13:00 - 13:05: Welcome and introduction
13:05 - 14:05: Keynote Speaker: Ghislain Perisse (ESG / Sustainability within Risk Management Framework) (Slides)
14:05 - 14:20: Break
14:20 - 15:40: Presentations

• 14:20 - 14:40: Individual risk and collective decisions (Arthur Charpentier) (Slides)
• 14:40 - 15:00: Modern life-care tontines (Peter Hieber) (Slides)
• 15:00 - 15:20: Utility indifference pricing methods for incomplete markets (Michel Vellekoop) (Slides)
• 15:20 - 15:40: Ordered risk aggregation under dependence uncertainty (Yuyu Chen) (Slides)

13:00 - 13:05: Welcome and Introduction 
13:05 - 14:05: Keynote Speaker: Andrew Cairns (The impact of Covid-19 on higher-age mortality) (Slides)
14:05 - 14:20: Break
14:20 - 15:40: Presentations

• 14:20 - 14:40 (A1): Bayesian model averaging for mortality forecasting using leave-future-out validation (Karim Barigou) (Slides)
• 14:40 - 15:00 (A2): Estimating and modelling mortality rates in the absence of population data (Andrés Villegas) (Slides)
• 15:00 - 15:20 (A3): Pandemic mortality rates (Mathias Lindholm) (Slides)
• 15:20 - 15:40 (A4): A regression based approach for valuing longevity measures (Fabio Viviano) (Slides)

• 14:20 - 14:40 (B1): Assessing the risk to life and health insurance liabilities from climate change uncertainty (Richard Marshall) (Slides)
• 14:40 - 15:00 (B2): The effects of past and current air pollution exposure on multimorbidity, cognition, and disability in China (Cheng Wan) (Slides)
• 15:00 - 15:20 (B3): Driving longevity through educational attainment (Robert Brown) (Slides)
• 15:20 - 15:40 (B4): Implied bias in the valuation by multiple EV/EBITDA in public stocks in Mexico compared to the American market in pandemic times (Fernando Marine) (Slides)

 

13:00 - 13:05: Welcome and Introduction 
13:05 - 14:05: Keynote Speaker: Pablo Antolin (Retirement savings in the time of COVID-19) (Slides)
14:05 - 14:20: Break
14:20 - 16:00: Presentations

• 14:20 - 14:40 (A1): LocalGLMnet: an interpretable deep learning model (Mario Wüthrich) (Slides)
• 14:40 - 15:00 (A2): Multi-state health transition modelling using neural networks (Qiqi Wang) (Slides)
• 15:00 - 15:20 (A3): Multi-population mortality modeling with economic trends: A hybrid neural network approach (Katja Hanewald) (Slides)
• 15:20 - 15:40 (A4): Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Łukasz Delong) (Slides)
• 15:40 - 16:00 (A5): Metamodeling for variable annuity valuation: What works and what does not (Xiaochen Jing) (Slides)

• 14:20 - 14:40 (B1): Italian workers’ compensation systems: the measures to face Covid-19 and the impact on disabled workers’ survival (Daniela Martini) (Slides)
• 14:40 - 15:00 (B2): Measures taken in some EU countries to counteract Covid-19,and effects on the Italian workers’ compensation system (Rafaello Marcelloni) (Slides)
• 15:00 - 15:20 (B3): COVID-19 and its impact on health expenditure in Japan (Akio Yamaki) (Slides)
• 15:20 - 15:40 (B4): The annuity puzzle in the Brazilian complementary pension plans (Rodrigo Silva) (Slides)
• 15:40 - 16:00 (B5): "Triple lock" increases to the UK State Pension - proposal for a more sustainable approach (Martin Lunnon) (Slides)

13:00 - 13:05: Welcome and Introduction 
13:05 - 14:05: Keynote Speaker: Michael Clark (Actuarial Work Arrangements In A Post-Pandemic World) (Slides)
14:05 - 14:20: Break
14:20 - 15:40: Presentations

• 14:20 - 14:40 (A1): "Out on their own" - actuaries looking after individuals (Nigel Sloam) (Slides)
• 14:40 - 15:00 (A2): Are actuaries independent guardians of financial security or just telling a convenient tale? (Michael Fackler) (Slides)
• 15:00 - 15:20 (A3): Building Consulting Resilience through Challenging Times by Effective Networking (Octavio Rojas) (Slides)

• 14:20 - 14:40 (B1): Design and demand of retirement products in the accumulation phase - An analysis of the policyholders' perspective (Kea Schoder) (Slides)
• 14:40 - 15:00 (B2): Product sales strategy and risk-return efficiency (Wataru Hirose) (Slides)
• 15:00 - 15:20 (B3): A new approach to Markowitz portfolio optimization using ruin-based outcomes (Roberto Carcache) (Slides)
• 15:20 - 15:40 (B4): A probability of ruin approach to optimize pension fund investments (Abraham Hernández) (Slides)

13:00 - 13:05: Welcome and Introduction 
13:05 - 14:05: Keynote Speaker: Cathy Lyn, Kudzai Chigiji and Michael Clark (Putting the “I” in DE&I for actuaries) (Slides)
14:05 - 14:20: Break
14:20 - 15:40 Presentations

• 14:20 - 14:40: Covidnomics: what a pandemic can teach us about human behaviour (Neil Parkin) (Slides)
• 14:40 - 15:00: Impact of Covid - 19 in life insurance technical provisions (Luca Bianchi) (Slides)
• 15:00 - 15:20: Building resilience - Lessons from Covid-19 (Kenichi Kimura) (Slides)
• 15:20 - 15:40: COVID-19: Lessons learnt and going forward (Darshan Purmessur, Haedeh Nazari, Maryam Abdullah) (Slides)