The following presentations have been accepted for the Longevity 19 Conference
Monday 16th September 2024
Parallel Session I - 11:30 - 13:00
1A - Small area and income-related mortality
Meeting Room: Calla 1+2
- Incorporating Information on Insured Amounts to Improve Survival Rate Estimates from a Liability Perspective
Andrey Ugarte Montero - A Study on the Association of Income with Mortality and Life Expectancy in Small Areas
Hsin-Chung Wang - Regional Differences and Small-area Estimation of Mortailty in Taiwan
Jack Yue (Chair)
1B - Longevity derivatives
Meeting Room: Magnolia
- Joint survival annuity derivative valuation in the linear-rational Wishart mortality mode
Patrick Wong - Imaging mortality trends and pricing longevity swaps
Chou-Wen Wang
1C - Mortality modelling I
Meeting Room: Calla 3
- A Bayesian pooling model for mortality graduation
Viviana Lobo - Life expectancy probabilistic projections under time-varying mortality model
I-Chien Liu - A temporal convolutional network approach to learning from longitudinal data
Marjan Qazvini (Chair)
1D - Covid-19 impact 1
Meeting room: Dahlia 7
1E - Cause-of-death mortality I
Meeting room: Dahlia 8
- Multivariate extension of APC model with categorical variables: Application to cause-of death mortality
Antoine Burg - Explainable machine learning methods for cause-of-death modelling using linked death registration and census data
Han Li (Chair)
Monday 16th September 2024
Parallel Session II - 14:30 - 16:00
2A – Profession-led approaches to mortality projections
Meeting room: Calla 1+2
- CMI projections model post-pandemic
Cobus Daneel - A CMI model parameterisation for mortality improvements in the Netherlands
Stuart McDonald - The Dutch actuarial approach to mortality projection post-Covid
Frank van Berkum (Chair)
2B - Mortality modelling II
Meeting room: Magnolia
- Interpretable Mortality Improvement Neural Network Models
Chou-Wen Wang - Joint calibration of multiple Renshaw-Haberman models using neural networks
Salvatore Scognamiglio (Chair)
2C - Private sector pensions
Meeting room: Calla 3
- Pension fund management with a machine learning strategy
Hua Chen - Pension planning for entrepreneurs: An actuarial perspective
Dalia Khalil & Yasmeen Husain - The big thaw: Unfreeze defined benefit pension with cash balance plans
Yijia Lin (Chair)
2D - Older age issues
Meeting room: Dahlia 7
- Development of multimorbidity patterns in older adults in Switzerland: A competing risks modeling approach
Laura Iveth Aburto Barrera - Socio-economic inequalities in life expectancy and functional disability amongst older Australians and Americans
Michelle Vhudzijena - Nursing home confounder removed: Introducing a characteristic postcode for postcode mortality based on address history
Kai Kaufhold (Chair)
2E - Cause-of-death mortality II
Meeting room: Dahlia 8
- Modeling and forecasting premature cardiovascular mortality: The role of obesity and education
Han Li - The changing landscape of cardiovascular diseases mortality in Canada and the United Kingdom
Lisanne Horvat-Gitsels - Bayesian projections of breast and lung cancer mortality: Disparities and impact of diagnosis delays
Ayse Arik (Chair)
Tuesday 17th September 2024
Parallel Session III - 09:00 - 11:00
3A - Climate risk and mortality
Meeting Room: Calla 1+2
- Modeling Impacts of Climate Change on Mortality Rate, and Analysis and Valuation of Mortality-linked Derivatives
Hong-Chih Huang - The Climate Lifespan Link: Investigating the Influence of Temperature Change on Human Mortality
Ruilin Tan - Life Expectancy at Risk: The Enduring Impact of El Nino on Human Mortality
Wenjun Zhu - The association between environmental variables and mortality: evidence from Europe
Jens Robben (Chair)
3B - Mortality forecasting
Meeting Room: Magnolia
- Beyond annual data: Mortality forecasting with mixed frequency data
Runze Li - Mortality forecasting with satellite imaging and machine learning
Yeo Zhan Xiong - Non-chronological ages and the lifetime shifting: Investigating a new paradigm in mortality and forecasting
Mario Marino - The future of mortality: Mortality forecasting by extrapolation of deaths curve evolution patterns
Matthias Börger (Chair)
3C - Mortality improvements
Meeting Room : Calla 3
- Prolonging life by vitagions: modelling of mortality improvement shocks
Valeria D'Amato - International Comparisons in mortality improvement modelling
Michael Anderson & Tom Honeywell - Identifying Long Term Mortality Improvement Rates: A LIDAR Approach
Yanxin Liu & Johnny Li (Chair)
3D - Current and future trends in life expectancy
Meeting Room: Dahlia 7
- The Hidden Dangers of Electronic Vapes: Uncovering the Health Risks.
Nicky Draper - mTOR inhibitors and aging - should we take account of their potential?
Chris Martin - Scanning the Horizon: Integrating expert knowledge into the calibration of stochastic mortality models
Arne Freiman - How stalling life expectancy is impacting the UK economy
Les Mayhew (Chair)
3E - Mortality modelling III
Meeting room: Dahlia 8
- Segmenting mortality: Know the target market
Julien Tomas - On contemporary mortality models for actuarial use I: Practice
Stephen Richards & Angus Macdonald - On contemporary mortality models for actuarial use II: Principles
Angus Macdonald & Stephen Richards - Predicting pension amounts
Kai Kaufhold (Chair)
Tuesday 17th September 2024
Parallel Session IV - 14:30 - 16:00
4A - Individual and household decisions.
Meeting Room: Calla 1+2
- Decreasing Bequest Embedded Annuities: A Feasible Pension Produce
Marco Morales - Rethinking the Annuity Puzzle: The Role of Loss Aversion and Money-Back Guarantees
Daniel Liebler - Households' Socially Responsible Investment (SRI) pension decisions
Malene Kallestrup-Lamb (Chair)
4B - Subjective factors and adverse selection
Meeting Room: Magnolia
- Mortality risks, survival pessimism and subjective well-being: Evidence from the US Health and Retirement Study
Nan Zhu - Longevity beliefs elicitation: Full distributions and visual support
Andre Lot - Exploring dynamic adverse selection in life insurance
Valeria D'Amato (Chair)
4C - Public sector pensions
Meeting Room: Calla 3
- Assessing retirement preparedness in superannuation plans: A probabilistic machine learning approach
Hong Li - Three differential losses of individual account and dynamic adjustment of annuity divisor in public pension for enterprise employees
Shaopeng Qin - Public pension plans and a fair allocation of longevity gains: Evidence for 17 OECD countries
Eduard H.M. Ponds (Chair)
4D - Covid-19 impact II
Meeting Room: Dahlia 7
4E - Reverse mortgages
Meeting Room: Dahlia 8
- Evaluating combined reverse mortgage and long-term care policies: Modeling information asymmetry across varying levels of health state granularity
Sharon S Yang - A universal pricing framework for reverse mortgages: Product feature comparison between Taiwan and the US
Yung-Tsung Lee - Valuation and longevity risk for equity release mortgages and no negative equity guarantees: A regional analysis for the UK.
Kevin Dowd (Chair)