Longevity 18 Parallel Speakers

Morteza Aalabaf-Sabaghi is a senior lecturer of actuarial science at the ECO College of Insurance, ATU, Tehran, Iran. He developed the MSc. Actuarial Science program, the BS. Insurance Management degree at this College, and were active in developing the Actuarial Society of Iran and were its past treasurer. H has also participated in various activities of the International Actuarial Association and the Institute and Faculty of Actuaries, volunteering in a few committees. Graduated from the LSE (BSc Econ.), in Econometrics and Mathematical Economics; MSc. Econometrics and Forecasting from the London Metropolitan University, and MPhil Economics from the Essex University. His teaching includes mainly statistics, financial mathematics and financial economics for both undergraduate and graduate degrees in insurance and actuarial science. He is  also a consultant actuary for a number of pension funds in Iran. My research interests include various challenges in mortality, pension and insurance research.

Jennifer Alonso García joined the Department of Mathematics  as a (tenured) Professor of Actuarial Science in October 2019. Besides, she is an Associate Investigator at CEPAR, and Netspar Fellow. Her research combines the areas of actuarial science, household, pension and quantitative finance to study the design, risk-sharing and financing of funded and pay-as-you-go retirement income schemes. Jennifer is currently involved in research projects on the financial decision making of households during retirement, life expectancy inequality and design and risk management of equity-linked retirement income products.

Ayşe Arık is a research fellow in Department of Actuarial Mathematics and Statistics, Heriot-Watt University (HWU), UK since December 2020. Her current research focuses on stochastic modelling of mortality and morbidity risks. She holds a PhD from Hacettepe University, Ankara, Türkiye, awarded in November 2016, where her PhD was related to pricing pension buy-outs. She held a tenure position in Department of Actuarial Science, Hacettepe University until March 2020. She also worked on socioeconomic differences in population cancer morbidity risk in 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, at HWU between January 2018 and November 2020. Furthermore, she is a fully qualified actuary in Türkiye and an associate member of the IFoA. She is an active member of the International Actuarial Association (IAA) Mortality Forum (previously known as Mortality Working Group).

Dr. Raj Kumari Bahl is an Associate Professor in Statistics and Actuarial Science at the University of Delhi, India. She is a Ph.D. in Actuarial Science from University of Edinburgh, U.K. prior to which she did her M.Sc. in Financial Mathematics from the University of Edinburgh and Heriot-Watt University. Her Ph.D. was sponsored by the Institute and Faculty of Actuaries (IFoA). Her Ph.D. Thesis was entitled ‘Mortality linked Derivatives and their Pricing’. Her research interests have centred on the development of sharp bounds for mortality and longevity risk products. Lately, she has been focusing on long-term care access, costs, insurance, and delivery with a particular emphasis on the Indian peninsula. She has been instrumental in introducing Actuarial courses in the curriculum of undergraduate honours in Statistics at the University of Delhi.

Anne Balter is an Associate Professor at the Department of Econometrics and Operations Research at Tilburg University in the Netherlands. She is an active researcher in the fields of mathematical finance and insurance, with a particular focus on model uncertainty, robust investments, pensions and real options. She has provided useful insight in explaining and quantifying model ambiguity and its impact on financial investment. As Senior Fellow of Netspar - the Network for Studies on Pensions, Aging and Retirement - she contributes actively to the Dutch pension debate.

Antoine Burg is a PhD candidate at CEREMADE laboratory within University Paris-Dauphine, in partnership with the reinsurance company SCOR. He graduated as an engineer and actuary at École Centrale de Lyon and ISFA Lyon.

Priori to his PhD, Antoine has several years of experience in the risk management field, including financial and longevity topics. His current research focuses on building statistical and machine learning methods to tackle with the impact of the Covid-19 crisis on mortality by cause.

Andrew Cairns is Professor of Actuarial Mathematics at Heriot-Watt University, Edinburgh and at the Maxwell Institute for Mathematical Sciences.

