Parallel Session Speakers
Alexandre Boumezoued is leading the Research & Development team in Milliman Paris office, covering modelling topics in life and non-life insurance as well as financial risks. Alexandre's current research interests deal with stochastic population dynamics and its use for longevity and mortality risks purposes, stochastic micro/macro non-life reserving models, as well as calibration methods for interest rate and credit risk models. During the last years, Alexandre has given talks in international conferences and working groups worldwide, and courses in actuarial centers in France. Alexandre received his PhD in Applied Mathematics from Paris 6 University (Probability and Random Models Laboratory), for which he has been awarded by the 2016 PhD SCOR Actuarial Prize.
Arne Freimann is a consultant at the Institut für Finanz- und Aktuarwissenschaften (ifa), an actuarial consulting firm based in Ulm, Germany. The focus of his consulting work is the development and technical implementation of innovative life insurance products as well as modeling and management of biometric risks. Arne is a Ph.D. student in actuarial science at the institute of insurance science at Ulm University. His research interest lies in longevity risk management, with a focus on structuring and pricing of longevity hedges.
Arne holds a Master of Science in Mathematics and Management from Ulm University and a Master of Science in Mathematics from Illinois State University. He is also a junior member of the German Society of Actuarial and Financial Mathematics (DGVFM).
Karin Fröhling, within Hannover Re is responsible for the longevity business the company writes on a global basis. Over the last years Hannover Re has acquired more than EUR 20bn of enhanced annuity and pension fund liabilities mainly in the UK but also in a number of other European countries. She joined Hannover Re in 1984 and had a major role in developing the groups life and health business. During her career Karin was responsible for a variety of markets with a specific focus on the UK, US, Australia and South Africa. Since 2004 she has been looking after the company’s longevity business. Karin holds a degree in Mathematics and is a member of the Deutsche Aktuar Vereinigung.
Richard Fullmer is the founder and chief executive of Nuova Longevità Research, a consultancy that specializes in retirement and pensions research. His role focuses primarily on longevity risk, plan design, and investment strategy.
Mr. Fullmer has over 25 years of investment experience. Prior to his current role, he held senior portfolio strategy roles at T. Rowe Price and at Russell Investments, where he specialized in retirement plans, endowments and foundations, and other asset allocation problems. Mr. Fullmer has written extensively on topics pertaining to longevity and sustainability risk, tontine finance and mortality-pooled investment design, portfolio strategy, spending strategy, and insurance strategy. He is a recipient of the Edward D. Baker III Journal Research Award from the Investments and Wealth Institute, a member of the Advisory Board of the Journal of Retirement, and has served as a senior partner to the Wharton Pension Research Council at the University of Pennsylvania.
Søren KJÆRGAARD is a Ph.D. candidate at University of Southern Denmark where he is affiliated with the Center on Population Dynamics (CPop). He received his master degree from the in Economics at Aarhus University. Research interests are mortality forecasting, cause-of-death modelling, and time series econometrics.
Yung-Tsung Lee is an Associate Professor in the Department of Banking and Finance, National Chiayi University. Professor Lee earned his PhD degree from the Department of Risk Management and Insurance at National Chengchi University. Professor Lee’s research interests include asset liability management, actuarial science and pension.
Han Li is a lecturer in the Department of Actuarial Studies and Business Analytics at Macquarie University. Before joining Macquarie, she worked at UNSW Sydney as a Senior Research Associate. She received a Bachelor of Commerce (Honours) degree in Actuarial Studies at the University of Melbourne and completed her PhD degree in Econometrics and Business Statistics at Monash University. She is an Associate of the Institute of Actuaries of Australia. She has a broad range of research interests around longevity and mortality risks, population ageing and retirement financial products. Specifically, much of her research expertise centers on mortality modelling and forecasting using advanced econometric and statistical techniques. She has attracted research funds from the Society of Actuaries and her research has been published in top tier journals including Insurance: Mathematics and Economics, ASTIN Bulletin, Annals of Actuarial Science and Journal of Forecasting.
Hong Li is a tenure-track assistant professor in Warren Centre of Actuarial Studies and Research, Asper School of Business ,University of Manitoba. Prior joining Warren Centre, he worked as a tenure-track assistant professor in School of Finance, Nankai University for 3 years. Hong’s current research focuses on data analytics in the field of insurance, with specialties in longevity and financial risk management, automobile insurance, and agriculture insurance.
