Narrow search
Showing 1 - 10 of 22
Cover Image
A managed volatility investment strategy for pooled annuity products
Li, Shuanglan; Labit Hardy, Héloïse; Sherris, Michael; … - In: Risks : open access journal 10 (2022) 6, pp. 1-30
Pooled annuity products, where the participants share systematic and idiosyncratic mortality risks as well as investment returns and risk, provide an attractive and effective alternative to traditional guaranteed life annuity products. While longevity risk sharing in pooled annuities has...
Persistent link: https://www.econbiz.de/10013363078
Cover Image
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
Cover Image
Subnational old-age mortality modeling : accounting for underreporting in a Bayesian framework
Lu, Qian; Hanewald, Katja; Villegas, Andrés M.; Wang, … - 2020
Persistent link: https://www.econbiz.de/10012582686
Cover Image
Mortality improvement rates : modeling, parameter uncertainty and robustness
Hunt, Andrew; Villegas, Andrés M. - 2020
Persistent link: https://www.econbiz.de/10012585895
Cover Image
A group regularisation approach for constructing generalised age-period-cohort mortality projection models
SriDaran, Dilan; Sherris, Michael; Villegas, Andrés M.; … - 2021
Persistent link: https://www.econbiz.de/10012616126
Cover Image
Mortality forecasting using stacked regression ensembles
Kessy, Salvatory R.; Sherris, Michael; Villegas, Andrés M. - 2021
Persistent link: https://www.econbiz.de/10012616204
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Key drivers of long-term rates of mortality improvements in the United States : period, cohort, and cause of death analysis : 1959-2016
Villegas, Andrés M.; Bajekal, Madhavi; Haberman, Steven; … - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 1, pp. 187-217
Persistent link: https://www.econbiz.de/10014513815