Select Publications

Journal articles

Gómez FA; Londoñon JA; Villegas AM, 2019, 'Present value of pensions in the Public-defined Benefit Plan in Colombia', Cuadernos de Economia (Colombia), vol. 38, pp. 173 - 206, http://dx.doi.org/10.15446/cuad.econ.v37n76.60002

Villegas AM; Millossovich P; Kaishev VK, 2018, 'StMoMo: Stochastic mortality modeling in R', Journal of Statistical Software, vol. 84, http://dx.doi.org/10.18637/jss.v084.i03

Alai DH; Arnold (Gaille) S; Bajekal M; Villegas AM, 2018, 'Mind the Gap: A Study of Cause-Specific Mortality by Socioeconomic Circumstances', North American Actuarial Journal, vol. 22, pp. 161 - 181, http://dx.doi.org/10.1080/10920277.2017.1377621

Román S; Villegas AM; Villegas JG, 2018, 'An evolutionary strategy for multiobjective reinsurance optimization', Journal of the Operational Research Society, vol. 69, pp. 1661 - 1677, http://dx.doi.org/10.1057/s41274-017-0210-y

Villegas AM; Haberman S; Kaishev VK; Millossovich P, 2017, 'A COMPARATIVE STUDY of TWO-POPULATION MODELS for the ASSESSMENT of BASIS RISK in LONGEVITY HEDGES', ASTIN Bulletin, vol. 47, pp. 631 - 679, http://dx.doi.org/10.1017/asb.2017.18

Hunt A; Villegas AM, 2015, 'Robustness and convergence in the Lee-Carter model with cohort effects', Insurance: Mathematics and Economics, vol. 64, pp. 186 - 202, http://dx.doi.org/10.1016/j.insmatheco.2015.05.004

Hiabu M; Martínez-Miranda MD; Nielsen JP; Spreeuw J; Tanggaard C; Villegas AM, 2015, 'Global polynomial kernel hazard estimation', Revista Colombiana de Estadistica, vol. 38, pp. 399 - 411, http://dx.doi.org/10.15446/rce.v38n2.51668

Villegas AM; Haberman S, 2014, 'On the Modeling and Forecasting of Socioeconomic Mortality Differentials: An Application to Deprivation and Mortality in England', North American Actuarial Journal, vol. 18, pp. 168 - 193, http://dx.doi.org/10.1080/10920277.2013.866034

Villegas AM; Medaglia AL; Zuluaga LF, 2012, 'Computing bounds on the expected payoff of Alternative Risk Transfer products', Insurance: Mathematics and Economics, vol. 51, pp. 271 - 281, http://dx.doi.org/10.1016/j.insmatheco.2012.03.012

Software / Code

Villegas Ramirez AM; Millossovich P; Kaishev VK, 2016, StMoMo: An R Package for Stochastic Mortality Modelling, CRAN, R package, Published: 02 February 2016, Software / Code, http://cran.r-project.org/package=StMoMo

Other

2015, A methodology for assessing basis risk ‐ Abstract of the London Discussion, Cambridge University Press (CUP), http://dx.doi.org/10.1017/s1357321715000197

Working Papers

Holzmann R; Alonso Garcia J; labit hardy H; Villegas Ramirez A, 2017, NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign, CEPAR Working Paper Series, 2017/18, http://dx.doi.orghttps://www.cepar.edu.au/sites/default/files/2017_WP18_NDC_Schemes_and_Heterogeneity_in_Longevity_0.pdf


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