91成人版抖音
Back to
Associate Professor Andres Villegas Ramirez

Associate Professor Andres Villegas Ramirez

Associate Professor
Business School
School of Risk and Actuarial Studies

Andr茅s Villegas is an Associate Professor at the School of Risk and Actuarial Studies and an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research (CEPAR) where he was previously a Research Fellow. Andr茅s completed his doctoral studies at Bayes Business School (formerly Cass) in London focusing on the modelling and projection of mortality. Before his doctoral studies he obtained an MSc degree in Industrial Engineering from Universidad de Los Andes (Colombia) and worked as a risk analyst at one of the biggest Colombian life insurance companies. Andr茅s鈥檚 research interests include mortality modelling, longevity risk management and the application of analytics聽techniques in actuarial science and finance.
Phone
+61 2 9385 2647
E-mail
a.villegas@unsw.edu.au
  • Book Chapters | 2020
    Holzmann R; Alonso Garcia J; Labit Hardy H; Villegas Ramirez A, 2020, 'Non-Financial Defined Contribution (NDC) schemes and heterogeneity in longevity: Proposals for re-design', in Holzmann R; Palmer E; Palacios R; Sacchi S (ed.), Progress and Challenges of Nonfinancial Defined Pension Schemes, Work Bank,
  • Journal articles | 2024
    Kabuche D; Sherris M; Villegas AM; Ziveyi J, 2024, 'Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools', Insurance: Mathematics and Economics, 116, pp. 165 - 188,
    Journal articles | 2024
    Nguyen H; Sherris M; Villegas AM; Ziveyi J, 2024, 'Scenario selection with LASSO regression for the valuation of variable annuity portfolios', Insurance: Mathematics and Economics, 116, pp. 27 - 43,
    Journal articles | 2024
    Villegas AM; Bajekal M; Haberman S; Zhou L, 2024, 'Key Drivers of Long-Term Rates of Mortality Improvements in the United States: Period, Cohort, and Cause of Death Analysis, 1959鈥2016', North American Actuarial Journal, 28, pp. 187 - 217,
    Journal articles | 2022
    Huang Z; Sherris M; Villegas AM; Ziveyi J, 2022, 'Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models 鈥', Risks, 10,
    Journal articles | 2022
    Kessy SR; Sherris M; Villegas AM; Ziveyi J, 2022, 'Mortality forecasting using stacked regression ensembles', Scandinavian Actuarial Journal, 2022, pp. 591 - 626,
    Journal articles | 2022
    Li S; Hardy HL; Sherris M; Villegas AM, 2022, 'A Managed Volatility Investment Strategy for Pooled Annuity Products', Risks, 10,
    Journal articles | 2022
    Sridaran D; Sherris M; Villegas AM; Ziveyi J, 2022, 'A GROUP REGULARISATION APPROACH FOR CONSTRUCTING GENERALISED AGE-PERIOD-COHORT MORTALITY PROJECTION MODELS', ASTIN Bulletin, 52, pp. 247 - 289,
    Journal articles | 2021
    Hunt A; Villegas AM, 2021, 'Mortality Improvement Rates: Modeling, Parameter Uncertainty, and Robustness', NORTH AMERICAN ACTUARIAL JOURNAL,
    Journal articles | 2020
    Mayhew L; Harper G; Villegas AM, 2020, 'An investigation into the impact of deprivation on demographic inequalities in adults', Annals of Actuarial Science, 14, pp. 358 - 383,
    Journal articles | 2019
    G贸mez FA; Londo帽on JA; Villegas AM, 2019, 'Present value of pensions in the Public-defined Benefit Plan in Colombia', Cuadernos de Economia (Colombia), 38, pp. 173 - 206,
    Journal articles | 2018
    Alai DH; Arnold (Gaille) S; Bajekal M; Villegas AM, 2018, 'Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances', North American Actuarial Journal, 22, pp. 161 - 181,
    Journal articles | 2018
    Rom谩n S; Villegas AM; Villegas JG, 2018, 'An evolutionary strategy for multiobjective reinsurance optimization', Journal of the Operational Research Society, 69, pp. 1661 - 1677,
    Journal articles | 2018
    Villegas AM; Millossovich P; Kaishev VK, 2018, 'StMoMo: Stochastic mortality modeling in R', Journal of Statistical Software, 84,
    Journal articles | 2017
    Villegas AM; Haberman S; Kaishev VK; Millossovich P, 2017, 'A COMPARATIVE STUDY of TWO-POPULATION MODELS for the ASSESSMENT of BASIS RISK in LONGEVITY HEDGES', ASTIN Bulletin, 47, pp. 631 - 679,
    Journal articles | 2015
    Hiabu M; Mart铆nez-Miranda MD; Nielsen JP; Spreeuw J; Tanggaard C; Villegas AM, 2015, 'Global polynomial kernel hazard estimation', Revista Colombiana de Estadistica, 38, pp. 399 - 411,
    Journal articles | 2015
    Hunt A; Villegas AM, 2015, 'Robustness and convergence in the Lee-Carter model with cohort effects', Insurance: Mathematics and Economics, 64, pp. 186 - 202,
    Journal articles | 2014
    Villegas AM; Haberman S, 2014, 'On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England', North American Actuarial Journal, 18, pp. 168 - 193,
    Journal articles | 2012
    Villegas AM; Medaglia AL; Zuluaga LF, 2012, 'Computing bounds on the expected payoff of Alternative Risk Transfer products', Insurance: Mathematics and Economics, 51, pp. 271 - 281,
  • Working Papers | 2023
    Villegas Ramirez A; Bajekal M; Haberman S; Zhou L, 2023, Key drivers of long-term rates of mortality improvements in the US: period, cohort and cause of death analysis, 1959-2016, Elsevier, ,
    Working Papers | 2023
    Villegas Ramirez A; Pittarello G; Hiabu M, 2023, Chain Ladder Plus: a versatile approach for claims reserving, ,
    Working Papers | 2020
    Lu Q; Hanewald K; Villegas AM; Wang X, 2020, Subnational old-age mortality modeling: Accounting for underreporting in a Bayesian framework, 2020/23, ,
    Working Papers | 2020
    Villegas Ramirez A; Hunt A, 2020, Mortality Improvement Rates: Modeling, Parameter Uncertainty and Robustness, Taylor & Francis, 2020/28, ,
    Working Papers | 2017
    Holzmann R; Alonso Garcia J; labit hardy H; Villegas Ramirez A, 2017, NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign, 2017/18, ,
  • Reports | 2022
    Villegas Ramirez A; Bajekal M; Haberman S; Zhou L, 2022, Analysis of Historical U. S. Population Mortality Improvement Drivers 1959-2016,
    Software / Code | 2016
    Villegas Ramirez AM; Millossovich P; Kaishev VK, 2016, StMoMo: An R Package for Stochastic Mortality Modelling, CRAN, R package, Published: 02 February 2016, Software / Code,
    Other | 2015
    , 2015, A methodology for assessing basis risk 鈥 Abstract of the London Discussion, Cambridge University Press (CUP),
    Preprints |
    KESSY S; Sherris M; Villegas A; Ziveyi J, Mortality Forecasting Using Stacked Regression Ensembles,
    Preprints |
    Kabuche D; Sherris M; Villegas A; Ziveyi J, Pooling Functional Disability and Mortality in Long-Term Care Insurance and Care Annuities: A Matrix Approach for Multi-State Pools,
    Preprints |
    SriDaram D; Sherris M; Villegas A; Ziveyi J, A Group Regularisation Approach for Constructing Generalised Age-Period-Cohort Mortality Projection Models,