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Andrés M. Villegas · Study

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Andrés M. Villegas

10 works· latest 2022· 3 institutionscluster: provisionalORCID 0000-0001-5967-5764

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Citations549

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Most cited in this library

StMoMo : An R Package for Stochastic Mortality Modeling2015 · 213 citations
On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England2014 · 111 citations
A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES2017 · 69 citations
Robustness and convergence in the Lee–Carter model with cohort effects2015 · 65 citations
NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign2017 · 22 citations

Works

10 shown

Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness

North American Actuarial Journal·2022·2 authors·Open access

12citations

Mortality forecasting using stacked regression ensembles

Scandinavian Actuarial Journal·2021·4 authors·Open access

21citations

A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS

Astin Bulletin·2021·4 authors·Open access

11citations

An investigation into the impact of deprivation on demographic inequalities in adults

Annals of Actuarial Science·2020·3 authors

13citations

Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances

North American Actuarial Journal·2018·4 authors·Open access

12citations

A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES

Astin Bulletin·2017·4 authors·Open access

69citations

NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign

SSRN Electronic Journal·2017·4 authors·preprint·Open access

22citations

Robustness and convergence in the Lee–Carter model with cohort effects

Insurance Mathematics and Economics·2015·2 authors

65citations

StMoMo : An R Package for Stochastic Mortality Modeling

Journal of Statistical Software·2015·3 authors·Open access

213citations

On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England

North American Actuarial Journal·2014·2 authors

111citations