Longevity 19 Parallel Speakers

Laura Aburto Barrera is a PhD candidate in Actuarial Science at HEC Lausanne, UNIL, where her research focuses on health and life insurance and their impacts on both social dimensions and financial outcomes. She holds a Master's degree in Actuarial Science from the same institution and a Bachelor's degree in Actuarial Science from UNAM, Mexico City. Professionally, she has worked at Edgewater Markets as a Business Intelligence Manager, where she developed financial performance tools. In her roles as a Latam Account Manager and Liquidity Manager, she managed key accounts in Latin America and the US, contributing to global liquidity analysis and the development of market impact models. Additionally, she is member of the sustainability working group in the Swiss Association of Actuaries.

Michael  Anderson is an experienced longevity and DB pensions specialist with over 15 years’ experience who currently leads the global research unit within the Longevity Product team at RGA in London and is responsible for all longevity bases used for pricing longevity business worldwide. He was previously Head of Longevity at Canada Life UK, leading a team of actuaries and actuarial students focused on developing and refining UK longevity best estimate assumptions and updating and maintaining the longevity internal model for Solvency II as well as the catastrophe mortality internal model. Prior to this he worked at Hymans Robertson, with a strong focus on pension risk transfer working on structuring, market broking and implementation primarily of pensioner buy-ins (but also some experience of longevity swaps and buy-outs). As part of this work, he became an FCA approved person, providing regulated advice on several transactions to pension scheme trustees. He also provided a range of pensions advice to trustee and corporate clients regarding funding strategy, risk management and actuarial valuations. Earlier in his career he was an actuarial student at PwC after beginning his career with a very memorable 2 years working in market risk at the investment bank Dresdner Kleinwort in 2007-2009

Ayşe Arık is a research fellow in Department of Actuarial Mathematics and Statistics, Heriot-Watt University (HWU), UK since December 2020. Her current research focuses on stochastic modelling of mortality and morbidity risks. She holds a PhD from Hacettepe University, Ankara, Türkiye, awarded in November 2016, where her PhD was related to pricing pension buy-outs. She held a tenure position in Department of Actuarial Science, Hacettepe University until March 2020. She also worked on socioeconomic differences in population cancer morbidity risk in line with a highly regarded research programme, entitled as “Modelling, Measurement and Management of Longevity and Morbidity Risk”, funded by the Institute of Faculty of Actuaries (IFoA), UK, at HWU between January 2018 and November 2020. Furthermore, she is a fully qualified actuary in Türkiye and an associate member of the IFoA. She is an active member of the International Actuarial Association (IAA) Mortality Forum (previously known as Mortality Working Group).

Magali Barbieri has a joint research position since 2006 in the Department off Demography and at the French Institute for Demographic Studies (INED) in Paris, France. At Berkeley, she has been working in various capacities for the Human Mortality Database (HMD) project, which she has been co-directing since 2013. First published in 2002, the HMD is an open-access database with uniformly constructed series of mortality rates and life tables for 41 countries. The HMD is a worldwide reference for mortality research, with over 75,000 registered users and more than 5,500 scientific peer-reviewed publications citing the database as their main source as of the end of 2023.   Over the past several years, Magali has also been leading an effort to create the United States Mortality DataBase (USMDB) an HMD-like database for all 50 U.S. states and D.C. for years since 1959 and counties since 1982, in collaboration with researchers from the U.S. National Center for Health Statistics and, more recently, a United States Fertility DataBase (USFDB), a similar project for fertility indicators.

Matthias Börger is a professor for statistics and actuarial and financial mathematics at the Technische Hochschule Nürnberg Georg Simon Ohm. His research focuses on the development of mortality forecasting models and their application in longevity risk management.Before becoming a professor, Matthias worked as an actuarial consultant for twelve years, where he specialized in quantitative risk management and product development in life insurance and pensions. He is a member of the German Society of Actuaries (DAV) and CERA.

