Longevity 18 Parallel Sessions

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The following presentations have been accepted for the Longevity 18 Conference

Thursday 7th September 2023

Parallel Session I -  11:30 - 13:00

1A - Mortality Modelling and Forecasting I

Meeting room:  LG002
  • The effects of climate change on mortality projections
    Maria Carannante
  • Evaluating Climate Change Impacts on Mortality, Life Insurance, and Annuities
    Rui Zhou
  • Frailty based stochastic models for mitigating mortality adverse selection
    Valeria D'Amato

1B - Covid-19 and Pandemic Modelling I

Meeting room:  LG001
  • Trends in insured to population mortality ratios through COVID
    Dale Hall
  • Estimating the impact of COVID 19 on mortality using granular data
    Frank van Berkum
  • Robust mortality forecasting in the presence of outliers
    Stephen Richards

1C - Longevity Risk Management

Meeting room:  LG003
  • Dynamic Robust Longevity Risk Management
    Yuanyuan Zhang
  • A regression based approach for valuing longevity measures
    Pietro Millossovich

Thursday 7th September 2023

Parallel Session II - 14:30 - 16:00

2A - Mortality Modelling and Forecasting II

Meeting room:  LG001
  • A neural network approach to forecasting high age mortality
    Anthony Medford 
  • Mortality forecasting and tools
    Viani A Djeundje Biatat
  • Fast estimation of the Renshaw-Haberman model and its variants
    Johnny Siu-Hang Li & Yiping Guo

2B - Pensions and Annuities I

Meeting room: G001
  • Guaranteeing the unsustainable:  A framework for mixed pension schemes
    Jennifer Alonso Garcia
  • Prudent investment for agents with unstable preferences in an uncertain world
    Anne Balter

2C - Health and Mortality

Meeting room:  LG002
  • Unhealthy longevity in the United States
    Larry Stern
  • Multimorbidity in actuarial pricing: Modelling pitfalls and challenges
    Michelle Vhudzijena
  • Insurance pricing for breast cancer under different multiple state models
    Ayse Arik

2D - Cause of Death and Mortality Modelling I

Meeting room:  LG003
  • Prospective mortality modelling by cause of death:  A study on risk diversification according to the dependency structure
    Julien Tomas
  • Closed-form MLE for multivariate/multiparameter regressions models with categorical explanatory variables
    Antoine Burg
  • Mortality trends by cause of death
    Torsten Kleinow

Friday 8th September 2023

Parallel Session III -  11:30 - 13:00

3A - Mortality Modelling and Forecasting III

Meeting room:  LG002
  • Mortality modelling and forecasting in the uncertain world
    Roshan Tajapra and Patrick Cheung
  • Mortality postponement and compression at older ages in human cohorts
    David McCarthy
  • Projecting mortality rates using a Markov chain - An update
    Jaap Spreeuw

3B - Pensions and Annuities II

Meeting room: G001
  • Decomposing changes in life annuities
    Cinzia Di Palo
  • Longevity pessimism, misinformation, and pension choice
    Andre Lot

3C - Old Age Mortality

Meeting room:  LG003
  • Longevity and old age finance with family ties. An exposition
    Morteza Aalabaf-Sabaghi
  • Forecasts of expected maximum age
    Philip Gibbs
  • Does living in an almshouse reduce the impact of socio-economic deprivation on future life expectancy?
    David Smith

3D - Covid-19 and Pandemic Modelling II

Meeting room:  LG001
  • Modeling mortality with pandemics: a Bayesian transitory vanishing jump approach
    Julius Goes
  • Covid 19:  the Proportionality Hypothesis Revisited
    Andrew Cairns

Friday 8th September 2023

Parallel Session IV -  14:30 - 16:00

4A - Covid-19 and Pandemic Modelling III

Meeting room:  G001
  • Long Covid
    Mike Fasano
  • Pricing extreme mortality risk in the wake of the COVID-19 pandemic
    Han Li

4B - Health Care and Socio-economic Status

Meeting room LG003
  • Using standardized mortality to estimate life expectancy of small areas
    Sharon Yang
  • Fair pricing of long term care insurance with special reference to the Indian Peninsula
    Raj Kumari Bahl
  • The dynamics of health across socioeconomic groups
    Malene Kallestrup-Lamb

4C - Data Science

Meeting room:  LG001
  • Accurate and explainable mortality forecasting with the local GLMnet
    Salvatore Scognamiglio
  • An empirical study of improving age-specific rates projection accuracy on small populations
    Hong-Chih Huang