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
- 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
The Role of Deferred Group-Self Annuitisation Products for Australian Retirees
- Estelle LIU, David Bell
Portfolio insurance strategies for target annuitisation funds
- Mengyi Xu, Michael Sherris, Adam Wenqiang Shao
- Jennifer Alonso-Garcia, Michael Sherris, Samuel Thirurajah, Andres Villegas, Jonathan Ziveyi
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
An Investigation into the impact of Deprivation on Demographic inequalities in Adults
- Les Mayhew, Gillian Harper, Andres R Villegas
- Ahmad Salahnejhad Ghalehjooghi, Pintao Lyu
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-Linked Annuities: Benefit Structures and Risk Sharing Profiles
- Annamaria Oliveri
- Elio Sanchez
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
- Peter Banthorp
The role, or non-role, of constraints in the forecasting of mortality
- Iain Currie
Longevity Solutions
Anticipating the new life market: Bounds for longevity-linked derivatives
- Hamza Hanbali, Daniël Linders, Jan Dhaene
- Nigel Aston
Creating Effective and Innovative Index-based Longevity Solutions
- James Maloney
Mortality Modelling 5
Mortality in the US by education level
- Cristian Redondo Loures, Andrew J. G. Cairns
- Jimmy Risk
AIR Longevity/Mortality Model
- Kieran Borrett
Longevity Risk Transfer Transactions - A Legal and Regulatory Perspective
Longevity Risk Transfer Transactions - a legal and regulatory perspective
- Nicholas Bugler, Kirsty Maclean