Parallel Sessions
The following presentations have been accepted for the Longevity 16 Conference:
Parallel Sessions
Overview and Locations
| Location | Date/Time | Seaside | Kronborg 2 | Kronborg 8 | Kronborg 12 |
|---|---|---|---|---|---|
| Session I | 13 August 11:00 - 12:30 | Mortality and Population Modelling I | Covid-19 Pandemic I | Longevity Hedges | Annuities and Equity Release |
| Session II | 13 August 14:00 - 15:30 | Mortality and Population Modelling II | Covid-19 Pandemic II | Pensions | Longevity Risk Transfers |
| Session III | 14 August 09:00 - 10:30 | Casual and Survival Models of Mortality | Cause of Death Mortality Modelling | Healthcare and Long-term Care Insurance | Health and Retirement Inequalities I |
| Session IV | 14 August 14:00 - 15:30 | Mortality and Population Modelling III | Covid-19 Pandemic III | Socio-economic Mortality Indices | Health and Retirement Inequalities II |
Friday 13th August 2021
Parallel Session I (Morning - 90 minutes)
Mortality and Population Modelling I
Covid-19 Pandemic I
Longevity Hedges
- A New Class of Longevity Hedges and Optimization of Associated Basis Risk
David Schrager - Longevity Hedge Effectiveness Using Subgroup Indices
Nicolai Søgaard Laursen - The Impact of Long Memory in Mortality Differentials on Index-based Longevity Hedges
Kenneth Zhou
Annuities and Equity Release
- Unravelling the Contribution of Financial and Longevity Risks to Stochastic Changes in Life Annuities
Jesus-Adrian Alvarez - A Volterra Integral Equation Numerical Approach to Evaluate Variable Annuities Embedding Difference Guarantees
Antonio Luciano Martire - A Market Consistent Approach to the Valuation of No Negative Equity Guarantees and Equity Release Mortgages
Kevin Dowd
Friday 13th August 2021
Parallel Session II (Afternoon - 90 minutes)
Longevity Risk Transfers
- On the Economics of the Longevity Risk Transfer Market
Arne Freimann - The Crude Mortality Rate and The Pharmaceutical Index
Nicolai Søgaard Laursen - Buy-ins, Buy-outs, and the Creation of Value
Richard MacMinn
Covid-19 Pandemic II
Pensions
- Dividing the pot: The Impact of Longevity
Anne Balter - Valuation of a Pension Contract Guarantee from the Individual Point of View
Julie Thogersen - Death and Taxes: Public Pensions and Endogenous Longevity
Frederick Christensen
Mortality and Population Modelling II
Saturday 14th August 2021
Parallel Session III (Morning - 90 minutes)
Causal and Survival Models of Mortality
Cause of Death Mortality Modelling
- Analysis of Historical U.S. Population Mortality Improvement Drivers,1959-2016
Andres Villegas - Indirect Estimation of Cause-of-Death Mortality from Life Expectancy
Andrea Nigri - Cohort effects in US Cause-of-Death Mortality Data
Andrew Cairns
Healthcare and Long-term Care Insurance
- Predicting the Demand of Disability via Multi-state Markov Transition Model: A Case Study in Taiwan
Chih-Kai Chang - Using Taiwan National Health Insurance Database to Explore the Need of Long-term Care
Jack Yue - An Empirical Study of Loss Ratio of Cancer Insurance in Taiwan
Hsin-Chung Wang
Health and Retirement Inequalities I
- Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age
Jorge M. Bravo - The effects of past and current air pollution exposure on multi morbidity, cognition, and disability in China
Cheng Wang - Inequality in the Length of Life: Moving Beyond Conventional Lifespan Measures and Approaches
Jorge M. Bravo
Saturday 14th August 2021
Parallel Session IV (Afternoon - 60 minutes)
Socio-economic Mortality Indices
Health and Retirement Inequalities II
Mortality and Population Modelling III
- Mortality Forecasting with s-percentiles of the Distribution of Deaths
Trifon Missov - Deepening Lee-Carter for Longevity Projections with Uncertainty Estimation
Mario Marino
Covid-19 Pandemic III
- Long Term Mortality Trends before and after Extreme Crisis
Marius Pascariu - Flexible Modelling of Portfolio Mortality Levels in time, with Application to Periods including Mortality Shocks
Stephen Richards