Andres Villegas

University of New South Wales (UNSW)

Kensington

High St

Sydney , NSW 2052

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

62

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (3)

Ndc Schemes and Heterogeneity in Longevity: Proposals for Redesign

IZA Discussion Paper No. 11193
Number of pages: 28 Posted: 16 Dec 2017
University of Malaya, Université Libre de Bruxelles (ULB) - Department of Mathematics, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales (UNSW)
Downloads 11 (653,336)
Citation 2

Abstract:

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tax/subsidy structure, proxied life expectancy, two-tier contribution structure, gender de-pooling

2.

The Application of Affine Processes in Cohort Mortality Risk Models

UNSW Business School Research Paper Forthcoming
Number of pages: 28 Posted: 07 Sep 2019
University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, University of New South Wales (UNSW) and UNSW Australia
Downloads 29 (513,868)
Citation 1

Abstract:

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mortality models, continuous time, cohort curve, affine rates, Kalman filter

3.

A Managed Volatility Investment Strategy for Pooled Annuity Products

UNSW Business School Research Paper Forthcoming
Number of pages: 28 Posted: 27 Sep 2019
UNSW Sydney, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies and University of New South Wales (UNSW)
Downloads 22 (555,103)

Abstract:

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pooled annuity, equity investment, managed volatility, longevity risk