Program

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Day 1

8:30 – 9:00 Registration
9:00 – 9:15 Opening Remarks – Lecture Theatre 1
9:15 – 10:00

Plenary Session 1 – Lecture Theatre 1
The global pension crisis – a view from academia
Mary Hardy, University of Waterloo

10:00 – 10:30 Coffee Break
10:30 – 11:15

Plenary Session 2 – Lecture Theatre 1
Pricing and hedging variable annuities products: Guaranteed Lifelong Withdrawal Benefits
Yue Kuen Kwok
, Hong Kong University of Science and Technology

11:15 – 12:15
Parallel Session 1
Longevity Risk – Lecture Theatre 1Optimal Dividends – Cohen TheatreRisk Models I – Rio Tinto Theatre
Longevity risk: retirement product innovation and risk management strategies
Doreen Kabuche
Optimal hybrid dividends under transaction costs
Hayden Lau
When (not) to use abstract dependence structures: theoretical and practical considerations
Benjamin Avanzi
Financial engineering: A new longevity bond to manage individual longevity risk
Yuxin Zhou
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences
Jinxia Zhu
On the double counting problem of Bonus-Malus system
Jae Youn Ahn
An experimental study of the demand for bundled longevity and health insurance products
Katja Hanewald
An optimal investment and debt ratio problem with dividend payments in the frameworks of complete information and partial information
Yang Feng
Discrete time risk models with premiums adjusted according to reported claims
Dhiti Osatakul
12:15 – 1:45 Lunch
1:45 – 2:15 Plenary Session 3 – Lecture Theatre 1
Introduction to the Actuarial Research Centre
Johnny Li, Actuarial Research Centre, Institute and Faculty of Actuaries
2:15 – 3:00 Plenary Session 4 – Lecture Theatre 1
Peter Ayton, City, University of London
3:00 – 3:30Coffee Break
3:30 – 4:30
Parallel Session 2
Mortality modelling – Lecture Theatre 1Asset Allocation – Cohen TheatreRisk Models II – Rio Tinto Theatre
A data analytics paradigm for the construction, selection, and evaluation of mortality Models
Andrés Villegas
Optimal liability for time-consistent mean-variance asset-liability management portfolio selection problem
Jiannan Zhang
Understanding count processes through a Markov-modulated non-homogeneous Poisson process framework
Alan Xian
On generalised age period cohort models
Timothy Gummer
Analytic valuation of GMDB options with utility based asset allocation
Eric Ulm
The central limit theorem can fail severely for pairwise independent random variables with arbitrary margins
Guillaume Boglioni Beaulieu
Volterra mortality models
Ling Wang
Asset allocation, consumption, and life insurance purchase with stochastic income in a self-contagious market
Guo Liu
 
4:30– 5:30
Parallel Session 3
Pension – Lecture Theatre 1Risk Management – Cohen TheatreHealth Insurance – Rio Tinto Theatre
Optimal control of pension funds under the benchmark approach
Kevin Fergusson
Impact of shocks on insurance through a financial network
Zhiwei Tong
Long term care financing using home equity release: Evidence from an experimental study
Tin Long Ho
What is the optimal superannuation guarantee level for Australian retirees?
Yifu Tang
Nested stochastic modeling for risk management
Thi Minh Hang Nguyen
On the Type I multivariate zero-truncated hurdle model with applications in health insurance
Pengchang Zhang
Influences on employer contributions to defined benefit pension plans in the US
Tanjila Tabassum
Model risk for pricing guaranteed lifetime withdrawal benefits
Xiao Xu
 
6:30 – 9:00Dinner (reception begins at 6:30pm) – Junior common room, Queen’s college

Day 2

9:00 – 9:45

Plenary Session 5 – Lecture Theatre 1
Loss reserving prediction error with special reference to the Tweedie family
Greg Taylor, University of New South Wales

9:45 – 10:45
Parallel Session 4
Finance and Insurance – Lecture Theatre 1Actuarial Education I – Cohen Theatre
A stochastic differential game for insurance market with Competitive premium
Yang Shen
A call for actuarial education and research in climate change and sustainability
Giovani Gracianti
The rise of peer-to-peer insurance and its mathematical modeling
Runhuan Feng
Inculcating students with data analysis techniques within university actuarial subjects
Kevin Fergusson
Generic improvements to least square Monte Carlo methods for optimal stopping
Dan Zhu
Curtin University's practice-based approach to teaching Actuarial Science
Mark Hayes
10:45 – 11:15Coffee Break
11:15 – 12:15
Parallel Session 5
Forecasting and Computing – Lecture Theatre 1Actuarial Education II – Cohen Theatre
Coherent mortality modeling for china's provinces in a Bayesian framework
Qian Lu
Increasing collaboration between educators, researchers and industry
Mike Callan and Georgina Hemmings
Multi-population mortality forecasting using tensor decomposition
Yumo Dong
Theory informing - practice transforming
Andrew Matthews
The J programming language and financial & actuarial computing (Notation as a tool of thought – Kenneth E. Iverson)
William Szuch
Greed is not good for business: a mind-map
Anthony Asher
12:15 – 1:45Lunch
1:45 – 2:15

Actuaries Institute Presentation – Lecture Theatre 1
A collaborative approach to building the Data Analytics Principles syllabus
Amanda Aitken, Rob Deutsch, and Bernard Wong

2:15 – 3:00

Education Panel Discussion – Lecture Theatre 1
Adam Butt, Michael Callan, Mingyuan Guan, and Angela Paladino

3:00End of Symposium