Keynote Speakers

Monday, October 11, 2021

Hosted by AFIR-ERM
ESG/Sustainability within Risk Management Framework
Based on his extensive experience, Ghislain will describe the current developments of ESG requirements in different jurisdictions. Noting that ESG requirements are still very much evolving, he will stress the different factors to take into account when integrating ESG within the risk management of an insurance company.

Ghislain Perisse

Ghislain is an insurance expert in regulatory, ALM, insurance solutions, private assets and ESG for insurers. He was previously working for Schroders from 2018 to 2021 and head of insurance solutions at AXA IM between 2010 and 2018. Along with the European insurance and asset management industry he created the TPT for Solvency II and EPT for Priips.

Ghislain has also held positions as Head of Structured Products at Morgan Stanley in London, Head of Quantitative teams at Merrill Lynch in New York/Hong Kong/Tokyo (Equity/funds linked products) and at Societe General Asset Management in Paris (Hedge funds, structured funds, private assets). He started his career as a FX derivative Quant at Commerzbank in Frankfurt, and then as a Fixed Income derivative Quant at Calyon in Paris. Master from Ecole polytechnique and PhD cycle in applied Mathematics.

Tuesday, October 12, 2021

Hosted by IAALS
The impact of Covid-19 on higher-age mortality

This presentation will look at Covid-19 mortality experience (mainly in the 50+ age group) and what impact this has had over the last two years and might have on future mortality.

We will first look at how Covid-19 mortality experience compares with all-cause mortality using English data, once we have allowed for varying infection rates across the population. A key conclusion is that there is a strong proportionality relationship between Covid-19 death rates and all-cause mortality by age and by socio-economic group (e.g. by deprivation). What we then observe as higher death rates in specific groups can then mainly be attributable to variations in infection rates (e.g. regional or socio-economic variation).

Second, we will look at the future mortality prospects for those who survive the pandemic. A simple model will be presented that allows us to explore this question. In the absence of secondary effects of the pandemic, survivors are likely to be healthier than the pre-pandemic population, with a corresponding small increase in life expectancies. However, further adjustments will need to be made when we begin to quantify the secondary impacts of Covid including long-term impairments ("long Covid") and the impact of delayed treatments for other illnesses such as cancers.

Andrew Cairns

Andrew is a professor in actuarial mathematics and statistics at Heriot-Watt University. His research interests have focused in recent years on modelling and measurement of mortality and longevity risk for life insurers and pension plans. He is an active member of the AFIR-ERM, ASTIN and Life sections of the International Actuarial Association and acted as editor-in-chief of ASTIN Bulletin from 2007-2017.

Wednesday, October 13, 2021

Hosted by PBSS
Retirement savings in the time of COVID-19
Abstract and bio to follow

Dr. Pablo Antolin (OECD)



Thursday, October 14, 2021

Hosted by IACA
Actuarial Work Arrangements In A Post-Pandemic World

In early 2020 working arrangements around the globe changed dramatically almost overnight. Many if not all actuaries found themselves working remotely and for some it may have been the first time ever. With restrictions easing up around the world, many companies are re-evaluating their workforce needs and wants – even in light of potential shifts once again due to virus variants. This panel discussion will evaluate lessons learned from the pandemic and discuss considerations for working arrangements going forward.

Michael Clark

Michael is a Managing Director and Consulting Actuary in River and Mercantile's Denver office. In his role he consults on all aspects of financial risk management for defined benefit plans. He is a Past President of the Conference of Consulting Actuaries and provides leadership to several committees. He is a Board member of the International Association of Consulting Actuaries. Michael is a frequent speaker at industry and professional association conferences on the topics of pension risk management and pension plan administration and has had several articles published in major trade magazines.

Friday, October 15, 2021

Putting the “I” in DE&I for Actuaries

Diversity, equity, and inclusion have been at the forefront for many companies and business leaders over the last couple of years. This was exacerbated with the onset of the pandemic and now many leaders are trying to navigate how to be inclusive in a world of hybrid and return-to-work settings. This session explores what it means to be inclusive and provides practical tips for consulting actuaries on how to be inclusive with their colleagues, clients, prospects, and others that interact with on a regular basis – whether in-person or virtual. We will look at how being inclusive can lead to professional success.

Kudzai Chigiji

Kudzai is an Actuary who works in technology and investments. Her actuarial background is in healthcare, life insurance and banking. She served as the 2018-2020 IACA Secretary/Treasurer.

Michael Clark

Michael is a Managing Director and Consulting Actuary in River and Mercantile's Denver office. In his role he consults on all aspects of financial risk management for defined benefit plans. He currently serves as Immediate Past President for the Conference of Consulting Actuaries as well as providing leadership to several committees. He is a Fellow of the Society of Actuaries, an Enrolled Actuary, a Fellow of the Conference of Consulting Actuaries, a Member of the American Academy of Actuaries, and recently passed the Level II Chartered Financial Analyst examination.

Cathy Lyn

Cathy flexes her actuarial skills as she blends naturally with all cultures and embraces actuaries from any country. Her international reach is extensive having served on the IAA Executive Committee, presently a member of the IAA Advance Committee. Other posts include a past Chair of IACA, and a past President CAA. Her focus is to influence the actuarial profession to take a capacity building path.