Parallel Session Speakers

Arnold SSéverine ARNOLD (-Gaille) is Professor in Actuarial Science at the University of Lausanne, Switzerland. Besides a PhD in Actuarial Science, she has a Certificate in Population Study from the University of Geneva, Switzerland. Her research focuses on longevity risk and mortality modeling, with a particular interest in cause-specific mortality rates. In a six and another two months research visits at the University of New South Wales in Sydney, Australia, in 2009 and 2012 respectively, she has been investigating various causes of death across countries. She is currently the project leader on a three-year research project on Cause-specific mortality interactions.


BoonLing-Ni BOON is a PhD in Finance candidate at Université Paris-Dauphine and Tilburg University. Her doctorate is pursued in collaboration with Amundi, where she works as a research analyst. Additionally, she is a junior research fellow of the Network for Studies on Pensions, Aging and Retirement (Netspar).


Alexandre BOUMEZOUED works in the Research & Development team in Milliman Paris Office, covering technical Boumezouedrisks modelling topics in life and non-life insurance. Alexandre's research interests deal with stochastic population dynamics and its use for longevity risk purposes, data reliability issues for biometric risk assessment, as well as stochastic micro/macro non-life reserving models. Alexandre received his PhD in Applied Mathematics from Paris 6 University (Probability and Random Models Laboratory), with the supervision by Prof. Nicole El Karoui (Paris 6 Univ.) and co-supervision by Prof. Stéphane Loisel (Lyon 1 Univ.). Alexandre is member of the French ANR project Dynamic models for longevity with lifestyle adjustments, Lolita (ANR-13-BS01-0011) and the French-Swiss  "Germaine de Staël" project Modelling population dynamics with causes-of-death mortality (Gds 2014-14). Alexandre graduated from the French engineering school Ecole Nationale des Ponts et Chaussées and holds an MSc degree in Probability Theory from Paris 6 University.


Chen HUaHua CHEN is an Associate Professor and Millard E. Gladfelter Research Fellow of Risk, Insurance, and Healthcare Management in the Fox School of Business at Temple University. He received his Ph.D. degree in risk management and insurance at Georgia State University. His research interests include longevity risk management, systemic risk analysis, enterprise risk management, and insurance economics. Dr. Chen has publications in top tier journals in insurance and actuarial science, including Journal of Risk and Insurance, Insurance: Mathematics and Economics, North American Actuarial Journal, and Asia-Pacific Journal of Risk and Insurance.


Chen
Liang CHEN is a PhD student at the Actuarial Research Centre, IFoA, currently investigating a range of different models for longevity risk. As part of this, he has been looking at the impact of population size on the reliability of parameter estimates and what impact this might have on uncertainty in mortality forecasts. He is supervised by Professor Andrew Cairns, Dr Torsten Kleinow and is sponsored by the Institute and Faculty of Actuaries.


Pascale CirilloPasquale CIRILLO specializes in risk analysis and extreme value theory, with applications in economics and the social sciences. Since August 2012 he holds a position at Delft University of Technology, the Netherlands, in the Applied Probability Group, where he coordinates the Financial Engineering Specialization of the Master in Applied Mathematics. He received his Professorial Habilitation in Applied Statistics from the University of Bern, Switzerland, and his PhD in Statistics from Bocconi University, Italy. In addition to statistics, he studied economics at Sant'Anna School of Advanced Studies in Pisa, Italy. Besides the academic career, as a statistical consultant, he has collaborated with international institutions, like the World Bank and the European Food Safety Authority, and many private companies and banks.  His MOOCs in risk analysis and management have been attended by tens of thousands students from all over the world.


