Andrés Villegas

University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)

Level 6, Central Lobby (enter via East Lobby)

Australian School of Business Building

Sydney, New South Wales NSW 2052

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

355

SSRN CITATIONS
Rank 49,217

SSRN RANKINGS

Top 49,217

in Total Papers Citations

6

CROSSREF CITATIONS

7

Scholarly Papers (4)

1.

StMoMo: An R Package for Stochastic Mortality Modelling

7th Australasian Actuarial Education and Research Symposium
Number of pages: 38 Posted: 03 Dec 2015
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), City University London - Sir John Cass Business School and The Business School (formerly Cass)
Downloads 202 (180,882)
Citation 18

Abstract:

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Mortality modelling; mortality forecasting; generalised linear models; generalised non-linear models

2.

Mortality Forecasting Using Stacked Regression Ensembles

Number of pages: 33 Posted: 12 Apr 2021
University of New South Wales, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies
Downloads 77 (370,591)

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Stacked regression, ensemble learning, cross-validation, model uncertainty, model combination, age-period-cohort model, mortality forecasting

NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign

ARC Centre of Excellence in Population Ageing Research, Working Paper No. 2017/18
Number of pages: 27 Posted: 18 Dec 2017
University of Malaya, Université Libre de Bruxelles (ULB) - Department of Mathematics, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR)
Downloads 32 (555,367)

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Tax/Subsidy Structure, Proxied Life Expectancy, Two-Tier Contribution Structure, Gender De-pooling

4.

A Group Regularisation Approach for Constructing Generalised Age-Period-Cohort Mortality Projection Models

UNSW Business School Research Paper Forthcoming
Number of pages: 33 Posted: 25 Feb 2021
UNSW Australia Business School, School of Risk & Actuarial Studies, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies
Downloads 44 (484,573)
Citation 1

Abstract:

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Mortality projection, regularisation, cross validation, age-period-cohort model