Parallel Session Speakers

Longevity 16

Parallel Speakers

Álvarez Jesús-Adrián

Jesús-Adrián Álvarez is affiliated at the Interdisciplinary Centre on Population Dynamics of the University of Southern Denmark.J A Alvarez

His research interests include the assessment of longevity and financial risks in pension schemes. Previously, Jesús-Adrián worked as an actuarial consultant at Willis Towers Watson and risk manager at AXA.”


Ayşe Arık is a research fellow in Department of Actuarial Mathematics and Statistics, Heriot-Watt University (HWU), UK since December 2020. HerAyse Arik current research focuses on modelling of mortality and morbidity risks. She holds a PhD from Hacettepe University, Ankara, Turkey, awarded in November 2016, where her PhD was related to pricing pension buy-outs. She actively worked as a research and teaching assistant in Department of Actuarial Sciences in the same university from December 2009 to January 2018 while studying on her MSc and PhD, and also held a tenure position until March 2020. Later, she worked on socioeconomic differences in population cancer morbidity riskin line with a highly regarded research programme, entitled as “Modelling, Measurement and Management of Longevity and Morbidity Risk”, funded by the Institute of Faculty of Actuaries (IFoA), UK, in HWU between January 2018 and November 2020. Furthermore, she is a registered actuary, with registration number 125, rewarded by Republic of Turkey Prime Ministry Undersecretariat of Treasury in 2012. She is an active member of the International Actuarial Association (IAA) Mortality Forum (previously known as Mortality Working Group).


Anne Balter is an Assistant Professor at the Department of Econometrics and Operations Research at Tilburg University in the Netherlands and aAnne Balter Netspar Research Fellow. She holds a Ph.D. degree from Maastricht University. She is an active researcher in the fields of mathematical finance and insurance, with a particular focus on model uncertainty, robust investments and pensions. She has provided useful insight in explaining and quantifying model ambiguity and its impact on financial investment and hedging strategies as well as on long term interest rates. She contributes to the Dutch pension debate and teaches the course ‘Empirical Finance’ and ‘Introduction to Finance and Actuarial Science’.


Andres Barajas Paz is a Research Associate and a PhD student at the Department of Actuarial Mathematics and Statistics at Heriot-Watt UniversityAndres Barajaz. His supervisors are Prof. Andrew Cairns and Dr. Torsten Kleinow. Andres was supported through a PhD scholarship from the Actuarial Research Centre of the Institute and Faculty of Actuaries (IFoA). Andres is also working as a Research Associate with Dr Catherine Donnelly. He received his BSc in Actuarial Science and a MSc in Finance (Hons) degrees from UNAM (Mexico), obtaining the Alfonso Caso Award for excellence in his MSc in Finance studies and best dissertation. Before coming to the UK, he worked for the Mexican Federal Government at SHF. His PhD research is focused on developing Bayesian computational methods for fitting a new model for misreporting of age for countries where their population data and death counts have been affected by age heaping. Andres 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.

BOULIF Kaoutar

Kaoutar Boulif is a graduate engineer in applied mathematics from Ecole Centrale de Lyon. She is pursuing the IASD specialized Master in artificiKaoutar Boulifal intelligence and data science between Paris-Dauphine, Ecole Normale Supérieure and Mines Paris Tech. Kaoutar is currently a research intern at SCOR within the Biometric Risk Modeling Chapter of the Knowledge team. She is working with Marius PASCARIU on mortality modelling in the context of significant crisis events.


Jorge Bravo Professor of Finance & Economics at NOVA IMS Universidade Nova de Lisboa and Invited Professor at Université Paris-Dauphine PSLJorge Bravo in Paris, France. He holds a PhD and BSc in Economics from the University of Évora and a MSc in Monetary in Financial Economics from ISEG Technical University of Lisbon. He is Director of the Postgraduate Programs in Financial Markets and Risks and in Data Science for Finance. He is an Integrated Member of MagIC, NOVA IMS research and development center and integrated member of Banco Bilbao Vizcaya Argentaria (BBVA) Pensions Institute Scientific Experts Forum in Madrid, Spain and CEFAGE-UE. He Coordinates ORBio - Observatory of Biometric Risks of the Portuguese Life Insured Population, APS - Portuguese Insurers Association. His work is published in prestigious academic journals such as the Journal of Banking and Finance, Insurance: Mathematics and Economics, Journal of Pension Economics and Finance; Risk Management, Risks, Statistical Journal of the IAOS, Journal of Finance and Economics, International Journal of Applied Decision Sciences, CESifo DICE Report - Journal for Institutional Comparisons, MIT Press and World Bank books. He works as scientific consultant for national & international public (Statistics Portugal, Ministry of Finance; Ministry of Labour & Social Security) and private institutions (Insurance companies, Pension Funds Association, Social Benefits Issuers Association) on research topics such as Longevity risk management, Ageing & social protection systems reform and sustainability, retirement & saving schemes, credit risk management. He integrated as an external member the Interministerial Commission for the Reform of the Social Security System in Portugal.


