Parallel Session Speakers
Jesús-Adrián Álvarez is a PhD candidate at the Interdisciplinary Centre on Population Dynamics of the University of Southern Denmark. He holds a master’s degree in Population Studies from the University of Groningen, the Netherlands. During 2016-17, he joined the Max Planck Institute for Demographic Research, where he completed the European Doctoral School of Demography in collaboration with Sapienza University of Rome. Previously, Jesús-Adrián served as an actuarial consultant at Willis Towers Watson and risk manager at AXA in Mexico City.
He is currently interested in the association between the inequality of lifespans and longevity risk of pension plans.
Kishore Ananda is a Senior Consultant in Aon’s UK Risk Settlement Group specialising in both longevity modelling and the implementation of longevity risk transfer transactions.
Kishore’s recent work includes project managing the placement of over £10+ Bn of longevity reinsurance for UK insurers and advising HSBC Bermuda on implementing the recent £7 Bn HSBC pension scheme longevity swap.
Kishore assisted the CMI Mortality Projections Committee’s with its review of alternative projection methods based on state space models and Kalman filters. Before joining Aon he worked as a post-doctoral research fellow specialising in general relativity and the modelling of complex astrophysical systems
Massimo Angrisani is a Full Professor of Actuarial Methods for Social Insurance at the Sapienza University of Rome. He was Department Director for several years at Sapienza University of Rome and at University of Cassino.
He is a fellow of the Italian Institute of Actuaries. He worked for the Reforms of the main pension systems of self-employed professionals. He has been a member or consultant of the main Italian Control Institutions: Ministry of Employment and Social Security, Italian Pension Funds Supervisory Commission (COVIP), Bank of Italy. He was a Consultant to the Italian Parliament for monitoring the Italian pension system.
His research work mainly concerns problems related to the sustainability of pension systems, both public and private. Since 2006 he has been developing the Logical Sustainability Theory for pension systems, a theory that aims to set logical mathematical rules for the sustainability analysis of pension systems.
Anne Balter is an Assistant Professor at the Department of Econometrics and Operations Research at Tilburg University in the Netherlands and a Netspar Research Fellow. She holds a Ph.D. degree from Maastricht University. She is an active researcher in the fields of mathematical finance and insurance, with a particular focus on model uncertainty, robust investments and pensions. She has provided useful insight in explaining and quantifying model ambiguity and its impact on financial investment and hedging strategies as well as on long term interest rates. She contributes to the Dutch pension debate and teaches the course ‘Empirical Finance’ and ‘Introduction to Finance and Actuarial Science’.
Guillaume BIESSY work as an R&D actuary for SCOR Global Life. He holds a PhD in Applied Mathematics from the Paris-Saclay University, an engineering degree from Telecom Bretagne, and a master’s degree from EURIA. He is also a member of the French Institute of Actuaries. Guillaume has been working on modelling the Long-Term Care (LTC) risk for 6 years within the dedicated R&D Centre at SCOR, whose activities cover construction of Best Estimate for the risk, support to local teams for development, pricing and reserving of LTC products as well as knowledge building and sharing on data analytics and biometric risk inference methodologies.
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.
BRAVO Jorge Miguel
Jorge Miguel Ventura Bravo is a Professor of Finance & Economics at NOVA IMS Universidade Nova de Lisboa and Invited Professor at Université Paris-Dauphine in Paris, France. He holds a PhD and BSc in Economics from University of Évora and a MSc in Monetary in Financial Economics from ISEG Technical University of Lisbon. He is Director of the Postgraduate Programs in Financial Markets and Risks and Data Science for Finance and is Co-Director of the Master Program in Law and Financial Markets, NOVA IMS & NOVA Law School. He is an Integrated Member of MagIC, NOVA IMS research and development center and integrated member of Banco Bilbao Vizcaya Argentaria (BBVA) Pensions Institute Scientific Experts Forum in Madrid, Spain. He Coordinates ORBio - Observatory of Biometric Risks of the Portuguese Life Insured Population, APS - Portuguese Insurers Association. He integrated as an external member the Interministerial Commission for the Reform of the Social Security System in Portugal. He works as scientific consultant for national & international public (Ministry of Finance; Ministry of Labour & Social Security; Statistics Portugal) and private institutions (Insurance companies, Pension Funds Association, Social Benefits Issuers Association, Calouste Gulbenkian Foundation,...) on research topics such as Ageing population & pension system reform, sustainability of social policies, macroeconomic & social impact of social policy, developing new financial solutions for the decumulation phase of pensions, hedging longevity & dependency risks at retirement. His work is published in prestigious academic journals such as the Journal of Banking and Finance, Insurance: Mathematics and Economics, Risk Management, Journal of Finance and Economics, International Journal of Applied Decision Sciences, CESifo DICE Report - Journal for Institutional Comparisons, MIT Press and World Bank books and in numerous official reports, monographs and IZA | CESifo | BBVA Pensions Institute Working Papers.
