Actuarial Teachers’ & Researchers’ Conference 2019
Programme
The conference will take place in the Department of Chemistry Building (#213 Grid G5 on the University Campus map).
Registration and all refreshments will be in the Foyer of the Chemistry Building (Donnan Laboratory)
All talks will take place in the Gossage Lecture Thetare in the Chemistry Building (Donnan Laboratory)
You can also view the programme overview here
The detailed programme is as follows (click on the links to view the presentations):
Thursday 27th June
09:00 - 09:30 - Registration, tea and coffee – Foyer, Department of Chemistry Building
09:30 - 09:45 - Welcome
09:45 - 11:00 - Session 1 - Investment I
11:00 - 11:30 - Coffee break
11:30 - 12:00 - Liang Chen (University College Cork) - Bayesian Method for Small Population Longevity Risk Modelling
12:00 - 12:30 - Cristian Redondo Loures (Heriot Watt University) - Cause of death specific cohort effects in US mortality
12:30 - 13:00 - David Smith (Cass Business School) - Does living in a retirement village extend life expectancy? The case of Whiteley Village, England
13:00 - 14:00 - Lunch and networking
14:00 - 15:30 - Session 2 - Social Welfare and Pensions
14:00 - 14:30 - Pradip Tapadar (University of Kent) - How can adverse selection increase social welfare?
14:30 - 15:00 - Zhaoxun Mei (Heriot-Watt University) - Comparisons of smoothing methods in pension contracts
15:00 - 15:30 - Inmaculada Dominguez-Fabian (University of Extremadura) - Actuarial analysis of a two-steps decumulation pension system
15:30 - 16:00 - Coffee break
16:00 - 17:15 - Session 3
16:00 - 16:20 - PhD students’ short presentations
Insurance Risk Models with Premiums Dependent on Surplus - Jing Wang
Identifying spatio-temporal mortality clusters in China - Maoqi Hu
Minimum pension under NDC Pension Scheme - Zuochen Song
16:20 - 16:50 - Oliver Bettis - IFoA’s research effort in economics
16:50 - 17:15 - Martin White - Actuarial Research Centre (ARC): update on research programmes
Friday 28th June
09:00 - 11:20 - Session 1 - Investment II
09:00 - 09:40 - Andrew Smith (University College Dublin) - Equity release mortgages
09:40 - 10:15 - Axel Helmert (msg life) - Integrated Unit Linked Collective Assets – ICA: Products using a collective approach
10:15 - 10:30 - Julia Eisenberg and Carmen Boado-Penas (University of Liverpool) - New pension product design under protracted ultra-low interest rates
10:30 - 11:00 - Andreas Tsanakas (Cass Business School) - Scenario Weights for Importance Measurement - An R package for sensitivity analysis
11:00 - 11:20 - REF discussion
11:20 - 11:50 - Coffee Break
11:50 - 13:20 - Session 2 - Life
11:50 - 12:20 - Oytun Hacarız (Heriot-Watt University) - Genetics, Insurance, and Cardiomyopathies: A Case Study of Hypertrophic Cardiomyopathy (HCM)
12:20 - 12:50 - Aniketh Pittea (University of Kent) - Examining Pension Plan Risks from an Economic Capital Perspective
12:50 - 13:20 - Pietro Millossovich (Cass Business School) - Monte Carlo valuation of the initiation option in a GLWB variable annuity
13:20 - 14:20 - Lunch and networking
14:20 - 16:00 - Session 3 - Data Science
14:20 - 14:50 - Paul King (University of Leicester) - Data Science for Actuaries
14:50 - 15:20 - Hirbod Assa (University of Liverpool) - On some applications of machine learning in banking and insurance
15:20 - 16:00 - Colin Thores and Patrina Effer (IFoA) - Data Science: Supporting IFoA members?
16:00 - 16:35 - Session 4
16:00 - 16:35 - Colm Fitzgerald - Actuaries of the future
16:35 - End of conference, coffee available
The detailed programme can also be found here