Andrés M. Villegas

Available identifiers

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	2024-06-03	Paper
Scenario selection with LASSO regression for the valuation of variable annuity portfolios	2024-05-24	Paper
Pooling functional disability and mortality in long-term care insurance and care annuities: a matrix approach for multi-state pools	2024-05-24	Paper
Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness	2023-07-03	Paper
Mortality forecasting using stacked regression ensembles	2022-10-26	Paper
A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS	2022-04-04	Paper
Global Polynomial Kernel Hazard Estimation	2020-06-21	Paper
On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England	2019-05-15	Paper
Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances	2018-06-20	Paper
A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES	2018-06-04	Paper
Robustness and convergence in the Lee-Carter model with cohort effects	2015-09-14	Paper
Computing bounds on the expected payoff of Alternative Risk Transfer products	2014-04-14	Paper

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