Longevity 15 Parallel Sessions

• "Reverse Mortgage with Surrender Options: An Application of Intensity-Governed Modelling"
  Tianxiang Shi & Yung-Tsung Lee
• "Life Settlement Pricing and Evaluating Optimal Asset Allocation Considering Life Settlements in Presence of Longevity Risk"
  Sharon Yang & Yu-Yun Yeh
• "Behavioral Factors for Mortality Risk: Evidence from Structured Settlements"
  Nan Zhu, Daniel Bauer & Jochen Russ

• "Waste Not - Calibrating Mortality Models using All Information"
  Tim Gordon
• "Stochastic Mortality Models - The Missing Ingredients"
  Kishore Ananda
• "Mortality Accelerations - Modelling Improvements in Spain"
  Andrew Hunt & Giulia Padovan

• "The Economics of Sharing Macro-Longevity Risk"
  Annick Vvan Ool, Dirk Broeders & Roel Mehlkopf
• "The 100 - Year Family"
  Les Mayhew & David Smith
• "Linking Retirement Age to Life Expectancy does not Lessen the Demographic Consequence of Unequal Lifespans"
  Jesus-Adrian Alvarez, Malene Kallestrup-Lamb, Soren Kjaergaard & James Vaupel

• "How Neighbourhood Characteristics can Predict Your Longevity"
  Andrew Cairns, Jie Wen & Torsten Kleinow
• "Assessing Longevity Inequality in the US: What can be said about the Future?"
  Han Li

• "Immediate Needs Annuity"
  Karin Frohling
• "Prospective Modelling in a Long Term Care Insurance Portfolio"
  Guillaume Biessy
• "An Investigation into the Suitability of using the SHARE and ELS Databases for the Creation of Long Term Care Projection Models"
  David Smith, Ben Rickayzen, N Bannerman & Martin Karlsson
• "Health Status and Functional Disability with Systematic Trends:  A Comparison between China and US"
  Mengyi Xu, Yu Fu, Michael Sherris & Zixi Li

• "Pricing and Hedging of GMBs in Variable Annuities under Stochastic Volatility and Interest Rates using Power Series Approximation Techniques"
  Jonathan Ziveyi & Nikolay Gudkov
• "Individual Tontine Accounts"
  Richard Fullmer & Michael Sabin
• "Tontines in the UK"
  Tyrone Fouche

"A Combined Analysis of Hedge Effectiveness and Capital Efficiency in Longevity Hedging"
Arne Freimann, Matthias Borger, Jochen Russ

"Incorporating the Association between Socioeconomic Status and Mortality Index-Based Longevity Hedges"
Pintao Lyu, Johnny Li, Kenneth Zhou

"Recent Declines in Life Expectancy: Implication on Longevity Risk Hedging"
Johnny S-H Li & Yanxin Liu

"Index Based Longevity Hedging as a Practical Risk Mitigation Tool for Deferred Pension Liabilities"
Andrew Cairns & Alan Rae

"A Tale of Two Pension Plans: Measuring Pension Plan Risk from an Economic Capital Perspective"
Pradip Tapadar, D Andres, S Bonnar, L.J. Curtis, J.S. Oberio and A Pittea

"The Move towards Riskier Pensions:  The Impact of Financial Risk and Longevity"
Anne Balter & Malene Kallestrup-Lambe

"Logical Sustainability Theory for Pension Systems: Immunization of Longevity Risk"
Massimo Angrisani & Cinzia Di Palo

"The Role of a Longevity Insurance for Defined Contribution Pension Systems in Latin America"
Marco Morales & Solange Bernstein.

• "Lifetime Healthcare Expenditure across Socioeconomic Groups"
  Malene Kallestrup-Lamb & Alexander Marin
• "Climate Change and Health Insurance Purchases: Evidence from Heatwaves in the US"
  Yuxin Zhang & Dafeng Xu
• "Financial Literacy and Retiree Health Care Cost"
  Brent Davis, Robert Clark, David Richardson
• "An Equilibrium Model for Health and Mortality Immunisation"
  Hua Chen, Jin Gao & Wei Zhu

• "Cause of Death Specific Cohort Effects in US Mortality"
  Cristian Redondo Loures & Andrew Cairns
• "Coherent Causes of Death Mortality Extrapolation at High Ages with Compositional Time Series"
  Samuel Piveteau & Julian Tomas
• "Cause-Specific Mortality Rates: Common Trends and Differences"
  Viktoria Glushko & Severine Arnold
• "Mortality Forecasting by Cause of Death and Experts Judgements Integration with Compositional Data"
  Julian Tomas & Samuel Piveteau

• "On the Welfare of Pension Decumulation Strategies"
  Najat El Mekkaoui de Freitas & Jorge M. Bravo
• "Addressing Life Expectancy Gap in Pension Policy"
  Jorge Bravo, Mercedes Ayuso, Robert Holzmann
• "How Diversifiable are Eurozone State Pension Liabilities?  An Application of a Multi-Country Bayesian Cohort-Based Approach with a Vector Error-Correction Model Prior"
  David McCarthy
• "The Impact of a Social Security Proposal for Catch-up Contributions"
  Anthony Webb, Wei Sun, Teresa Ghilarducci & Michael Papadopoulos

• "Pricing Longevity Swaps via Option Decomposition"
  Jorge Bravo & J.P. Nunes
• "The Interplay between Longevity and Mortality Risks: Joint or Stand-alone Pricing"
  Hamza Hanbali & Andres Villegas
• "Modeling and Pricing Longevity Derivatives using Skellam Distribution"
  I-Chien Liu, Ko-Lun Kung & Chou-Wen Wang
• "Dynamic Vine Copula in Mortality Modelling"
  Rui Zhou & Min Ji

• "Risk-Seeking Behavior and its Implications for the Optimal Decision Making of Annuity Insurers"
  Yijia Lin, Cuixia Chen & Ming Zhou
• "Longevity and Decomposition of the Cost of Annuities"
  Cinzia Di Palo
• "The Impact of Systematic Longevity Risk on Optimal Lifecycle Portfolio Choice with Participating Annuities under Intertemporal Correlation Aversion"
  Ralph Rogalla

• "A Data Analytic Paradigm for the Construction, Selection and Evaluation of Mortality Models"
  Andres Villegas, Dilan Sridaran, Michael Sherris & Jonatha Ziveyi
• "A Statistical Method for Mortality Data Correction in the Absence of Fertility Data"
  Alexandre Bouezoued
• "A Deep Learning Approach to Forecast Life Expectancy"
  Andrea Nigri

• "Trends and Differences in Cancer Morbidity and Mortality Risk in England"
  Ayse Arik, A Dodd, A. Cairns, and  G. Stretfaris
• "Cancer Insurance and Longevity Risk"
  Jack Yue
• "Cancer Insurance Longevity Risk Management - A Natural Hedging Approach"
  Karen Su & Jack C. Yue.

• "Gompertz Law Revisited:  Forecasting Mortality in a Multi-Factor Framework"
  Hong Li, Ken Tan, Shripad Tuljapurkar & Wenjun Zhu
• "It Takes Two: Why Mortality Trend Modeling is more than Modeling one Mortality Trend"
  Johannes Schupp, Matthias Borger & Jochen Russ
• "Killing off Cohorts: Forecasting Mortality of Non Extinct Cohorts with the Penalized Composite Link Model"
  Soren Kjaergaard, S Rizzi, M Bergeron Boucher, C.G. Camarda, R. L. Jacobson & James Vaupel