Andrés M Villegas

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Pietro MillossovichBayes Business Schoolcity.ac.uk의 이메일 확인됨
Steven HabermanProfessor of Actuarial Science, Bayes Business School (formerly Cass), City, University of Londoncity.ac.uk의 이메일 확인됨
Michael SherrisProfessor Actuarial Studies University of New South Walesunsw.edu.au의 이메일 확인됨
Jonathan ZiveyiAssociate Professor, School of Risk and Actuarial Studies, UNSW Business Schoolunsw.edu.au의 이메일 확인됨
Héloïse LABIT HARDYResearcher Fellow, Australian Research Council Centre of Excellence in Population Ageing Researchunsw.edu.au의 이메일 확인됨
Jennifer Alonso-García (ORCID: 0000-...Professor in Actuarial Science, Université Libre de Bruxelles (RoR: 01r9htc13); CEPAR, Netsparulb.be의 이메일 확인됨
Madhavi Bajekalucl.ac.uk의 이메일 확인됨
Robert HolzmannAustrian Academy of Sciencesoeaw.ac.at의 이메일 확인됨
Jaime Alberto LondoñoAssociate Professor, Universidad Nacional de Colombia, Manizalesunal.edu.co의 이메일 확인됨
Daniel AlaiLecturer in Actuarial Science, University of Kentkent.ac.uk의 이메일 확인됨
Severine Arnold (-Gaille)Department of Actuarial Science, Faculty of Business and Economics (HEC), University of Lausanneunil.ch의 이메일 확인됨
Munir HiabuDepartment of Mathematical Sciences, University of Copenhagenmath.ku.dk의 이메일 확인됨
Gabriele PittarelloPostdoc, Section of Biostatistics, Department of Public Health, University of Copenhagensund.ku.dk의 이메일 확인됨
Juan G. VillegasUniversidad de Antioquia UdeAudea.edu.co의 이메일 확인됨
Doreen KabucheUniversity of New South Walesunsw.edu.au의 이메일 확인됨
Andrés L. MedagliaProfessor of Industrial Engineering, Universidad de los Andes (Colombia)uniandes.edu.co의 이메일 확인됨
Luis F. ZuluagaProfessor, Industrial and Systems Engineering Department, Lehigh Universitylehigh.edu의 이메일 확인됨
Fabio GomezUNSWunsw.edu.au의 이메일 확인됨
Katja HanewaldUniversity of New South Wales, School of Risk & Actuarial Studies and CEPARunsw.edu.au의 이메일 확인됨
Maria Dolores Martinez-MirandaUniversidad de Granadaugr.es의 이메일 확인됨

팔로우

Andrés M Villegas

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

unsw.edu.au의 이메일 확인됨 - 홈페이지

Mortality Modelling Longevity Risk Actuarial Science


제목 서지정보순 정렬 연도순 정렬 제목순 정렬	인용 인용	연도
StMoMo: an R package for stochastic mortality modelling AM Villegas, VK Kaishev, P Millossovich Journal of Statistical Software, 2018	274	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	144	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	85	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	71	2014
NDC schemes and heterogeneity in longevity: Proposals for redesign R Holzmann, R Holzmann World Bank, 2019	68*	2019
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	20*	2022
Mortality forecasting using stacked regression ensembles SR Kessy, M Sherris, AM Villegas, J Ziveyi Scandinavian Actuarial Journal 2022 (7), 591-626, 2022	20	2022
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
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	15	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	13	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	10	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	9*	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	7*	2023
Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools D Kabuche, M Sherris, AM Villegas, J Ziveyi Insurance: Mathematics and Economics 116, 165-188, 2024	5	2024

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