Brent Davis is a research economist at the TIAA Institute. His current research interests include behavioral economics, financial security, and household investment behavior. Previously, he spent several years as a postdoctoral researcher and lecturer in the Department of Public Finance at the University of Innsbruck in Austria. He is a member of the American Economic Association, the National Tax Association, and the American Risk and Insurance Association. He earned an M.S. and a Ph.D. in economics from Florida State University, and a B.S. in mathematics and economics from St. Lawrence University.
DI PALO Cinzia
Cinzia Di Palo is a tenure-track researcher in Mathematical Methods of Economics, Finance and Actuarial Sciences at the University of Cassino and Southern Lazio.
She received her Master Degree in Mathematics from the University of Naples and her PhD in Mathematics for Economics and Financial Applications from the Sapienza University of Rome. She also received a research grant for the project “Longevity Problems in Life Annuity Products” from the DIMET Department (Department for Istituzioni, Metodi quantitative e Territorio) of the University of Cassino.
Her research in the areas of actuarial science focuses on the pension systems sustainability and the longevity risk assessment. She is currently involved in research projects on the development of the Logical Sustainability Theory for pension systems, a theory aimed at deducing logical mathematical rules for the sustainability analysis of pension systems.
EL MEKKAOUI DE FREITAS Najat
Najat El Mekkaoui de Freitas is professor and research fellow at the University Paris Dauphine (LEDa-DIAL Economic Department). Her research focuses on the economics of aging, demographic changes and social security programs in MENA region. She is research fellow at Economic Research Forum (ERF) and NETSPAR and she is involved with the UN-ESCWA and the National Council of Human Rights (Morocco) to promote and to protect the rights of older persons. Each year she coordinates an International Conference on Pension, Insurance and Savings.
Tyron Fouche is the CEO and founder of Nobuntu, an award winning start-up, which has developed a peer-to-peer pensions product (built on the foundation of tontine thinking). He is a UK FIA actuary with corporate experience in the insurance industry in South Africa and China. He serves as a Subject Matter Expert on the Oxford Blockchain and Fintech programs"
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.
Jin GAO is an Assistant Professor in the Department of Finance and Insurance at Lingnan University in Hong Kong. His current research interests include asset pricing theory, risk modeling in financial products and dynamic general equilibrium models to problems in risk sharing and financial products demand. He received his PhD in Risk Management and Insurance from Georgia State University (GSU). He has publications in journals in risk management, actuarial science and corporate finance, including Insurance: Mathematics and Economics, the North American Actuarial Journal, and the Journal of Banking and Finance. Prof. Gao serves on the Continuing Education Committee of the Hong Kong Society of Financial Analysts.
Hamza Hanbali is a Post-Doctoral researcher in the Actuarial Research Group at KU Leuven, Belgium. His research interests revolve around aspects of management and measurement of insurance risks, quantitative finance, and dependence modelling. Hamza holds a M.Sc. in Actuarial Sciences from UC Louvain, Belgium, and a Ph.D. degree in Business Economics from KU Leuven. He was previously working as an Actuary in the risk management department of AXA Belgium.
Andrew Hunt is a research director at Pacific Life Re, based in London. He is part of the global team developing the assumptions for mortality, longevity and morbidity and leads the sub-team that specialises in projecting trends in mortality rates across the world. Before this, he obtained a PhD in Mortality Modelling and Longevity Risk Management from Cass Business School, which focused on the development of new mortality models and their application in measuring longevity risks in pension schemes. He is also a qualified pensions actuary in the UK, having worked for five years as a pensions consultant. His research interests include developing and applying new statistical techniques in the modelling of mortality rates, and the practical use of these to help with the quantification, management and transfer of longevity risk.