GhaliGhali El BOUKFAOUI is Vice President at the Financial Institutions Group at Societe Generale based in New York and covering the Insurance sector. Having joined the bank in 2013, Ghali areas of focus include longevity risk transfer through capital market friendly solutions. Prior to joining Societe Generale, he was Head of Insurance Client Solutions at Numerix where he advised in the implementation of hedging strategies for Variable Annuities and Fixed Indexed Annuities globally. Through his various previous roles in the industry, Ghali has cumulated a diverse experience in quantitative advisory for insurance companies including advice and implementation of interest rate and longevity derisking strategies under various capital frameworks.

Ghali holds a Master of Science in Quantitative Finance from ENSAE/Dauphine and has graduated from Ecole Polytechnique in Paris.


Karin FROEHLING is responsible for the longevity business the company writes on a global basis within Hannover. FroehlingOver the last years Hannover Re has acquired more than EUR 20bn of enhanced annuity and pension fund liabilities mainly in the UK but also in a number of other European countries. She joined Hannover Re in 1984 and had a mayor role in developing the groups life and health business. During her carrier Karin was responsible for a variety of markets with a specific focus on the UK, US, Australia and South Africa. Since 2004 she has been looking after the company’s longevity business. Karin holds a degree in Mathematics and is a member of the Deutsche Aktuar Vereinigung.


Guo QQiheng GUO is currently a doctoral student in the Department of Risk Management and Insurance at Georgia State University in Atlanta. His research interest is in actuarial science with ongoing projects including capital allocation in a P&C insurance company and forward looking mortality trends using term insurance prices. In teaching, He gave a semester of lectures on introductory actuarial science and risk modeling topics to undergraduate students.

Qiheng Guo received his bachelor degree in actuarial science / mathematical statistics, and master degree of applied statistics from Purdue University, West Lafayette. Fuzhou, Fujian.


M H HsiehMing-hua HSIEH is an Associate Professor of the Department of Risk Management and Insurance at National Chengchi University, Taiwan. From 1997 to 1999, he was a software designer at Hewlett Packard company, California. He is a member of American Risk and Insurance Association (ARIA), Asia-Pacific Risk and Insurance Association (APRIA) and Taiwan Risk and Insurance Association (TRIA). He has served as a board member of both TRIA and APRIA. He is an independent director for Transglobe life insurance company in Taiwan. His research interests include risk management, simulation methodology and financial engineering


Andrew HuntAndrew HUNT is a research actuary at Pacific Life Re, based in London. He is responsible for helping develop and review the assumption for mortality, longevity and morbidity globally, reviewing these in light of ongoing experience and assisting with the ongoing management of the biometric risk portfolio. He holds a PhD in Mortality Modelling and Longevity Risk Management from Cass Business School, specialising in the development of mortality models and their use in measuring longevity risks in pension schemes. Prior to this, he worked as a pensions consultant  and qualified as a pensions actuary in the UK.


JevticPetar JEVTIC holds a Ph.D. in Economics with specialization in Applied Mathematics and Statistics, from the University of Turin, Italy. During the course of his Ph.D., he was a visiting researcher at The Wharton School, University of Pennsylvania, at the Department of Statistics. He also holds a M.Sc. in Economics from the Faculty of Economics, University of Belgrade. He was a postdoctoral fellow at McMaster University and currently holds the position of Assistant Professor at Department of Mathematics and Statistics at the same institution. His research interests span topics from Actuarial Science and Mathematical Finance; in particular: Stochastic Mortality Models, Hedging and Securitization of Longevity risk, ALM, Optimal Control in Pension Schemes, Health Insurance, Lévy and Marked Point Processes.


Ji MinMin JI is an Assistant Professor in Department of Mathematics at Towson University. She holds a Ph.D. degree in Actuarial Science from the University of Waterloo and is a Fellow of the Faculty and Institute of Actuaries and the Society of Actuaries. Her current research focuses on mortality and longevity risk models for insurance and financial products, especially annuities and reverse mortgages.


