Andres Villegas

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

83

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

Ndc Schemes and Heterogeneity in Longevity: Proposals for Redesign

IZA Discussion Paper No. 11193
Number of pages: 28 Posted: 16 Dec 2017
University of Malaya, Université Libre de Bruxelles (ULB) - Department of Mathematics, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales (UNSW)
Downloads 13 (689,040)
Citation 3

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tax/subsidy structure, proxied life expectancy, two-tier contribution structure, gender de-pooling

2.

The Application of Affine Processes in Cohort Mortality Risk Models

UNSW Business School Research Paper Forthcoming
Number of pages: 28 Posted: 07 Sep 2019
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), 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) and University of New South Wales; ARC Centre of Excellence in Population Ageing Research and School of Risk & Actuarial Studies
Downloads 33 (535,296)
Citation 1

Abstract:

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mortality models, continuous time, cohort curve, affine rates, Kalman filter

3.

A Managed Volatility Investment Strategy for Pooled Annuity Products

UNSW Business School Research Paper Forthcoming
Number of pages: 28 Posted: 27 Sep 2019
UNSW Sydney, 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 - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales (UNSW)
Downloads 32 (540,486)

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pooled annuity, equity investment, managed volatility, longevity risk

4.

Subnational Old-Age Mortality Modeling: Accounting for Underreporting in a Bayesian Framework

ARC Centre of Excellence in Population Ageing Research Working Paper 2020/23
Number of pages: 38 Posted: 29 Oct 2020
Qian Lu, Katja Hanewald, Andres Villegas and Xiaojun Wang
Renmin University of China - School of Statistics, UNSW Sydney - School of Risk & Actuarial Studies and ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales (UNSW) and Renmin University of China - School of Statistics
Downloads 5 (724,055)

Abstract:

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Old-age mortality, Subnational modeling, Bayesian framework, Death underreporting