Longevity 18 Parallel Sessions
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