Andres Barajas Paz

Role
Assistant Professor
Section
School of Mathematical & Computer Sciences
Email
Andres Barajas Paz

About

Andres teaches Calculus A & B (Year 1) and Stochastic Process (Year 3). He is the 3rd year coordinator.

Biography

Andres received his BSc in Actuarial Science and MSc in Finance (Hons) degrees from UNAM (Mexico). He was awarded the "Alfonso Caso Award" for his excellence on his MSc studies and for having the best dissertation. 

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 also 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

His 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 his collaboration with Magali Barbieri and Dana Glei from the Human Mortality Database (HMD), they 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, He is currently working on a paper with supervisors Andrew Cairns and Torsten Kleinow highlighting their proposal for a new model that estimates the level of digit preference in population and deaths data in a country with potentially unreliable population data. Another paper will come out as part of the research project with Catherine Donnelly working on the research project “Minimizing longevity and investment risk while optimizing future pension plans”, funded by the Actuarial Research Centre of the IFoA.

Publications

Glei, D., Barajas Paz, A., Aburto, J. M., Barbieri, M. (2021). Mexican Mortality 1990- 2016: Comparison of Unadjusted and Adjusted Estimates. Demographic Research, published in Demographic Research (Volume 44 - Article 30 | Pages 719–758)

Barajas Paz, A., Donnelly, C. (2023). "An attribution analysis of investment risk-sharing in collective defined contribution schemes"

Barajas Paz, A., Cairns, A. J. G., Kleinow, T. (2022). Model for Age heaping in population data of emerging countries