• EH14 4AS

    United Kingdom

Accepting PhD Students

20212023

Research activity per year

Personal profile

Biography

Andres received his BSc in Actuarial Science and MSc in Finance (Hons) degrees from UNAM (Mexico).

Andres holds a PhD in Actuarial Mathematics from Heriot-Watt University (Edinburgh) which was supported through a PhD scholarship from the Actuarial Research Centre (ARC) of the Institute and Faculty of Actuaries (IFoA), and Supervised by Andrew Cairns and Torsten Kleinow. He currently provides his services to the IFoA as an independent consultant by marking the IFoA examinations (Actuarial Statistics CS1).

Andres has also taught at Heriot-Watt University (Edinburgh) as an Assistant Professor (1-year contract), and he was also a Research Associate working with Dr Catherine Donnelly at Heriot-Watt University (UK). Andres is currently working as an Assistant Professor at Heriot-Watt (Dubai).

He has collaborated as a volunteer with the HMD to see how their approach can be adapted to Mexican data for producing complete life table series, which is also relevant to international reinsurance.

Research interests

My main research interest it is in the area of Actuarial risk management along with Bayesian statistics, poor-quality data issues and Mortality models. For instance, due to my collaboration with the Human Mortality Database (HMD), we published a paper on Mexican mortality evaluating unadjusted mortality estimates for Mexico during 1990‒2016 and comparing them with other published estimates for Mexico and with the historical mortality patterns observed among the 41 Human Mortality Database (HMD) populations, and we investigated the effect of various adjustments on estimated life expectancy. In addition, during my PhD I worked on a new model that estimates the level of digit preference in population and deaths data in a country with potentially unreliable population data.

Press Profile

Publications

Barajas-Paz, A. and Donnelly, C. (2023) ‘An attribution analysis of investment risk sharing in collective defined contribution schemes’, Annals of actuarial science, 17(2), pp. 385–414. Available at: https://doi.org/10.1017/S1748499523000015.
 
Glei, D.A., Paz, A.B., Aburto, J.M. and Barbieri, M. (2021) ‘Mexican mortality 1990–2016: Comparison of unadjusted and adjusted estimates’, Demographic research, 44(Art. 30), pp. 719–758. Available at: https://doi.org/10.4054/DemRes.2021.44.30.

Awards

Barajas-Paz, A. and Donnelly, C. received the IFoA’s Geoffrey Heywood Prize 2023.

Andres was awarded with the "Alfonso Caso Prize 2016" for his excellence on his MSc in Finance studies and for having the best dissertation.

Research Grants and Projects

Research visit at the ARC Centre of Excellence in Population Ageing Research (CEPAR) along with the UNSW Business School in Sydney Australia provided $10,000 in AUD to assist me with expenses associated with the visit in late 2023 to early 2024  to work with Michael Sherries and Francesco Ungolo on a project to analyze the interaction between investment risk-sharing and longevity risk-sharing across generations in the collective defined contribution (CDC) pension scheme using the CDC model suggested by Barajas-Paz and Donnelly (2023) that already shows the results of investment risk-sharing between generations.

Roles & Responsibilities

Andres teaches Calculus A & B, Stochastic Process, Survival Models, Actuarial & Financial Mathematics and Optimization. He is the 3rd year coordinator.

Expertise related to UN Sustainable Development Goals

In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):

  • SDG 3 - Good Health and Well-being

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