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
- 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
- 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
- A Biological inspired perspective in longevity risk management
Mario Marino - Dynamic Robust Longevity Risk Management
Yuanyuan Zhang
1D - Health and Long-term Care Costs
- Fair pricing of long term care insurance with special reference to the Indian Peninsula
Raj Kumari Bahl - Bayesian modelling for health insurance related risk – inequalities, Covid-19 impact and future projections
George Streftaris - Population ageing and healthcare expenditures: Examining the joint existence of the red herring and the steepening hypotheses using Danish registry data
Alexander Overdal Kjærsgaard Marin
Thursday 7th September 2023
Parallel Session II - 14:30 - 16:00
2A - Mortality Modelling and Forecasting II
- 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
2B - Pensions and Annuities I
- 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
- Unhealthy longevity in the United States
Ronora Stryker - Multimorbidity in actuarial pricing: Modelling pitfalls and challenges
Michelle Vhudzijena - Insurance pricing for breast cancer under different multiple state models
Ayes Arik
2D - Cause of Death and Mortality Modelling I
- Prospective mortality modelling by cause of death: A study on risk diversification according to the dependency structure
Julien Tomas - 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
- Machine Learning and Deep Learning Algorithms for Small Area Projections of Mortality
Shu-Ying Yeh - Projecting mortality rates using a Markov chain - An update
Jaap Spreeuw - A regression based approach for valuing longevity measures
Pietro Millossovich
3B - Pensions and Annuities II
- Decomposing changes in life annuities
Cinzia Di Palo - Longevity pessimism, misinformation, and pension choice
Andre Lot
3C - Old Age Mortality
- Longevity and old age finance with family ties. An exposition
Morteza Alabaf-Sabaghi - Forecasts of expected maximum mortality
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
- Long Covid (TBC)
Mike Fasano - Modeling mortality with pandemics: a Bayesian transitory vanishing jump approach
Julius Goes - Covid and mortality (TBC)
Andrew Cairns
Friday 8th September 2023
Parallel Session IV - 14:30 - 16:00
4A - Covid-19 and Pandemic Modelling III
- Pricing extreme mortality risk in the wake of the COVID-19 pandemic
Han Li - Mathematical models of infectious disease transmission: A tool for assessing pandemic risks and insurance preparedness
Narges Dorratoltaj
4B - Cause of Death and Mortality Modelling
- An augmented variable model for the analysis of dependent lifetimes
Francesco Ungolo - Closed-form MLE for multivariate/multiparameter regressions models with categorical explanatory variables
Antoine Burg
4C - Data Science
- Accurate and explainable mortality forecasting with the local GLMnet
Salvatore Scognamiglio - Expressive mortality models through Gaussian process kernels
Jimmy Risk - An empirical study of improving age-specific rates projection accuracy on small populations
Kevin Wang
4D - Health and Socio-economic Status
- Mortality Improvement Trends
Mark Spong - Using Standardized Mortality to Estimate Life Expectancy of Small areas
Jack Yue - The Dynamics of Health Across Socioeconomic Groups
Malene Kallestrup-Lamb