Malene KALLESTRUP-LAMB is an Associate Professor of Economics at CREATES, the Department of Economics and Business Economics at Aarhus University and a PeRCent Research Fellow. She is an active researcher in the fields of time series econometrics and microeconometrics, with particular focus on mortality, longevity, ageing, pension, retirement and health. She has provided useful insight in explaining and identifying longevity trends and contributed with new types of mortality data that allows both pension funds and governments the ability to account for characteristics such as marital status, affluence, and cause of death in the estimation and forecast of mortality. She teaches the course ‘Life Insurance and Pension Economics’ and is the coordinator of Finance courses for the Economics program and the master program in Finance and International Business.
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.
I-Chien Liu is an Assistant Professor of the Department of Insurance and Finance at National Taichung University of Science and Technology in Taiwan. He earned his Ph.D. from the Department of Risk Management and Insurance at National Chengchi University in Taiwan. His research areas cover embedded options for insurance products, reverse mortgage, mortality modelling and longevity risk. He has published articles in the Journal of Risk and Insurance, Insurance: Mathematics and Economics, and Geneva Papers on Risk and Insurance-Issues and Practice.
LIU Yanxin (Graham)
Yanxin (Graham) Liu is Assistant Professor of Actuarial Science at the University of Nebraska-Lincoln. He holds Ph.D and M.Math degrees from the University of Waterloo and he is an Associate of the Society of Actuaries (ASA). His research interests include 1) mortality modeling and forecasting, 2) mortality-linked securities pricing, and 3) mortality/longevity risk measurement and management. His research on longevity risk has been published on top-tier journals such as Insurance: Mathematics and Economics and ASTIN Bulletin. He is also a frequent speaker at various international conferences including the International Longevity Risk and Capital Markets Solutions Conference.
Pintao Lyu is a Ph.D. candidate in Tilburg University and Nationale-Nederlanden Life. His research focuses on longevity risk management. In his academic career, he has conducted researches that are sponsored by the Society of Actuaries and Netspar, served as the teaching assistant to econometrics and risk management courses, and refereed academic journals. In additions, he works in Nationale-Nederlanden Life to improve the internal models and the longevity risks solutions.
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.
Andrea Nigri is a Ph.D. student at Sapienza University of Rome. He received his master degree in statistics and a further master degree in Big Data.
Since 2015 he has been working as a biostatistician and co-author of publications in medical journals. In 2016 Andrea is a research fellow at the Local Health Department of Padua (epidemiological surveillance of Mesothelioma). From 2017 during his first year of Doctoral School, he attended the EDSD program (European Doctoral School of Demography) at the CPop in Odense.
His research interests are mortality forecasting using Statistical Learning and Deep Learning methods and the evolution of life expectancy and lifespan inequality.
Michael Papadopoulos is a Ph.D candidate in the Economics department at The New School for Social Research, as well as a researcher at the Retirement Equity Lab within the Schwartz Center for Economic Policy Analysis. His academic and policy research focuses on the labor market for older workers, particularly in the context of eroding retirement preparedness and an emerging contingent and alternative labor market.
REDONDO LOURES Cristian
Cristian Redondo Loures is a Research Fellow at Heriot Watt University, working in the project "Modelling, Measurement and Management of and Morbidity Risk". His main research interest is the use of stochastic mortality modelling to analyse inequalities in cause-of-death mortality and the key drivers behind them.
Ralph Rogalla is the MetLife Associate Professor in the School of Risk Management, Insurance and Actuarial Science at St. John’s University in New York. He received his Ph.D. in Finance and his habilitation from Goethe University in Frankfurt, Germany, and he was Metzler Visiting Professor at the Wharton School, University of Pennsylvania, in 2014. His research focuses on pension finance and household portfolio choice, and it has been published repeatedly in leading academic journals in the fields of risk management, finance, insurance, and actuarial science.
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).
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.
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.
