Parallel Sessions

The following presentations have been accepted for the Longevity 16 Conference:

Friday 13th August 2021
Parallel Session I  (Morning - 90 minutes)

Mortality and Population Modelling I

  • Model-based Recursive Partitioning for Mortality and Longevity
    Julian Tomas
  • Estimation and projection of age-cohort continuous time affine mortality models: a multicountry Comparison
    Francesco Ungolo

Covid-19 Pandemic I

  • Looking forward, what lessons can we learn from the Covid
    Andrew Cairns
  • Projecting Mortality in Post-pandemic Era
    Maria Carannante
  • The Impact of Mortality Shocks on Modeling and Insurance Valuation as Exemplified by COVID-19
    Simon Schnurch

Longevity Hedges

  • A New Class of Longevity Hedges and Optimization of Associated Basis Risk
    David Schrager
  • Longevity Hedge Effectiveness Using Subgroup Indices
    Nicolai Søgaard Laursen
  • The Impact of Long Memory in Mortality Differentials on Index-based Longevity Hedges
    Kenneth Zhou

Annuities and Equity Release

  • Unravelling the Contribution of Financial and Longevity Risks to Stochastic Changes in Life Annuities
    Jesus-Adrian Alvarez
  • A Volterra Integral Equation Numerical Approach to Evaluate Variable Annuities Embedding Difference Guarantees
    Antonio Luciano Martire
  • A Market Consistent Approach to the Valuation of No Negative Equity Guarantees and Equity Release Mortgages
    Kevin Dowd

Friday 13th August 2021
Parallel Session II  (Afternoon - 90 minutes)

Longevity Risk Transfers

  • On the Economics of the Longevity Risk Transfer Market
    Arne Freimann
  • The Crude Mortality Rate and The Pharmaceutical Index
    Nicolai Søgaard Laursen
  • Buy-ins, Buy-outs, and the Creation of Value
    Richard MacMinn

Covid-19 Pandemic II

  • A Multi-parameter-level Model for Simulating Future Mortality Scenarios with COVID-alike Effects
    Rui Zhou
  • Trends in U.S. Population and Insured Mortality
    Dale Hall
  • Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps
    Shimeng Huang

Pensions

  • Dividing the pot: The Impact of Longevity
    Anne Balter
  • Valuation of a Pension Contract Guarantee from the Individual Point of View
    Julie Thogersen
  • Death and Taxes: Public Pensions and Endogenous Longevity
    Federick Christensen

Mortality and Population Modelling II

  • Modelling Best Practice Life Expectancy using Gumbel Autoregressive Models
    Anthony Medford
  • Optimisation In Life Saving Models of Mortality
    Jim Oeppen
  • Age Heaping in Population Data of Emerging Countries
    Andres Barajas Paz

Saturday 14th August 2021
Parallel Session III  (Morning - 90 minutes)

Causal and Survival Models of Mortality

  • Forecasting, Interventions and Selection: The Benefits of a Causal Mortality Model
    Snorre Jallbjørn
  • Survival Analysis of Longitudinal Data: the Case of English Population aged 50 and over
    Marjan Qazvini

Cause of Death Mortality Modelling

  • Analysis of Historical U.S. Population Mortality Improvement Drivers,1959-2016
    Andres Villegas
  • Indirect Estimation of Cause-of-Death Mortality from Life Expectancy
    Andrea Nigri
  • Cohort effects in US Cause-of-Death Mortality Data
    Andrew Cairns

Healthcare and Long-term Care Insurance

  • Predicting the Demand of Disability via Multi-state Markov Transition Model: A Case Study in Taiwan
    Chih-Kai Chang
  • Using Taiwan National Health Insurance Database to Explore the Need of Long-term Care
    Jack Yue
  • An Empirical Study of Loss Ratio of Cancer Insurance in Taiwan
    Hsin-Chung Wang

Health and Retirement Inequalities I

  • Retirement Burden in China: The Long Term Impact of Air Pollution
    Chen Wang
  • Inequality in the Length of Life: Moving Beyond Conventional Lifespan Measures and Approaches
    Jorge M. Bravo
  • Intergenerational Actuarial Fairness when Longevity Increases: Amending the Retirement Age
    Jorge M. Bravo

Saturday 14th August 2021
Parallel Session IV  (Afternoon - 60 minutes)

Socio-economic Mortality Indices

  • A New Socio-Economic Mortality Index for England
    Jie Wen
  • Mortality by Socioeconomic Category in the United States
    Ronora Stryker

Health and Retirement Inequalities II

  • Socio Economic Disparities in Cancer Risk
    Ayse Arik
  • Counting the Cost of Inequalities – putting an Economic Value on Health
    Les Mayhew

Mortality and Population Modelling III

  • Mortality Forecasting with s-percentiles of the Distribution of Deaths
    Trifon Missov
  • Deepening Lee-Carter for Longevity Projections with Uncertainty Estimation
    Mario Marino

Covid-19 Pandemic III

  • Long Term Mortality Trends before and after Extreme Crisis
    Marius Pascariu
  • Flexible Modelling of Portfolio Mortality Levels in time, with Application to Periods including Mortality Shocks
    Stephen Richards