Edit Profile (opens in new tab) Villegas, Andrés M. Compute Distance To: Compute Author ID: villegas.andres-m Published as: Villegas, Andrés M. External Links: ORCID Documents Indexed: 8 Publications since 2012 Co-Authors: 18 Co-Authors with 8 Joint Publications 262 Co-Co-Authors all top 5 Co-Authors 0 single-authored 2 Haberman, Steven 2 Sherris, Michael 2 Ziveyi, Jonathan 1 Alai, Daniel H. 1 Arnold-Gaille, Séverine 1 Bajekal, Madhavi 1 Hiabu, Munir 1 Hunt, Andrew 1 Kaishev, Vladimir K. 1 Kessy, Salvatory R. 1 Martínez Miranda, María Dolores 1 Medaglia, Andrés L. 1 Millossovich, Pietro 1 Nielsen, Jens Perch 1 Spreeuw, Jaap 1 Sridaran, Dilan 1 Tanggaard, Carsten 1 Zuluaga, Luis Fernando Serials 2 Insurance Mathematics & Economics 2 ASTIN Bulletin 2 North American Actuarial Journal 1 Revista Colombiana de Estadística 1 Scandinavian Actuarial Journal Fields 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 80 times in 67 Documents Cited by ▼ Year ▼ On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. Zbl 1412.91057Villegas, Andrés M.; Haberman, Steven 29 2014 A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro 26 2017 Robustness and convergence in the Lee-Carter model with cohort effects. Zbl 1348.62241Hunt, Andrew; Villegas, Andrés M. 19 2015 Mind the gap: a study of cause-specific mortality by socioeconomic circumstances. Zbl 1393.91096Alai, Daniel H.; Arnold-Gaille, Séverine; Bajekal, Madhavi; Villegas, Andrés M. 3 2018 Computing bounds on the expected payoff of Alternative Risk Transfer products. Zbl 1284.91273Villegas, Andrés M.; Medaglia, Andrés L.; Zuluaga, Luis F. 2 2012 A group regularisation approach for constructing generalised age-period-cohort mortality projection models. Zbl 1484.91405Sridaran, Dilan; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan 1 2022 A group regularisation approach for constructing generalised age-period-cohort mortality projection models. Zbl 1484.91405Sridaran, Dilan; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan 1 2022 Mind the gap: a study of cause-specific mortality by socioeconomic circumstances. Zbl 1393.91096Alai, Daniel H.; Arnold-Gaille, Séverine; Bajekal, Madhavi; Villegas, Andrés M. 3 2018 A comparative study of two-population models for the assessment of basis risk in longevity hedges. Zbl 1390.91215Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro 26 2017 Robustness and convergence in the Lee-Carter model with cohort effects. Zbl 1348.62241Hunt, Andrew; Villegas, Andrés M. 19 2015 On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. Zbl 1412.91057Villegas, Andrés M.; Haberman, Steven 29 2014 Computing bounds on the expected payoff of Alternative Risk Transfer products. Zbl 1284.91273Villegas, Andrés M.; Medaglia, Andrés L.; Zuluaga, Luis F. 2 2012 all cited Publications top 5 cited Publications all top 5 Cited by 143 Authors 10 Haberman, Steven 8 Blake, David 5 Li, Jackie 4 Cairns, Andrew J. G. 4 Hunt, Andrew 3 Li, Hong 3 Lu, Yang 3 Millossovich, Pietro 3 Villegas, Andrés M. 2 Arnold, Séverine 2 Bravo, Jorge Miguel 2 Chang, Le 2 El Karoui, Nicole 2 Freimann, Arne 2 Jevtić, Petar 2 Kallestrup-Lamb, Malene 2 Li, Han 2 MacMinn, Richard D. 2 Piscopo, Gabriella 2 Regis, Luca 2 Shang, Han Lin 2 Sherris, Michael 2 Shi, Yanlin 2 Tang, Sixian 2 Zhou, Kenneth Q. 2 Ziveyi, Jonathan 1 Alonso-García, Jennifer 1 Alvarez, Jesús-Adrián 1 Amato, Valeria D. 1 Antonio, Katrien 1 Ayuso, Mercedes 1 Bajekal, Madhavi 1 Bakbergenuly, Ilyas 1 Beutner, Eric 1 Börger, Matthias 1 Bosch-Rodríguez, Juan Carlos 1 Carfora, Maria Francesca 1 Chan, Jennifer So Kuen 1 Chen, Ree Yongqing 1 Chiu, Mei Choi 1 Cupido, Kyran 1 Cutillo, Luisa 1 Danesi, Ivan Luciano 1 de Boer, Wouter 1 De Rosa, Clemente 1 de Vries, Robert 1 De Waegenaere, Anja 1 Devriendt, Sander 1 Dhaene, Jan 1 Diao, Liqun 1 Djeundje, Viani Biatat 1 Dong, Yumo 1 Doukhan, Paul 1 Dowd, Kevin 1 Du, Donglei 1 El Boukfaoui, Ghali 1 Giordano, Giuseppe 1 Gitsels, Lisanne Andra 1 Guibert, Quentin 1 Guthrie, Simon 1 Han, Qiaoming 1 Hanbali, Hamza 1 Hardy, Héloïse Labit 1 Hatzopoulos, Peter 1 Holzmann, Robert 1 Huang, Fei 1 Huang, Hong-Chih 1 Jallbjørn, Snorre 1 Jarner, Søren Fiig 1 Jijiie, Anca 1 Kaakaï, Sarah 1 Kaishev, Vladimir K. 1 Kan, Hok-Kwan 1 Kessy, Salvatory R. 1 Kim, Seyeon 1 Kjærgaard, Søren 1 Kleinow, Torsten 1 Kromme, Egbert 1 Kulinskaya, Elena 1 Landsman, Zinoviy M. 1 Lee, Maggie 1 Levantesi, Susanna 1 Li, Johnny Siu-Hang 1 Li, Xianping 1 Linders, Daniël 1 Liu, Jia 1 Loisel, Stéphane 1 Lopez, Olivier 1 Lu, Joseph 1 Lu, Yi 1 Luciano, Elisa 1 Lyu, Pintao 1 Makov, Udi E. 1 Meng, Yechao 1 Milevsky, Moshe Arye 1 Morillas, Francisco G. 1 Nigri, Andrea 1 Ouburg, Wilbert 1 Páez, Antonio 1 Palmer, Edward ...and 43 more Authors all top 5 Cited in 10 Serials 26 Insurance Mathematics & Economics 11 ASTIN Bulletin 9 North American Actuarial Journal 9 European Actuarial Journal 7 Scandinavian Actuarial Journal 1 Operations Research 1 International Journal of Approximate Reasoning 1 Communications in Statistics. Theory and Methods 1 Computational Statistics and Data Analysis 1 Decisions in Economics and Finance all top 5 Cited in 8 Fields 64 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 26 Statistics (62-XX) 4 General and overarching topics; collections (00-XX) 4 Probability theory and stochastic processes (60-XX) 2 Computer science (68-XX) 2 Systems theory; control (93-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Citations by Year