Julien Tomas is leading the Longevity R&D Center in SCOR Global Life covering the assessment of longevity-mortality risk process. Julien’s current research deals with mortality dynamics by cause of death and non-parametric statistical techniques. Julien holds a Ph.D in applied mathematics from the University of Amsterdam and was a postdoctoral fellow in the laboratory of Financial and Actuarial Sciences, ISFA - University of Lyon 1 in partnership with the French Institute of Actuaries. Julien continues teaching survival modeling and demography at University of Paris Dauphine
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 focuses on 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.
Andrés Villegas is a Senior Lecturer at the School of Risk and Actuarial Studies at UNSW Sydney and an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research (CEPAR) where he was previously a Research Fellow. He completed his doctoral studies at Cass Business School in London focusing on the projection of mortality and the analysis of socio-economic mortality differentials. Andrés’s research interests include longevity risk management, the design of retirement income products and the application of data analytics techniques in actuarial science and finance. Andrés is committed to the development of tools that can help making academic research more accessible to industry and to the wider actuarial community. He is the developer and maintainer of the R Package StMoMo for stochastic mortality modelling which is now being widely used by researchers, longevity risk managers, insurance supervisors and students around the world.
Mengyi Xu is a Senior Research Associate at the Australian Research Council Centre of Excellence in Population Ageing Research (CEPAR). She has completed her PhD in Actuarial Studies at UNSW Business School. Her research interests include retirement financial products, pension fund management and longevity modelling. She is a Fellow of the Institute of Actuaries of Australia.
Sharon S. Yang is a professor in the Department of Money and Banking at the National Cheng-Chi University (NCCU) in Taiwan. Sharon received her Ph.D. in actuarial mathematics at Heriot-Watt University in the U.K. and her Masters Degree in Actuarial Science at University of Iowa in the U.S. Her research interests cover pension fund management and investment, financial product innovation, actuarial science, risk management, asset allocation and ESG Investing. Her research appears in Journal of Risk and Insurance, Insurance Mathematics and Economics, Austin Bulletin, The Geneva Papers on Risk and Insurance and Quantitative Finance, Journal of Futures Markets. In addition to academic experience, Sharon also serves as the supervisor of the Pension Fund Association, the director of the Financial Engineering Association of Taiwan, the director of the Taiwan Insurance and Risk Association, the advisor of Taiwan Insurance Guarantee Fund, a reviewer of structure notes issued with insurance products for Taiwan Financial Service Roundtable and a member of the discipline committee for Actuarial Institute of Republic of China. She also involves in many government and industry research projects regarding pension fund management, insurance regulation, longevity risk, ESG investing and alternatives assets.
YUE Ching-Syang Jack
Ching-Syang Jack Yue is a consultant and an actuary, as well as a professor of the Statistics Department at College of Commerce, National Chengchi University in Taiwan. Jack founded the Statistical Consulting Center in 1997 at College of Commerce, National Chengchi University. He served as the Chair of Statistics Department in 2003-05 and the director of Survey Center in 2008-10 at the National Chengchi University. Jack has been a consultant for Taiwan’s government agencies (e.g., Ministry of Interior and Insurance Bureau), several private insurance companies and Taiwan Insurance Institute. He was also the chair of the Taiwan Population Association and an advisor of the Review Committee of Life insurance Products of Financial Supervisory Commission. Jack has been incorporating statistical thinking and quantitative analysis into solving the big data problems, especially in the longevity study and its impact on financial management.
Yuxin Zhang is a fourth year Ph.D. candidate (entering the fifth year) in the Department of Information, Risk, and Operations Management (IROM), the McCombs School of Business, University of Texas at Austin. Her main research interests lie in longevity risk management and catastrophe management. She also conducts research in big data analytics and the intersection of risk management and machine learning.
Rui Zhou is a Senior Lecturer 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 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 Journals.
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.
Jonathan Ziveyi is an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research based at the UNSW Business School where he is a Senior Lecturer in the School of Risk and Actuarial Studies. He received his PhD in Quantitative Finance from the University of Technology Sydney where his thesis was on the evaluation of early exercise exotic options. His current research interests include longevity risk management, valuation of guarantees embedded in variable annuities and option pricing under stochastic volatility. His research output has been published in esteemed quantitative finance and actuarial journals such as Insurance: Mathematics and Economics, Quantitative Finance among others and has been presented at various international conferences.