Maria Carannante has a. Ph.D. in Social sciences and statistic and post-doctoral fellow at Department of Pharmacy at University of Salerno. M CaranetteMain research interests concern methods of analysis in financial time series and big data processing and management, artificial intelligence algorithms applied to longitudinal satellite data analysis for weather insurance, stochastic mortality models and multidimensional dynamic analysis applied to models of povert.

CHRISTENSEN Frederik Bjørn

Frederik Christensen is a PhD student at the Pension Research Centre (PeRCent) at CBS and Danmarks Nationalbank. His research addresses theF Christensen effects of public education and pension schemes on welfare and inequality. He analyses such issues using life-cycle models with heterogeneous agents and mortality risk.

DOWD Kevin

Kevin Dowd is professor of finance and economics at Durham University Business School. He is the co-author (with Andrew Cairns and David KevinDowdBlake) of the CBD stochastic mortality model and the PensionMetrics Defined Contribution model. He and Dean Buckner are currently working on valuation of equity release mortgages and have a blog, The Eumaeus Project, which provides a commentary on actuarial, accounting, and finreg issues, including equity release, Solvency II, Matching Adjustment and their implications for investors such as shareholders and pension funds.


Arne Freimann is a consultant at the Institut für Finanz- und Aktuarwissenschaften (ifa), an actuarial consulting firm based in Ulm, Germany. TheA Freimann focus of his consulting work is the development and technical implementation of innovative life insurance products as well as modeling and management of biometric risks. Arne is a Ph.D. student in actuarial science at the institute of insurance science at Ulm University. His research interest lies in longevity risk management, with a focus on structuring and pricing of longevity hedges.

Arne holds a Master of Science in Mathematics and Management from Ulm University and a Master of Science in Mathematics from Illinois State University. He is also a junior member of the German Society of Actuarial and Financial Mathematics (DGVFM).


R. Dale Hall, FSA, MAAA, CERA, CFA is Managing Director of Research for the Society of Actuaries (SOA).  In his role, Dale coordinates the SOA’sR Dale Hall strategic research partnerships, oversees SOA experience studies, coordinates research across the SOA’s wide variety of actuarial practice areas and markets, and directs the SOA’s data-driven in-house research initiatives.  He is a frequent speaker at insurance and retirement industry meetings to highlight SOA research, including presentations to the NAIC and congressional committee testimony on pension plan mortality rates. He has appeared on behalf of the SOA in a variety of media outlets including National Public Radio, C-SPAN and National Geographic’s BREAKTHROUGH series, and hosts the SOA’s Research Insights Podcast.

Prior to joining the SOA in 2013, Dale spent over 20 years in the US insurance industry, primarily as Chief Actuary for the Life/Health companies of COUNTRY Financial. While at COUNTRY, he was active in industry committees and was an adjunct professor in the actuarial science program at Illinois State University.

HUANG Shimeng

Shimeng Huang is a PhD student in the Actuarial Science, Risk Management, and Insurance department at the University of Wisconsin-Madison. ShS Huange holds a Bachelor of Accounting and a Bachelor of Business from Nanyang Technological University, Singapore.


Snorre Jallbjørn is an industrial PhD student at the Copenhagen Causality Lab (CoCaLa), University of Copenhagen in cooperation with the DanishS Jallbjoern Labour Market Supplementary Pension Fund (ATP).

His research revolves around mortality modeling and forecasting with a particular focus on describing the link between individual risk factors, e.g. lifestyle choices and health conditions, and mortality using tools from causal inference.

LAURSEN Nicolai Søgaard

Nicolai Søgaard Laursen is a PhD Student in Financial Economics at Copenhagen Business School and affiliated with the Pension ResearchN S Laursen

Center (PeRCent). His research area is in the intersection of finance and mortality modeling.


Mario Marino is a Lecturer at the Sapienza University of Rome on Quantitative Risk Management and at LUISS University on Mathematical FinanceMarino. He received the Phd in Actuarial Sciences at Sapienza University of Rome and his research activity focused on mortality modelling for actuarial purposes through deep learning models. Currently, his research is focused on both predictive models and risk management of mortality risk, but also on quantitative approaches for the emerging risks. He is a qualified actuary at the Italian National Order of Actuaries and carries out consultancy activities for internal models under Solvency II framework concerning the non-life business and supporting the insurance companies research activities in the field of climate risk and ESG implementation.

