David Blake
Professor David Blake is Director of the Pensions Institute at, City University of London, and chairman of Square Mile Consultants, a training and research consultancy. He is also: co-designer of the PensionMetrics life-cycle financial planning software; co-author of the A2Risk attitude to risk questionnaire; co-inventor of the Cairns-Blake-Dowd stochastic mortality model; and co-founder with JPMorgan of the LifeMetrics Indices. In 2014, he was appointed Chair of the Independent Review of Retirement Income. Its report We Need a National Narrative: Building a Consensus around Retirement Income was published in March 2016 (pensions-institute.org/IRRIReport.pdf). He won the 2016 Robert I. Mehr Award for ‘A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration’ (with Andrew J. G. Cairns and Kevin Dowd) published in the December 2006 issue of the Journal of Risk and Insurance, the journal of the American Risk and Insurance Association. This Award is presented each year for the paper published in the JRI ten years before that has best stood the test of time. He has a PhD from LSE.
Andrew Cairns
Professor Andrew Cairns is Professor of Financial Mathematics at Heriot-Watt University, Edinburgh, and Director of the Actuarial
Research Centre of the Institute and Faculty of Actuaries. He is well known internationally for his research in financial risk management for pension plans and life insurers. In recent years, he has been working on the modelling of longevity risk: how this can be modelled, measured and priced, and how it can be transferred to the financial markets. Amongst his work in this field, he has developed a number of new and innovative stochastic mortality models.
He has been awarded a number of prizes for his work on mortality including the Halmstad Prize from the Society of Actuaries and the Robert I Mehr Prize from the American Risk and Insurance Association.
He qualified as an actuary in 1993, was elected as a corresponding member of the Swiss Association of Actuaries in 2005 and, in 2016, was elected as a Fellow of the Royal Society of Edinburgh - Scotland's national academy of science and letters.
Malene Kallestrup-Lamb
Malene Kallestrup-Lamb is an Associate Professor of Economics at CREATES, the Department of Economics and Business
Economics at Aarhus University and a PeRCent Research Fellow. She is an active researcher in the fields of time series econometrics and microeconometrics, with particular focus on mortality, longevity, ageing, pension, retirement and health. She has provided useful insight in explaining and identifying longevity trends and contributed with new types of mortality data that allows both pension funds and governments the ability to account for socioeconomic characteristics and cause of death in the estimation and forecast of mortality.
Jesper Rangvid
Professor Jesper Rangvid is Professor of Finance, Director of the Pension Research Centre (PeRCent), and Associate Dean for
the Executive MBA at Copenhagen Business School. In his research, Rangvid studies asset return determination and forecastability, financial crises, financial institutions (in particular asset managers and banks), international finance, and household finance. He was Chairman of the government-appointed committee that investigated the causes and consequences of the financial crisis in Denmark. Rangvid currently chairs the Council for Return Expectations, is a member of the Board of Directors at the Danish Financial Resolution Authority, Copenhagen Business School, and Grandhood, and a member of the Advisory Board (Investments) of Forenet Kredit. His latest book, From Main Street to Wall Street, is published by Oxford University Press in 2021.