Andrés M. Villegas

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959–2016 North American Actuarial Journal	2024-06-03	Paper
Scenario selection with LASSO regression for the valuation of variable annuity portfolios Insurance Mathematics & Economics	2024-05-24	Paper
Pooling functional disability and mortality in long-term care insurance and care annuities: a matrix approach for multi-state pools Insurance Mathematics & Economics	2024-05-24	Paper
Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness North American Actuarial Journal	2023-07-03	Paper
Mortality forecasting using stacked regression ensembles Scandinavian Actuarial Journal	2022-10-26	Paper
A group regularisation approach for constructing generalised age-period-cohort mortality projection models ASTIN Bulletin	2022-04-04	Paper
Global polynomial kernel hazard estimation Revista Colombiana de Estadística	2020-06-21	Paper
On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England North American Actuarial Journal	2019-05-15	Paper
Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances North American Actuarial Journal	2018-06-20	Paper
A comparative study of two-population models for the assessment of basis risk in longevity hedges ASTIN Bulletin	2018-06-04	Paper
Robustness and convergence in the Lee-Carter model with cohort effects Insurance Mathematics & Economics	2015-09-14	Paper
Computing bounds on the expected payoff of Alternative Risk Transfer products Insurance Mathematics & Economics	2014-04-14	Paper

Research outcomes over time

This page was built for person: Andrés M. Villegas