MARTIRE Antonio Luciano

Antonio Martire is a Research Fellow and Contract Teacher at Sapienza University of Rome.Antonio Martire


Les Mayhew is Professor of Statistics at the Business School, City, University of  London in the Faculty of Actuarial Science and Insurance, and headLes Mayhew of Global Research at the International Longevity Centre – UK. He is a former senior civil servant with nearly 20 years of experience in the Department of Health and Social Security, Department of Social Security, HM Treasury and Office for National Statistics, where he was also a director. He was an Associate Research Scholar at the International Institute for Applied Systems Analysis (IIASA), Vienna, for many years, an Honorary Fellow of the Institute and Faculty of Actuaries. He specialises in demographic ageing, health and social care, pensions and housing. In 2004, he co-authored a book entitled the ‘Economic Impacts of Population Ageing in Japan’ and in 2010 wrote a commissioned report for the Prime Minister’s Strategy Unit entitled ‘The Economic Value of Healthy Ageing and Working Longer’.


Anthony Medford is involved in longevity research from both practical and academic perspectives. He is responsible for morbidity and mortality Medford Aresearch at Aviva UK and is also a  Visiting Research Fellow at the Interdisciplinary Centre on Population Dynamics of the University of Southern Denmark where he previously completed a PhD in Statistical Demography.

His main academic research interests and contributions centre broadly on longevity, ageing and extreme human lifespans. His current research agenda is focussed on how mortality models can be improved at the highest ages.

MISSOV Trifton

Trifon I. Missov is an Associate Professor of Statistical Demography at the Interdisciplinary Centre on Population Dynamics (CPop), University oT Missovf Southern Denmark. He earned his Ph.D. in Mathematics from the Saint Petersburg State University in 2008. His main research interest is the development and application of mathematical and statistical models in demography.

NIGRI Andrea

Andrea Nigri is a postdoctoral research fellow at the University of Foggia. He has an interdisciplinary background with training in Statistics andAndrea Nigri Demography, obtained through a Ph.D. at Sapienza University of Rome, Department of Statistics, and through the European Doctoral School of Demography, a pan-European Ph.D. training program held at the Max Planck Institute for Demographic Research ad the University of Southern Denmark. His research has served as a bridge between Demography and Machine Learning, introducing Regression trees and Neural Networks as integration or full replacement of traditional mortality models.His current research agenda contains two substantial main strands concerning the indirect estimation of vital rates from summary demographic measures, and causes-of-death modeling.


Jim Oeppen is an Associate Professor at the University of Southern Denmark, where he is a member of the Interdisciplinary Centre on Population Dynamics.  This is a multi-disciplinary group, involving demographers, economists, epidemiologists, biologists, biostatisticians, actuaries, and expertsJames Oeppen on the culture of ageing.  Its objective is to enhance the understanding of the processes, consequences, and future of human ageing.

His primary research interest is in long-term trends in survival, from 1300 into the future.  Currently he is working on the analysis and forecasting of longevity trends using the changing density of deaths in the life table, rather than mortality rates.

Previously, he was a Research Scientist at the Max Planck Institute for Demographic Research in Rostock, Germany – the world’s largest centre for fundamental demographic research – and before that a Senior Researcher at the University of Cambridge


Marjan Qazvini graduated with a PhD from the University of Melbourne. She is a lecturer at Heriot-Watt University. She was a member of IFoA’sMarjan Qazvini climate change working party, IFoA’s ICAT and CAS’s Machine Learning Task Forces. Her research area is Actuarial Modelling, Survival Analysis, Risk Theory, Copula Modelling and Climate Change."


Dr. Stephen Richards is the managing director of Longevitas Ltd, a specialist provider of actuarial tools for longevity risk and annuities. Stephen co-Stephen Richardsfounded Longevitas in 2006 and the software has users in the UK, USA, Canada and Switzerland.  Prior to Longevitas he headed Prudential plc's longevity analysis team, and before that he headed the product-pricing team at Standard Life.  Stephen is an Honorary Research Fellow at Heriot-Watt University, and regularly publishes research addressing practical longevity issues.


Simon Schnürch is a Ph.D. student at the Fraunhofer Institute for Industrial Mathematics (ITWM) and the University of Kaiserslautern, Germany. HeS Schnurch holds an M.Sc. in Mathematics and has been working as a scientific consultant in various data science projects with industry partners since 2017. His research interests include longevity risk management and applications of machine learning methods such as cluster analysis and neural networks to mortality modeling and forecasting.


Lou SEMI is a double degree student studying applied mathematics at INSA Toulouse and actuarial sciences in University of Paris Dauphine. She isLou Semi currently an intern at SCOR in the Knowledge-BRM team under the supervision of Julien Tomas. She works on her actuarial thesis about mortality trend with GLM and recursive partitioning


Ronora Stryker is a senior research actuary at the Society of Actuaries. In her role, she leads the SOA’s Mortality and Longevity Strategic ResearchR Stryker Program and the Living to 100 Symposium.  Ronora enjoys participating in the dissemination of the research she supports by authoring articles, speaking at industry meetings, and participating in podcasts and webcasts on SOA research. Prior to joining the SOA, Ronora was a consulting actuary helping clients sell,  acquire, and manage insured blocks of business.


