Andrés M. Villegas

<b>StMoMo</b>: An <i>R</i> Package for Stochastic Mortality Modeling

Andrés M. Villegas, Vladimir K. Kaishev, Pietro Millossovich · Journal of Statistical Software · 2018 · 139 citations · Full text

Engineering, Mortality Rates, Computational Epidemiology +17

On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England

Andrés M. Villegas, Steven Haberman · North American Actuarial Journal · 2014 · 113 citations

Mortality Studies, Engineering, Mortality Rates +18

A COMPARATIVE STUDY OF TWO-POPULATION MODELS FOR THE ASSESSMENT OF BASIS RISK IN LONGEVITY HEDGES

Andrés M. Villegas, Steven Haberman, Vladimir K. Kaishev et al. · Astin Bulletin · 2017 · 69 citations · Full text

Engineering, Aging, Index Reference Portfolio +20

Robustness and convergence in the Lee–Carter model with cohort effects

Andrew Hunt, Andrés M. Villegas · Insurance Mathematics and Economics · 2015 · 66 citations

Robust Statistic, Time-varying Confounding, Biostatistics +6

NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign

Robert Holzmann, Jennifer Alonso‐García, Héloïse Labit Hardy et al. · SSRN Electronic Journal · 2017 · 22 citations · Full text