MKLMalene KALLESTRUP-LAMB is an Assistant Professor at CREATES, the Department of Economics and Business Economics at Aarhus University. She is an active researcher in the fields of time series econometrics and micro econometrics, with particular emphasis on mortality, longevity, economics of ageing, retirement and health economics. In providing useful insight in explaining and identifying longevity trends she has contributed with new types of mortality data that allows both pension funds and governments the ability to account for characteristics such as marital status, education, financial indicators, social class, and region in the estimation and forecast of mortality.


TKleinowTorsten KLEINOW is associate professor for Actuarial Mathematics and Statistics at Heriot-Watt University and a member of the IFoA's Life Research Committee.. He holds a PhD in Statistics. His research interests are mortality models and pension economics. 


LeungMelvern LEUNG earned his B.Sc with Honours from Monash University majoring in Statistics and Pharmacology. The honours topic is Interest Rate modeling in Swaptions and Credit Default swaps. He is currently undergoing his Ph.D degree under the department of Econometrics and Business Statistics (in his second year). He primarily programs in R-software with minor pro ficiencies in Python and Matlab. The main focus for his research is longevity modeling and risk pricing, with the aim to hedge longevity risk via financial contracts available for investors to buy into. At the moment he has written up a draft review paper for the longevity market and is currently writing a paper on a comparison of diff erent pricing methodologies for longevity risk.


Hong Li No 2Hong LI is an assistant professor in School of Finance at Nankai University, China. Hong received his PhD in Econometrics and Operations Research from Tilburg University, the Netherlands. Hong’s research focuses on mortality modeling and longevity risk management, including the pricing and hedging of annuities and longevity-linked derivative products.


Johnny LI is the holder of the Fairfax Chair in Risk Management and an Associate Professor at the University of Waterloo. He holds a Ph.D. degree in Actuarial Science froJohnny Lim the University of Waterloo and is a Fellow of the Society of Actuaries (FSA). He is a Co-Editor of the North American Actuarial Journal and a member of the board of directors of the Asia-Pacific Risk and Insurance Association. Professor Li's research interests encompass the fields of stochastic mortality modeling, longevity risk securitization, reverse mortgages, and actuarial applications in law courts. He publishes frequently in journals such as the Journal of Risk and Insurance, Insurance: Mathematics and Economics, the Geneva Paper of Insurance: Issues and Practice, and the North American Actuarial Journal. Professor Li has made significant research contribution to the area of longevity risk. His research in this area has brought him several awards, including the Harold D. Skipper Best Paper Award from the Asia-Pacific Risk and Insurance Association, the Edward A. Lew Award (2nd place) from the Society of Actuaries, and a Best Paper Award from the Actuarial Society of Hong Kong. He was a Co-Chair of the Eighth International Longevity Risk and Capital Markets Solutions Conference.


Lin YijiaYijia LIN is an Associate Professor of Finance at the University of Nebraska - Lincoln. She earned BA degree in insurance and MA degree in finance and insurance both at Beijing Technology and Business University. Dr. Lin earned her Ph.D. in Risk Management and Insurance at Georgia State University. She is also a Chartered Financial Analyst (CFA®) Charterholder.

Dr. Lin’s research interests are in insurance securitization, enterprise risk management and actuarial science. She has published papers in the Journal of Risk and Insurance, the North American Actuarial Journal, the Insurance: Mathematics and Economics, the Geneva Papers on Risk and Insurance, the Variance and others. She is also an Associate Editor of the Journal of Risk and Insurance and the North American Actuarial Journal. Dr. Lin won the Harold D. Skipper Best Paper Award from the Asia-Pacific Risk and Insurance Association in 2006, the Ernst Meyer Prize for University Research Work from the Geneva Association in 2007, the Annual Prize for the Best Paper Published in 2007 from the North American Actuarial Journal in 2009, the Brockett-Shapiro Actuarial Journal Award from the American Risk and Insurance Association in 2014, and the Robert I. Mehr Award for a Literature Contribution Having a Ten-Year Impact in the Field of Risk Management and Insurance from the American Risk and Insurance Association in 2015.