Julie Thøgersen is an Assistant Professor at Aarhus BSS. In 2019, she obtained her PhD degree in the decision making processes related to non-lifeJulie Thorgersen insurance problems. She has since then developed an interest for pension products and the role of longevity.

UNGOLO Francesco

Francesco Ungolo is currently a postdoctoral researcher at the Technical University of Munich - ERGO Center of Excellence in Insurance. He earnedF Ungolo his PhD in Actuarial Mathematics from Heriot-Watt University, where he worked under the supervision of Torsten Kleinow and Angus S. Macdonald. His research pertains to the survival analysis of actuarial datasets where data can be missing, and the analysis and development of calibration methods for continuous time affine mortality models. From March 2019 to March 2021 he worked as Postdoctoral Researcher in Statistics at Technology University of Eindhoven (NL). He is currently a qualifying actuary for the Institute and Faculty of Actuaries UK.


Andrés Villegas is a Senior Lecturer at the School of Risk and Actuarial Studies at UNSW Sydney and an Associate Investigator at the ARC Centre ofAndres Villegas Excellence in Population Ageing Research (CEPAR) where he was previously a Research Fellow. He completed his doctoral studies at Cass Business School in London focusing on the projection of mortality and the analysis of socio-economic mortality differentials. Andrés’s research interests include longevity risk management, the design of retirement income products and the application of data analytics techniques in actuarial science and finance. Andrés is committed to the development of tools that can help making academic research more accessible to industry and to the wider actuarial community. He is the developer and maintainer of the R Package StMoMo for stochastic mortality modelling which is now being widely used by researchers, longevity risk managers, insurance supervisors and students around the world.

WAN Cheng

Cheng Wan is a final year PhD student at the ARC Centre of Excellence in Population Ageing Research (CEPAR) and the School of Risk and ActuariaWan Cl Studies at University of New South Wales in Sydney. His research currently focuses on retirement insurance in a developing country context. Prior to pursuing a PhD, Cheng was an Associate Statistician at Willis Towers Watson Research and Innovation Centre. He obtained a Master degree of Statistics from Katholieke Universiteit Leuven and a Bachelor degree of Information and Computational Science from Wuhan University.


Jie Wen is a PhD candidate at Heriot-Watt University and works at Lloyds Banking Group.  He majors in Actuarial Mathematics in the Heriot-WattJ Wen University, and has his research is on modelling mortality risk and explaining mortality difference over distinct populations.  He currently focuses on applying non-linear algorithms to capture complex trends between mortality risk and socioeconomics, using medium to large volume of data of small geographical units that include mortality experiences, socio-economic factors, and spatial coordinates.

YUE Jack

Ching-Syang Jack Yue is a consultant and an actuary, as well as a professor of the Statistics Department at College of Commerce, NationalJack Yue Chengchi University in Taiwan. Jack founded the Statistical Consulting Center and is now a leader of Big Data research team at 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 National Chengchi University. Jack has been a consultant for Taiwan’s government agencies (e.g., Ministry of Interior and Insurance Bureau), several private insurance companies and Taiwan Insurance Institute. He was also the chair of the Taiwan Population Association and an advisor of the Review Committee of Life insurance Products of Financial Supervisory Commission. Jack has been incorporating statistical thinking and quantitative analysis into solving the big data problems, especially in the longevity study and its impact on financial management.

ZHOU Kenneth

Kenneth Q. Zhou is an Assistant Professor of Actuarial Science at Arizona State University in the United States. He received his PhD in ActuarialKenneth Zhou Science from the University of Waterloo in Canada, and joined Arizona State University in Fall 2019. He is a Fellow of the Society of Actuaries (FSA) and an Associate of the Canadian Institute of Actuaries (ACIA). His research interests include longevity risk management, stochastic mortality modeling, and Bayesian modeling and forecasting. He has published in top-tier statistical, actuarial and insurance journals, including the Journal of the Royal Statistical Society, Insurance: Mathematics and Economics and the Journal of Risk and Insurance. His research work on dynamic longevity hedging won the Redington Prize from the Society of Actuaries in 2019.


Rui Zhou is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne. She received her PhD in Actuarial Science fromR Zhou the University of Waterloo. She is a Fellow of Society of Actuaries. Her research focuses on stochastic mortality modelling, longevity risk management, and innovative solutions for weather and climate risk. She has been publishing in leading actuarial journals such as the Journal of Risk and Insurance, Insurance: Mathematics and Economics, and the North American Actuarial Journal.