He is well known both in the UK and internationally for his research in financial risk management for pension plans and life insurers. In recent years his research has focused on the modelling of longevity risk: how this can be modelled, measured and priced, and how it can be transferred to the financial markets. Amongst his work in this field, he has developed a number of new and innovative stochastic mortality models.

He is an active member of the UK and international actuarial profession: he qualified as a Fellow of the Faculty of Actuaries in 1993; from 1996 to 2017 he was editor of the leading international actuarial journal ASTIN Bulletin - The Journal of the International Actuarial Association; and in 2005 he was elected as a corresponding member of the Swiss Association of Actuaries. From 2016-2020 he was Director of the Actuarial Research Centre of the Institute and Faculty of Actuaries.

His research has received several international prizes including the Halmstad Prize in 2008, the Society of Actuaries Annual Prize in 2009 and the Robert I. Mehr Award in 2016.

In 2016 he was elected as a Fellow of the Royal Society of Edinburgh, Scotland's national academy of science and letters.

Maria Carannante is a PhD in Social Statistics and is currently a post-doc research fellow at the University of Salerno in Actuarial Mathematics. Her main research interests concern big data management, tree-based machine learning algorithms applied to data with spatial and/or temporal dependence, and stochastic mortality models, with particular reference to the study of asymmetric shocks in longevity trends and population ageing processes

Cinzia Di Palo is a tenured research fellow in Mathematical Methods for Economics and the Actuarial and Financial Sciences at the Department of Economics and Law of the University of Cassino and Southern Lazio. She earned her master’s degree in mathematics from the University of Naples and then her PhD in Mathematics for Economics and Financial Applications from the Sapienza University of Rome with a thesis titled: A Weibull-type dynamic model for mortality projections. An application for the calculation of life annuities. She has been an assistant professor of Fundamentals of Computing, Mathematics, and Mathematics for Economic and Financial Applications at the University of Cassino from 1992 to the present. She received a research grant for the “Longevity Problems in Life Annuity Products” project from the Department for Institutions, Quantitative Methods, and Territory of the University of Cassino. She published several articles on the sustainability of public pension systems and longevity risk in international reviews. She was rewarded for her paper 'A necessary sustainability condition for partially funded pension systems', selected as Best Paper at the 12th Management International Conference MIC 2011, Portorož, 23–26 November 2011. Her research interests include demographic models, longevity risk, and sustainability of pension systems.

Michael Fasano is Director of Underwriting at Bay Avenue Consulting, having previously served as President of Fasano Associates, a leading medical underwriting consulting firm.

Before starting Fasano Associates, Mr. Fasano served as President of Trans-General Life Insurance Company; and before that, he worked as Investment Advisor for a large internally managed pension fund. Mr. Fasano started his career at the White House Office of Management and Budget.

Mr. Fasano received his B.A. from Northwestern University and his M.A. from the University of Wisconsin, Madison. He currently serves on the Board of Visitors for Northwestern University’s College of Arts & Sciences. He previously served as a Board member of the Institutional Longevity Markets Association (ILMA) and the European and U.S. Life Settlement Associations (ELSA and LISA). He is a frequent industry speaker and has published articles in Best’s Review, Pensions and Investments, and the National Underwriter.

Dr Philip Gibbs is an independent mathematician with a broad publication list in science including longevity studies which he has pursued since his retirement from Fixed Income research in London. He has recently specialised in supercentenarian age validation and is coauthor of the book "Jeanne Calment: the Secret of Longevity Unravelled" written in collaboration with Nikolay Zak who challenged Jeanne Calment's authenticity in 2018.

Julius Goes is a PhD student at the Statistical Institute of the University of Bamberg, Germany, where he obtained his masters in “Survey Statistics” in 2020.

His research focuses on modelling and forecasting demographic rates, especially mortality rates, using Bayesian methods.

Currently, Julius is trying to forecast mortality rates with jumps, which model the influence of a pandemic or war.     His other research interests include ensemble methods, time series and spatial statistics, and mainly use Bayesian approaches.

