R Holzmann, R Holzmann World Bank, 2019	80*	2019
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	71	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	20*	2018
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	19*	2022
Mortality forecasting using stacked regression ensembles SR Kessy, M Sherris, AM Villegas, J Ziveyi Scandinavian Actuarial Journal 2022 (7), 591-626, 2022	19	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	18*	2020
Mortality Improvement Rates: Modeling, Parameter Uncertainty and Robustness A Hunt, AM Villegas North American Actuarial Journal 27 (1), 2023	17*	2023
An evolutionary strategy for multiobjective reinsurance optimization S Román, AM Villegas, JG Villegas Journal of the Operational Research Society 69 (10), 1661-1677, 2018	14	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	12	2022
Mortality: Modelling, socio-economic differences and basis risk AM Villegas City, University of London Institutional Repository, 2015	12*	2015
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	12	2012
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	11	2016
A managed volatility investment strategy for pooled annuity products S Li, H Labit Hardy, M Sherris, AM Villegas Risks 10 (6), 121, 2022	9	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	7*	2019
Replicating and extending chain-ladder via an age-period-cohort structure on the claim development in a run-off triangle G Pittarello, M Hiabu, AM Villegas arXiv preprint arXiv:2301.03858, 2023	6*	2023
Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016 AM Villegas, M Bajekal, S Haberman, L Zhou North American Actuarial Journal, 1-31, 2023	5	2023

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