Y LiuYanxin LIU is an Assistant Professor in Actuarial Science at the University of Nebraska-Lincoln. He received his MMath degree and PhD degree in Actuarial Science from the University of Waterloo. His research interests include mortality modeling and mortality/longevity risk pricing and hedging.


Justyna MAJEWSKA received her degree in statistics in 2013 from the University of Economics in Katowice, Poland.  She is an assistant professor of statistics at the Department of Demography and Economic Statistics at the University of Economics in Katowice. She is highly experienced lecturer of statistics, demography, robust methods, data analysis, financial engineering, Big Data analytics and environments for Big Data processing. She holds a Master‘s degree in Mathematics from the Silesia University in Katowice, Poland. She is an author of publications in various statistics areas including robust estimation and modeling, extreme value theory, risk management, modeling mortality and life expectancy. She gave talks at scientific conferences (among others European Conference on Data Analysis, World Statistics Congress, Multivariate Statistical Analysis International Conference, The International Colloquium On Current Economic and Social Topics, Conference On Operational Research EURO) making connections between theory and practice. She took part in research and development programs and projects funded by Polish Ministry of Science and Higher Education and EEA/Norway grants as a coordinator and research team member. She is also a member of Polish Statistical Association.


Les MAYHEW is Professor of Statistics at Cass Business School, Faculty of Actuarial Sciences and Insurance, and les mayhewManaging Director of Mayhew Harper Associates Ltd. He is a former senior civil servant with nearly 20 years of experience in the Department of Health, Department of Social Security, Treasury, and Office for National Statistics, where he was also a Director. He is a long-standing Associate Research Scholar at the International Institute for Applied Systems Analysis (IIASA) Vienna, where he worked on the social security programme. He is an Honorary Fellow of the Actuarial Profession and a member of the Royal Economic Society. He is widely published with three books to his credit. His overseas experience includes spells in Italy, Ukraine, Australia, Russia, Japan and China. His current research interests include ageing, pensions, health and social care and housing.


MedfordAnthony MEDFORD has over 8 years experience in actuarial roles such as pensions valuation and  life retrocession pricing and most recently worked in insurance regulation. He returned to academia, pursuing an an MSc in Statistics from the University of Warwick and is currently engaged in doctoral research at the Max Planck Odense Centre on the Biodemography of Aging at the University of Southern Denmark. His research interests centre on mortality modelling and forecasting, particularly at the highest ages and applications of extreme value theory to the study of longevity


m pascariuMarius PASCARIU is a Ph.D. research fellow at University of Southern Denmark (SDU) with particular interests in life expectancy forecasting, mortality modeling and actuarial science. Prior to enrolling at SDU, he was affiliated with Max-Planck Institute for Demographic Research. He holds a master’s degree in cybernetics and quantitative economics from Bucharest Academy of Economic Studies.


Radoslaw PIETRZYK is an assistant professor at Wroclaw University of Economics, Department of Financial RadoslawInvestments and Risk Management. His main areas of interest are risk management, portfolio management and portfolio performance evaluation. Currently, his interest is focused on life-cycle-spanning models of household financial plan optimization, especially – the risk management aspects of such models. He is involved in a research project within which an integrated model of risk in life-long household financial planning is developed. He is a co-author of a book called “Integrated Risk Model in Household Life Cycle”, which was prepared as part of the project and concludes its current achievements, proposals and problems.


Qin ChengweiChengwei QIN is pursuing Ph.D. in Statistics at McMaster University, Canada under supervision of Prof N. Balakrishnan. His research interests mainly focus on Lévy Processes and their applications in actuarial science, reliability engineering and financial mathematics, particularly multi-population mortality models and first passage time of degradation processes. Before Ph.D. studies, he had research experience in topics including stock return predictability and asset allocations when he worked towards master degree in Financial Statistics at National Central University. He also got his Bachelor degree in Mathematics from Nankai University.