Yiping Guo is a PhD Candidate in Actuarial Science at the University of Waterloo and a Society of Actuaries Hickman Scholar. Prior to his PhD study, Yiping completed a master's degree from the University of Melbourne with a thesis on developing robust statistical machine learning models against outliers. His current research interests lie in utilizing various machine learning techniques to seek rigorous yet interpretable solutions to practical research questions in mortality and climate change risk.

R. Dale Hall, FSA, MAAA, CERA, CFA is Managing Director of Research for the Society of Actuaries Research Institute (SOA).  In his role, Dale is responsible for managing research projects and experience studies across the SOA’s wide variety of actuarial practice areas and markets and coordinating strategic research partnerships. He is a frequent speaker at insurance and retirement industry meetings to highlight SOA research, including research presentations to the National Association of Insurance Commissioners 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 and as an adjunct professor in the actuarial science program at Illinois State University.   He earned his MBA in Finance from Capital University and his BS in Mathematics from John Carroll University.

Dr. Hong-Chih is the professor and chairperson of the department of Risk Management and Insurance at the National Chengchi University in Taiwan. He received his Ph.D. in actuarial mathematics at Heriot-Watt University in U.K. and his master degree in actuarial science at University of Iowa in the U.S. His research interests cover asset liability management, asset allocation, pricing and risk management for insurance and pension, mortality modeling, and longevity risk. His research appears in Insurance Mathematics and Economics, Journal of Risk and Insurance, Scandinavian Actuarial Journa and The Geneva Papers on Risk and Insurance. In addition to academic experience, Dr. Huang shares his knowledge with many actuarial practices, the reviewer of life insurance products for Taiwan Insurance Bureau of Financial Supervisory Commission; the Risk Management Committee member of Taiwan Post Office Company; the Consultant Member of Management Bord for Taiwan Public Service Pension Fund.

Torsten Kleinow is professor at the University of Amsterdam and director of the Research Centre for Longevity Risk at the Amsterdam School of Economics. Before joining UvA he worked as associate professor at Heriot-Watt University in Edinburgh and was a member of the IFoAs Actuarial Research Centre. His research on mortality modelling and related actuarial topics has been published in leading academic journals and presented at many academic and industry events. He currently serves as an editor for the European Actuarial Journal.

Dr Han Li is an Associate Professor at the Centre for Actuarial Studies, the University of Melbourne. She is also an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research. She has a broad range of research interests around longevity and mortality risks, ageing and retirement, and the impact of climate change on insurance industry. Specifically, much of her research expertise centers on actuarial modelling and forecasting using advanced econometric and statistical techniques. She has attracted research funds from the Australian Research Council, the Society of Actuaries, the Casualty Actuarial Society, and the Australia-Germany Joint Research Cooperation Scheme (DAAD).

Johnny Li is Tan Bingzhao Professor of Actuarial Science at The Chinese University of Hong Kong. He holds a Ph.D. degree in Actuarial Science and is a Fellow of the Society of Actuaries (FSA). He is an Editor of the Annals of Actuarial Science (2021-present) and Co-Editor of the North American Actuarial Journal (2012-present), and was an Associate Director of the Institute and Faculty of Actuaries (IFOA) Actuarial Research Centre (2018-20) and a member of the Board of Directors of the Asia-Pacific Risk and Insurance Association (2011-15). Professor Li has contributed various effective methods to price, hedge, and measure longevity risk. These contributions have led to several prestigious awards, including the Society of Actuaries (SOA) Redington Prize, the SOA Edward A. Lew Award, the SCOR Actuarial Award in Asia, the Annual Prize for the best paper published in the North American Actuarial Journal in 2011, and the Harold D. Skipper Award for the best paper presented at the 2011 Asia-Pacific Risk and Insurance Association Meeting.