Yijia Lin is the N. Z. Snell Life Insurance Professor at the University of Nebraska - Lincoln. She earned BA degree in insurance and MA degree in finance and insurance both at Beijing Technology and Business University. Dr. Lin earned her Ph.D. in Risk Management and Insurance at Georgia State University. She is also a Chartered Financial Analyst (CFA®) Charterholder.
Dr. Lin’s research interests are in risk management, insurance, pensions, longevity/mortality securitization and actuarial science. She has published papers in the Journal of Risk and Insurance, the North American Actuarial Journal, the Insurance: Mathematics and Economics, the Journal of Management, and others. She is a Co-Editor of the North American Actuarial Journal and serves in the Editorial Board of the Journal of Risk and Insurance.
Dr. Lin won the Harold D. Skipper Best Paper Award from the Asia-Pacific Risk and Insurance Association in 2006, the Ernst Meyer Prize for University Research Work from the Geneva Association in 2007, the Annual Prize for the Best Paper Published in 2007 from the North American Actuarial Journal in 2009, the Brockett-Shapiro Actuarial Journal Award from the American Risk and Insurance Association in 2014, the Robert I. Mehr Award for a Literature Contribution Having a Ten-Year Impact in the Field of Risk Management and Insurance from the American Risk and Insurance Association in 2015, and the Early Career Scholarly Achievement Award from the American Risk and Insurance Association in 2016.
Marco Morales is an Associate Professor of Economics at the Universidad Diego Portales. Ph.D. in Economics from Boston University. Previously he has served as Head of the Research Division of the Superintendency of Securities and Insurance, Economic Advisor at the Ministry of Finance, and Economist at the Research Department of the Superintendency of Banks and Financial Institutions. He has also been consultant to the International Federation of Pension Administrators (FIAP), Corporate Affairs Division of the OECD, Division of Operations and Financial Sector Policy of the World Bank, and to the Division of Statistics and Projections of ECLAC. From 2015 is member of the Investment Technical Council at the Superintendency of Pensions in Chile.
Johannes Schupp is a consultant at the Institut für Finanz- und Aktuarwissenschaften (ifa), an actuarial consulting firm based in Ulm, Germany. His main areas of expertise are the development of innovative life insurance products and the application of Data Analytics methods in the insurance context. In addition, he accompanies projects with a focus on the modeling and management of biometric risks, in particular longevity risk.
Johannes is a PhD student in actuarial science at the institute of insurance at Ulm University. His research topics focus on mortality modelling and the identification of long-term changing mortality trends. He holds a Master of Science degree from Ulm University and is a member of the German Society of Actuaries (DAV).
Pradip Tapadar is a Senior Lecturer in Actuarial Science at University of Kent. He is a Fellow of the Institute and Faculty of Actuaries in UK and also a Fellow of the Institute of Actuaries of India. Pradip's doctoral thesis “The impact of multifactorial genetic disorders on long-term Insurance” was researched at Heriot-Watt University. His undergraduate and postgraduate studies were in Statistics at the Indian Statistical Institute, Kolkata, India, and he holds a postgraduate diploma in Actuarial Science from Heriot-Watt University.
Before coming to academia, Pradip has worked in the life insurance industry; his business exposure includes product development, pricing, valuation, financial reporting, and business planning experience with HDFC Standard Life Insurance Company in India and also with Standard Life in UK.
Pradip’s research interests include:
*Economic capital and financial risk management of financial services firms and pension schemes; and
*Public policy aspects of insurance risk classification.
VAN OOL Annick
Annick van Ool is a PhD student at the Finance department at Maastricht University and a Junior Research Fellow of Netspar. Her research focuseson risk sharing and investing for pension funds. She holds a Master’s degree in Quantitative Finance and Actuarial Sciences at Tilburg University. Moreover, she works at the Dutch central bank where she has worked as a policy advisor at the pensions department and currently works as a data analyst at the insurance department.
Nan Zhu is an Assistant Professor of Risk Management at the Smeal College of Business, Pennsylvania State University. He earned his B.S. and M.S. in Financial Mathematics, and B.A. in Economics, all from Peking University in China, and received his PhD in Risk Management and Insurance from Georgia State University. His doctoral thesis was supported by the 2011 Research Grant from the Geneva Association. He is a Fellow of the Society of Actuaries (FSA) and Charted Enterprise Risk Analyst (CERA).
Dr. Zhu’s research interests include stochastic mortality modeling, secondary life market, longevity risk management, and insurance contract theory. He has published in the Journal of Risk and Insurance, The North American Actuarial Journal, The Geneva Papers on Risk and Insurance. His paper, “Lapse-and-Reentry in Variable Annuities”, was awarded the 2017 Redington Prize by the Society of Actuaries.