RISKJimmy RISK is a 4th year PhD Candidate at University of California Santa Barbara working with Michael Ludkovski.  His research involves Gaussian process regression and its applications to insurance and longevity risk problems.  Current work involves using statistical emulators to price and hedge products (in particular for Solvency applications) as well as mortality table smoothing.  He plans to finish his PhD in Spring 2016, and continue to stay in academia after.


RogallaRalph ROGALLA is an assistant professor in the School of Risk Management, Insurance and Actuarial Science at St. John’s University in New York. He received his Ph.D. in Finance and his habilitation from Goethe University in Frankfurt, Germany, and he was Metzler Visiting Professor at the Wharton School, University of Pennsylvania, in 2014. His research focuses on pension finance and household portfolio choice, and it has been published repeatedly in leading academic journals in the fields of risk management, finance, insurance, and actuarial science


rokitaPawel ROKITA is an assistant professor at Wroclaw University of Economics, Department of Financial Investments and Risk Management. For several years, his research was focused on the area of market risk measurement and dependencs interests encompass such fields as stability of financial system, systemic approach to financial markets, le measurement, including dependence between extreme values. At present, hiegal aspects and taxation of derivative instruments, and personal finance. As far as the field of personal finance is concerned, he is a member of a research team which is developing a life-cycle-spanning integrated model of household risk. As part of this project he co-authored a book called “Integrated Risk Model in Household Life Cycle”.


RosenskjoldCarsten Paysen T. ROSENSKJOLD is a Ph.D. candidate in Economics at Aarhus University where he is affiliated with the Center for Research in Econometric Analysis of Time Series (CREATES) funded as a center of excellence by the Danish National Research Foundation. He received his B.Sc. degree in Economics and Management at Aarhus University in 2012. In 2015 he obtained his master degree from the distinguished master program in Quantitative Economics at Aarhus University while concurrently working on his Ph.D. degree. His main research interests lies in mortality modelling and forecasting, longevity risk management, time series econometrics and finance.


SalhiYahia SALHI is assistant Professor at ISFA Graduate School of Actuarial Studies, Université Lyon 1, and research associate at BNP Paribas Assurance Chair «Data Analytics & Models in Insurance». Before joining ISFA, he worked as an R&D Actuary specialising in longevity and mortality risks at SCOR Global Life in Paris, France. Yahia holds a PhD in applied mathematics from University of Lyon (France), a MSc in actuarial science and finance, and an engineering diploma from Ecole des Mines, France. Yahia’s main research interests include detection of abrupt changes, longevity and mortality modelling, pricing and management as well as surrender risk modelling and mathematical aspects of impairment of financial assets under IFRS regulations.


Silverman Stuart SILVERMAN is a principal and consulting actuary in the New York office of Milliman. He co-manages the Life consulting practice in New York. He joined the firm in 1999.  Stuart consults on life insurance and annuity products. Over the past several years, he has advised insurance companies, banks, hedge funds,and financial guarantors on capital market securitizations and private structured transactions relating to reserve redundancies, embedded values, and longevity risk. Stuart also has experience in reinsurance, demutualizations, asset liability management, mergers and acquisitions, market-conduct lawsuit settlements, product development, reserve valuation, and dividend determination.


SPIVAKAvia SPIVAK is the Paul Ivanier Managerial Economics Professor of Economics at Ben-Gurion University of the Negev and a senior fellow of the Van Leer program on economics and society.  He is the chair of the newly founded Center of Pensions, Insurance and Financial Literacy at Ben-Gurion University.  Prof. Spivak was Chairman of Economics Department and Dean of the Faculty of Humanities and Social Sciences at Ben-Gurion University. He was a member of the university’s Executive Committee and its Finance Committee.  He is a member of the Sapir College Science Council.

