Hunt, Andrew; Villegas, Andrés M. Mortality improvement rates: modeling, parameter uncertainty, and robustness. (English) Zbl 1520.91331 N. Am. Actuar. J. 27, No. 1, 47-73 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{A. Hunt} and \textit{A. M. Villegas}, N. Am. Actuar. J. 27, No. 1, 47--73 (2023; Zbl 1520.91331) Full Text: DOI
Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan Mortality forecasting using stacked regression ensembles. (English) Zbl 1501.91156 Scand. Actuar. J. 2022, No. 7, 591-626 (2022). MSC: 91G05 91D20 62P05 PDFBibTeX XMLCite \textit{S. R. Kessy} et al., Scand. Actuar. J. 2022, No. 7, 591--626 (2022; Zbl 1501.91156) Full Text: DOI
Sridaran, Dilan; Sherris, Michael; Villegas, Andrés M.; Ziveyi, Jonathan A group regularisation approach for constructing generalised age-period-cohort mortality projection models. (English) Zbl 1484.91405 ASTIN Bull. 52, No. 1, 247-289 (2022). MSC: 91G05 91D20 PDFBibTeX XMLCite \textit{D. Sridaran} et al., ASTIN Bull. 52, No. 1, 247--289 (2022; Zbl 1484.91405) Full Text: DOI
Villegas, Andrés M.; Haberman, Steven; Kaishev, Vladimir K.; Millossovich, Pietro A comparative study of two-population models for the assessment of basis risk in longevity hedges. (English) Zbl 1390.91215 ASTIN Bull. 47, No. 3, 631-679 (2017). MSC: 91B30 62P05 91D20 PDFBibTeX XMLCite \textit{A. M. Villegas} et al., ASTIN Bull. 47, No. 3, 631--679 (2017; Zbl 1390.91215) Full Text: DOI Link
Hunt, Andrew; Villegas, Andrés M. Robustness and convergence in the Lee-Carter model with cohort effects. (English) Zbl 1348.62241 Insur. Math. Econ. 64, 186-202 (2015). MSC: 62P05 91B30 91D20 PDFBibTeX XMLCite \textit{A. Hunt} and \textit{A. M. Villegas}, Insur. Math. Econ. 64, 186--202 (2015; Zbl 1348.62241) Full Text: DOI
Villegas, Andrés M.; Haberman, Steven On the modeling and forecasting of socioeconomic mortality differentials: an application to deprivation and mortality in England. (English) Zbl 1412.91057 N. Am. Actuar. J. 18, No. 1, 168-193 (2014). MSC: 91B30 62P05 62M20 PDFBibTeX XMLCite \textit{A. M. Villegas} and \textit{S. Haberman}, N. Am. Actuar. J. 18, No. 1, 168--193 (2014; Zbl 1412.91057) Full Text: DOI Link