Andre Lot is a PhD scholar at the Norwegian School of Economics. His research interests are mostly on household finance, pensions and retirement, using experimental and administrative data. More specifically, he has worked on longevity beliefs, prudence and precautionary savings, and life-cycle financial decision-making. From August 2023, he will join the University of Sydney Business School (Finance Discipline) as Assistant Professor (Lecturer B).

David McCarthy teaches in the Risk Management and Insurance program at the University of Georgia. Previously he worked with a large life insurance company in his native South Africa; taught at Oxford University and Imperial College, London; and advised the National Treasury of South Africa on financial sector regulation and pensions. He earned his PhD at the Wharton School of the University of Pennsylvania.  His website is www.davidgmccarthy.com.

Anthony Medford conducts biometric risk research from both practical and academic perspectives. Currently, he is responsible for morbidity and mortality research and assumption setting for protection products at one of UK's largest insurers.  He is also a Senior Research Fellow at the Interdisciplinary Centre on Population Dynamics of the University of Southern Denmark where he previously completed a PhD in Demography. His main research interests and contributions centre broadly on longevity, ageing and extreme human lifespans. Prior to this he has had varied expperience including in life reinsurance pricing, pensions valuations and insurance regulation.

Dr. Stephen Richards is the managing director of Longevitas Ltd, a specialist provider of actuarial tools for longevity risk and annuities.  Stephen co-founded 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.

Salvatore Scognamiglio is assistant professor in Financial and Actuarial Mathematics at the University of Naples, Parthenope (Italy).  He holds a Ph.D. in “Economics and Statistics” at the University of Naples “Parthenope” and was visiting Ph.D. at the Faculty of Actuarial Science and Insurance of the Cass (now Bayes) Business School of London. His studies aim to develop mathematical methods for risk analysis in finance and insurance. His research activities have concerned machine learning and deep learning techniques with applications in insurance and actuarial science. His scientific interests also cover simulation methods and multivariate time series modeling in finance and insurance.

David Smith is a Senior Lecturer in Actuarial Science in the Faculty of Actuarial Science and Insurance, Cass Business School, where he is Course Director of the BSc (Hons) Actuarial Science degree. He has carried out a great deal of research with Professor Les Mayhew in developing new methods of projecting populations as well as investigating new ways that the increasing costs of pensions and long-term care in the UK could be funded. He completed the Institute of Actuaries’ examinations in 2002.

Jaap Spreeuw is a Senior Lecturer in Actuarial Science at Bayes Business School, City, University of London. He holds both an MSc and a PhD in Actuarial Science from the University of Amsterdam. Apart from mortality modelling, he has a keen interest in modelling risk dependencies through a copula or multiple state approach. His research has been published in several peer-reviewed academic journals. Jaap is a Fellow of the Institute and Faculty of Actuaries and also a full member of the Dutch Actuarial Association.

Larry Stern is a sole practicing, reinsurance intermediary and consulting actuary located in Charlotte, NC. His company name is Canterbury Consulting, LLC. Larry has 50 years life insurance industry experience having worked for three different direct writers (last position Senior VP and Chief Actuary), a global consulting firm (Tillinghast; principle and practice leader for product development), a reinsurer (Scottish Re; EVP Financial Reinsurance Line of Business), and since 2002 President of his own company. He has dealt with all aspects of product/marketing strategies, reinsurance/risk management and capital issues throughout his career. Larry graduated with highest honors from Indiana University with a degree in life insurance, actuarial science from the Kelley School of Business. Larry is an active mortality research volunteer for the Society of Actuaries esearch Institute and is the current Chair of its Mortality & Longevity Strategic Research Program Steering Committee.

Roshan Tajapra is the Deputy Head of Longevity Research at SCOR, where he is responsible for the development of SCOR’s longevity assumptions underlying their bulk pension annuity reinsurance offerings. Over the last few years Roshan has developed SCOR’s mortality trend assumptions for various markets worldwide.

Roshan has a keen interest in all things Longevity, with a particular focus towards understanding the drivers of mortality improvement. Prior to SCOR, Roshan has held positions within the longevity field at Prudential and Canada Life. He is an active volunteer for the IFoA Diabetes Working Party.

