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An evolutionary strategy for multiobjective reinsurance optimization
Román, Sebastián; Villegas, Andrés M.; Villegas, Juan G. - In: Journal of the Operational Research Society 69 (2018) 10, pp. 1661-1677
Persistent link: https://www.econbiz.de/10012229185
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Valor presente de las pensiones en el Régimen de Prima Media de Colombia
Gómez, Fabio A.; Londoño, Jaime A.; Villegas, Andrés M. - In: Cuadernos de economía 38 (2019) 76, pp. 173-205
Persistent link: https://www.econbiz.de/10012173279
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A group regularisation approach for constructing generalised age-period-cohort mortality projection models
SriDaran, Dilan; Sherris, Michael; Villegas, Andrés M.; … - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 247-289
Persistent link: https://www.econbiz.de/10012805747
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Mind the gap : a study of cause-specific mortality by socioeconomic circumstances
Alai, Daniel H.; Arnold-Gaille, Séverine; Bajekal, Madhavi - In: North American actuarial journal 22 (2018) 2, pp. 161-181
Persistent link: https://www.econbiz.de/10012268003
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An investigation into the impact of deprivation on demographic inequalities in adults
Mayhew, Leslie; Harper, Gillian; Villegas, Andrés M. - In: Annals of actuarial science : publ. by the Institute of … 14 (2020) 2, pp. 358-383
Persistent link: https://www.econbiz.de/10012307361
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Mortality improvement rates : modeling, parameter uncertainty, and robustness
Hunt, Andrew; Villegas, Andrés M. - In: North American actuarial journal : NAAJ ; leading the … 27 (2023) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10014286513
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Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M. - In: Scandinavian actuarial journal 2022 (2022) 7, pp. 591-626
Persistent link: https://www.econbiz.de/10013370726
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Continuous time model for notional defined contribution pension schemes : liquidity and solvency
Alonso-García, Jennifer; Devolder, Pierre - In: Insurance / Mathematics & economics 88 (2019), pp. 57-76
Persistent link: https://www.econbiz.de/10012105363
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Automatic balancing mechanisms for notional defined contribution accounts in the presence of uncertainty
Alonso-García, Jennifer; Boado-Penas, María del Carmen; … - In: Scandinavian actuarial journal (2018) 2, pp. 85-108
Persistent link: https://www.econbiz.de/10011880825
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Pricing and hedging guaranteed minimum withdrawal benefits under a general Lévy framework using the COS method
Alonso-García, Jennifer; Wood, Oliver; Ziveyi, Jonathan - In: Quantitative finance 18 (2018) 6, pp. 1049-1075
Persistent link: https://www.econbiz.de/10011911282