Prof. Spivak has published numerous scientific articles, both in Israel and abroad, in the areas of Economics of Uncertainty, Macroeconomics, and Pensions.  He has received many research grants, and has four graduate students.


TRZPIOTGrażyna TRZPIOT, PhD. is a Head of Department of Demography and Economic Statistics at the University of Economics in Katowice. She leads the data structures research program including the longevity risk. The main research interests: risk analysis using quantitative models, market consistent valuations with some economic scenario generators, modelling censored and truncated data, longevity risk evaluation using stochastic models and simulation techniques.


TSAI JasonJason Chenghsien TSAI is a professor of the Risk Management and Insurance Department and the chair of Risk and Insurance Research Center at National Chengchi University.  Jason’s research interests lie at the intersection of insurance and finance.  He has published in the Journal of Risk and Insurance, Insurance: Mathematics and Economics, European Journal of Operational Research, among others.  Jason has led and participated in many projects for insurance supervisors, organizations, and companies in Taiwan.  He was a Fulbright Scholar visiting Santa Clara University.  Jason’s doctoral degree is in Risk Management and Insurance from Georgia State University.  He got his Master’s and Bachelor’s of Business Administration from Carnegie Mellon University and National Taiwan University, respectively.


H C WangHsin-Chung WANG has 8 years working experience at the Cathay Life Insurance Company, the largest insurance company in Taiwan. He received Ph.D. degree in Statistics from National Chengchi University in Taiwan. He is now an assistant professor in the Department of Finance and Actuarial Science, Aletheia University, and also serves as director in Chung Hua Senior High School. His major research interest is related to statistics and actuarial science, especially emphasizing on longevity risk and experience study (such as mortality rates and incidence rates). His research work appears in ASTIN Bulletin, North American Actuarial Journal and Journal of Population Studies.


JWangJennifer WANG is the Distinguished Chair Professor at National Cheng-Chi University.  For the past three years, she has served as the Chairperson of the Financial Supervisory Commission in Taiwan.  Professor Wang was also elected as a board member of both the American Risk and Insurance Association and the Asia-Pacific Risk and Insurance Association. With extensive research in the risk management for insurance companies and pension fund management, professor Wang has served for years as the board of director and consultant for many life insurance companies and as the board member to various committees in major pension funds, including National Annuity Insurance Fund, Labor Insurance Fund, and Public Service Pension Fund in Taiwan.  She was also the president for Pension Funds Association in Taiwan, and a research fellow of China Center for Insurance and Social Security Research in Peking University, China.  Her main area of research interest are in risk management and insurance, longevity risk and pension, retirement and annuity market and social insurance, especially in the asset liability management issues for pension fund and insurance companies.


YACH DEREKDerek YACH has focused his career on advancing global health. He is currently the Global Chief Health Officer for Vitality, and for the past two years served as Executive Director of the Vitality Institute. Prior to that he was Senior Vice President of Global Health and Agriculture Policy at PepsiCo where he supported portfolio transformation and led engagement with major international groups as well as new African initiatives at the nexus of agriculture and nutrition. He has headed global health at the Rockefeller Foundation, been a Professor of Global Health at Yale University, and is a former Executive Director for Noncommunicable Diseases and Mental Health of the World Health Organization (WHO). At WHO, Dr. Yach served as cabinet director under Director-General Gro Harlem Brundtland, where he led the development of WHO’s Framework Convention on Tobacco Control and the Global Strategy on Diet and Physical Activity. Dr. Yach established the Centre for Epidemiological Research at the South African Medical Research Council. He has authored or co-authored over 200 articles covering the breadth of global health, regularly publishes blog posts, and is cited by the Huffington Post, The New York Times and The Economist. Dr. Yach serves on several advisory boards including those of the Clinton Global Initiative, the New York Academy of Sciences, the NIH’s Fogarty International Centre, and the Mass General Global Health Board. He is Chairman of the Board of Cornerstone Capital and sat on the Lancet Commission for Planetary Health. He is also the Chair of the World Economic Forum Global Agenda Council on Ageing. His degrees include an MBChB from the University of Cape Town, BSc (Hons Epi) from the University of Stellenbosch; an MPH from the Johns Hopkins Bloomberg School of Public Health; and a DSc (Honoris Causa) from Georgetown University. He lives in Connecticut, USA and is an avid swimmer.