Julien Tomas is an actuary focusing on statistical analysis and predictive modelling on biometric risk in the knowledge team at SCOR - Sweden RE for the last 8 years. He holds a Ph.D in applied mathematics from the University of Amsterdam, the Netherlands.

Francesco Ungolo works as lecturer at the School of Risk and Actuarial studies of the University of New South Wales in Sydney. He holds a PhD in Actuarial Mathematics and his research interests encompass the development of statistical models for the analysis of complex actuarial datasets involving cases of corrupted data, such as missing data. Another key research theme is development of stochastic mortality models for the analysis of single and multiple populations, with a focus on continuous time affine mortality models for application in savings and retirement decision making with emphasis on the development of innovative product solutions using LTC, health, annuities and life insurance.

Frank van Berkum is affiliate researcher at the University of Amsterdam and the Research Center for Longevity Risk. The topic of his PhD research was forecasting population-wide mortality and modelling portfolio mortality, and he continues his research in this area. His main interest is in quantifying mortality differences in a population or portfolio using a large variety of risk factors. Frank also works in industry as senior manager in the PwC Risk Modelling Services team. In this role he advises life insurance companies on integral longevity risk management. This includes modelling of the longevity (risk) assumptions, defining a longevity risk appetite, and analysing various options for longevity risk management.

Frank is member of the Committee Mortality Research of the Dutch Actuarial Association that is responsible for publishing a new forecast of mortality for the Dutch population in September 2024. He also contributed to the research that led to the forecast published in September 2022. The paper presented at the conference is the result of that research

Michelle Vhudzijena is a Senior Research Associate at the ARC Centre of Excellence in Population Ageing Research in Sydney. She recently submitted her PhD Thesis in Actuarial Studies at the University of New South Wales, Sydney, Australia. She graduated from Harvard University with a Bachelor of Arts in Biomedical Engineering. Before her doctoral studies, she worked as an actuarial consultant and biomedical engineering researcher. Her research interests include mortality modelling using multiple health and socio–economic risk factors, cause of death mortality modelling, long term care, predictive models and survival analysis. Most of her work involves unsupervised learning and analysis of individual–level longitudinal data.

Dr. Sharon S. Yang is a professor of department of Money and Banking and the director of financial research center at the college of commerce at the National ChengChi University (NCCU) in Taiwan. Sharon received her Ph.D. in actuarial mathematics at Heriot-Watt University in U.K. and her master degree in actuarial science at University of Iowa in the U.S.

Her research interests cover ESG/Sustainable Finance and Investment, Production Innovation, Pension Fund Management, and Risk Management. Her research appears in Insurance Mathematics and Economics, Journal of Risk and Insurance, Austin Bulletin, Quantitative Finance, and Journal of Derivatives.

In addition to the academic experience, Dr. Yang shares her knowledge with many actuarial practices, the director of Taiwan Insurance Guarantee Fund, a reviewer of life insurance products for Insurance Bureau of Financial Supervisory Commission, a reviewer of structure notes issued with insurance products for Taiwan Financial Service. She also involves in many government and industry research projects regarding pension fund management, longevity risk, ESG investing and alternatives assets.

Yuanyuan Zhang is a current PhD candidate in Actuarial Science at the university of waterloo under supervisor David Landriault and Bin Li. Yuanyuan obtained a bachelor’s degree in B.S. in Mathematics and Applied Mathematics & BEc in Finance from Southwestern University of Finance and Economics in 2018, and then obtained a Masters degree in M.S. in Quantitative Finance and Risk Management from University of Michigan, Ann Arbor in 2020.  Yuanyuan’s research interests are: Stochastic Control Problems in Insurance and Finance, Reinforcement Learning.

Rui Zhou is an Associate Professor in the Centre for Actuarial Studies at the University of Melbourne. She received her PhD in Actuarial Science from the University of Waterloo. She is a Fellow of the 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.