Parallel Sessions

The following presentations have been accepted for the Longevity 14 Conference

Thursday, September 20

Parallel Session I

14:00 - 15:30

Cause of Death Modeling and Forecasting 1

Common Factor Decomposition of the Cause-specifc Mortality Rates using the Cointegration Analysis

  • Viktoriya Glushko, Severine Arnold

Cause of Death Mortality: International Trends by Socio-Economic Group

  • Andrew Cairns, Cristian Redondo, David Blake, Kevin Dowd, Malene Kallestrup Lamb, Carsten Rosenskjol

Mortality by Cause of Death and Forecasts by Compositional Time Series

  • Samuel Piveteau, Julien Tomas

Mortality Modelling 1

A Forecast Reconciliation Approach to Cause-of-death Mortality Modeling

  • Han Li, Hong Li, Yang Lu

Minimum Reversion in Mortality Models for Multiple Populations

  • Torsten Kleinow, Michel Vellekoop

A new inference strategy for general population mortality tables

  • Alexandre Boumezoued, Marc Hoffmann, Paulien Jeunesse

Long Term Care

Using Taiwan's National Health Insurance Database to Estimate Inpatient and Terminal Care of the Elderly

  • Jack C Yue

An Econometric Study on the Duration of Long-Term Care: Main Drivers and Substitution Effect

  • Michel Fuino and Joël Wagner

Pension and Social Security

Social Security and the Increasing Longevity Gap

  • Eytan Sheshinski, Frank N. Caliendo

The effect of longevity risk on the sustainability & inter-generational equity of public and private transfer systems

  • David McCarthy, Po Lin Wang

Annuities and Drawdown 1

Mortality Modelling 2

Consistently modelling unisex mortality rates

  • Peter Hieber

Coherent mortality forecasting for less developed countries

  • Pintao Lyu, Hong Li, Yang Lu

The Fundamental Factor Driving the Dynamics of Mortality Rates

  • Chenghsien Tsai, Richard D. MacMinn, Ko-Lun Kung

Friday, September 21

09:00 -10:30

Parallel Session II

Cause of Death Modelling and Forecasting 2

Modelling and Forecasting Suicide Rates

  • Yunus Ergemen, Malene Kallestrup-Lamb

Mortality Forecasting by Cause of Death and Basis Risk Modelling with Compositional Data

  • Julien Tomas, Samuel Piveteau

Forecasting Causes of Death using Compositional Data Analysis: the Case of Cancer Deaths

  • Soren Kjaergaard, Yunus Emre Ergemen, Malene Kallestrup-Lamb, Jim Oeppen, Rune Lindahl-Jacobsen

Socio-Economic Issues

Mortality Modelling 3

An investigation of period and cohort effects in multi-population data, with an application to French regional mortality data from 1901-2014

  • Hippolyte d’Albis, Florian Bonnet, David McCarthy, Po Lin Wang

Modelling and Forecasting Stochastic Mortality for Dependent Lives through Subordinators

  • Yuxin Zhang, Patric Brockett, Rafael Mendoza-Arriaga, Kumar Muthuraman

Unraveling relevant risk factors explaining pension fund mortality: a case study in the Netherlands

  • Frank van Berkum, Katrien Antonio, Michel Vellekoop

Mortality Modelling 4

Age Heaping in Population Data of Emerging Countries

  • Andres Barajas, Andrew Cairns, Torsten Kleinow

A Study of Morbidity and Mortality related to Diabetes Mellitus Type 2 in Taiwan

  • Hsin-Chung Wang, Jack C. Yue, I-Han Wang

QPP multi-population data analysis

  • Jie Wen, Andrew Cairns, Torsten Kleinow

Annuities and Drawdown 2

Longevity Risk Management

Cohort and Value-Based Multi-Country Longevity Risk Management

  • Jonathan ZIVEYI, Michael Sherris, Yajing Xu

A Further Investigation of Longevity Greeks: Dynamic Delta, Leverage Effect and Security Structures

  • Johnny LI, Kenneth Zhou

Constructing Out-of-the-Money Longevity Hedges Using Parametric Mortality Indexes

  • Johnny LI, Jackie Li, Uditha Balasooriyad, Kenneth Zhou

Parallel Session III

14:00 - 15:30

Pension Products and Financial Planning

Household default probability (HDP) in a two-person household financial planning model

  • Pawel Rokita, Pietrzyk Radoslaw

The Move Towards Riskier Pension Products in the World’s Best Pension Systems

  • Malene Kallestrup-lamb, Anne G. Balter, Jesper Rangvid

The Impact of Systematic Longevity Risk on Optimal Lifecycle Portfolio Choice with Tontines

  • Ralph Rogalla, Jan-Hendrik Weinert, Irina Gemmo

Health Status

Health Status Mortality Modeling Based on A Multiple-state Markov Aging Model

  • Yulong LI, Michael Sherris, Jonathan Ziveyi, Andrés Villegas Ramirez

Beyond health expectancy: a matrix approach to variance in healthy longevity, in prevalence- and incidence-based analyses

  • Hal Caswell, Virginia Zarulli

Longevity Risk & Forecasting

The many uses of VAR for Longevity Trend Risk

  • Steven J Richards, Iain Currie, Gavin Ritchie, Torsten Kleinow

The Importance Of Genetics On Longevity Risk. A Study Based On Half A Million Lives In The UK Biobank Cohort

  • Peter Banthorp

The role, or non-role, of constraints in the forecasting of mortality

  • Iain Currie

Longevity Solutions

Mortality Modelling 5

Mortality in the US by education level

  • Cristian Redondo Loures, Andrew J. G. Cairns

Gaussian Process Models for Mortality Rates and Improvement Factors: An Interactive R Markdown Approach

  • Jimmy Risk

AIR Longevity/Mortality Model

  • Kieran Borrett

Longevity Risk Transfer Transactions - A Legal and Regulatory Perspective