Yang 2016Sharon S. YANG is a distinguished professor of department of Finance at the National Central University in Taiwan. She received her Ph.D. in actuarial mathematics at Heriot-Watt University in U.K. and her master degree in actuarial science at University of Iowa in the U.S. Her research interests cover pricing and financial risk management for insurance and pension, equity return modeling, mortality modeling, risk management, and longevity hedging. Her research appears in Insurance Mathematics and Economics, Journal of Risk and Insurance, Austin Bulletin and The Geneva Papers on Risk and Insurance.

In addition to academic experience, Dr. Yang shares her knowledge with many actuarial practices, the director of Taiwan Insurance Guarantee Fund, a reviewer of life insurance products for Insurance Bureau of Financial Supervisory Commission, a reviewer of structure notes issued with insurance products for Taiwan Financial Service, project director of insurer’s solvency warming system in Taiwan


Jack YueChing-Syang Jack YUE is a consultant and actuary, as well as a professor of Statistics Department at College of Commerce, National Chengchi University.  In 1997, Jack formed the Statistical Consulting Center at College of Commerce, National Chengchi University.  He served as the Chair of Statistics Department in 2003-05 and the director of Survey Center in 2008-10, at the College of Commerce, National Chengchi University. Jack has been a consultant and advisor in life table construction for the Taiwan government (Ministry of Interior) and Taiwan Insurance Institute.  He was also a reviewer of the Review Committee of Life insurance Products of Financial Supervisory Commission, Taiwan government.  Right now, Jack focuses his research on combining big data into the longevity study, especially on the mortality models and its impact on retirements.


Rui ZhouRui ZHOU is an Assistant Professor at the University of Manitoba. She holds a Ph.D. degree in Actuarial Science from the University of Waterloo and is an Associate of Society of Actuaries (ASA). Her research focuses on stochastic mortality modeling, longevity risk securitization and weather risk management. She has been publishing in actuarial journals such as the Journal of Risk and Insurance, Insurance: Mathematics and Economics, and the North American Actuarial Journals.


Kenneth ZhouKenneth Q. ZHOU is a PhD student in the Department of Statistics and Actuarial Science at the University of Waterloo under the supervision of Professor Johnny Li. He also received his Bachelor of Mathematics in Actuarial Science from the University of Waterloo. His research interests focus on longevity risk management and stochastic mortality modeling. Kenneth is a Society of Actuaries James C. Hickman Scholar and a recipient of the Alexander Graham Bell Canada Graduate Scholarships of the Natural Sciences and Engineering Research Council of Canada.


wenjun zhuWenjun ZHU is currently an Assistant Professor in the School of Finance at the Nankai University, China. She achieved her Ph.D. in the Department of Statistics and Actuarial Science, University of Waterloo in August 2015. As the first student admitted to the PhD program without a Master's degree in the department, Dr Zhu holds double Bachelor's degree in Economics as well as Informatics and Computational Mathematics. She is also twice a winner of the Society of Actuaries James C. Hickman Scholar (2013-14, 2014-15). Her PhD thesis focuses on developing effective actuarial and statistical tools for agricultural risk management. In particular, she has interdisciplinary research experience in agribusiness, finance and insurance modeling, systemic weather risk management, statistical inference with copulas, and actuarial credibility models. Dr Zhu has publications in journals such as the Journal of Banking & Finance. She also has several papers under review of Journal of Risk and Insurance, American Journal of Agricultural Economics, etc