Antoine Burg is a PhD candidate at CEREMADE laboratory within University Paris-Dauphine, in partnership with the reinsurance company SCOR. He graduated as an engineer and actuary at École Centrale de Lyon and ISFA Lyon.
Priori to his PhD, Antoine has several years of experience in the risk management field, including financial and longevity topics. His current research focuses on building statistical and machine learning methods to tackle with the impact of the Covid-19 crisis on mortality by cause.

Andrew Cairns is Professor of Actuarial Mathematics at Heriot-Watt University, Edinburgh and at the Maxwell Institute for Mathematical Sciences.

He is well known both in the UK and internationally for his research in financial risk management for pension plans, life insurers and, more recently, renewable energy projects. In recent years, his research has focused on the modelling of longevity risk: how this can be modelled, measured and priced, and how it can be transferred to the financial markets. Amongst his work in this field, he has developed a number of new and innovative stochastic mortality models, most notably the CBD family. He has also worked extensively on inequalities in all-cause and cause of death mortality, and the evolving impact of Covid-19 on current and future mortality.

His research has received several international prizes including the Halmstad Prize in 2008, the Society of Actuaries Annual Prize in 2009 and the Robert I. Mehr Award in 2016.

Much of his research is focused on delivering rigorous solutions to problems of practical importance. This has resulted in three highly-rated impact case studies for the UK's Research Excellence Framework (REF) and the award of the Edinburgh Mathematical Society's inaugural Impact Prize in 2022.

He is an active member of the UK and international actuarial profession: he qualified as a Fellow of the Faculty of Actuaries in 1993; he has held senior editorial roles at ASTIN Bulletin - The Journal of the International Actuarial Association (1997 to 2017) and Insurance: Mathematics and Economics (since 2023); and in 2005 he was elected as a corresponding member of the Swiss Association of Actuaries. From 2016-2020 he was Director of the Actuarial Research Centre of the Institute and Faculty of Actuaries.

In 2016 he was elected as a Fellow of the Royal Society of Edinburgh, Scotland's national academy of science and letters.

Hua Chen is a Professor of Finance and Risk Management in the Shidler College of Business at the University of Hawai’i at Manoa (UHM). Before he joined UHM, he was an Associate Professor of Risk Management and Insurance in the Fox School of Business at Temple University. He received his Ph.D. degree in Risk Management and Insurance at Georgia State University. Hua Chen’s research interests include systemic risk and financial stability, corporate risk management, pension and longevity risk management, and insurance economics. His publications appear in Journal of Risk and Insurance, Insurance: Mathematics and Economics, North American Actuarial Journal, International Journal of Forecasting, among others. He was an associate editor of the Journal of Insurance Issues and the Journal of Insurance and Finance. He also serves on the editorial board of the Journal of Risk &Control and Risks.

Cobus Daneel is a UK pensions actuary working in WTW’s retirement practice. He leads the team responsible for mortality related services, including postcode mortality and experience analyses, and setting mortality assumption guidance within the retirement practice. He is also chair of the UK CMI’s mortality projections committee who are responsible for publishing the CMI Mortality Projections Model.

Cinzia Di Palo is a tenured research fellow in Mathematical Methods for Economics and the Actuarial and Financial Sciences at the Department of Economics and Law of the University of Cassino and Southern Lazio. She earned her master’s degree in mathematics from the University of Naples and then her PhD in Mathematics for Economics and Financial Applications from the Sapienza University of Rome with a thesis titled: A Weibull-type dynamic model for mortality projections. An application for the calculation of life annuities. She has been an assistant professor of Fundamentals of Computing, Mathematics, and Mathematics for Economic and Financial Applications at the University of Cassino from 1992 to the present. She received a research grant for the “Longevity Problems in Life Annuity Products” project from the Department for Institutions, Quantitative Methods, and Territory of the University of Cassino. She published several articles on the sustainability of public pension systems and longevity risk in international reviews. She was rewarded for her paper 'A necessary sustainability condition for partially funded pension systems', selected as Best Paper at the 12th Management International Conference MIC 2011, Portorož, 23–26 November 2011. Her research interests include demographic models, longevity risk, and sustainability of pension systems.

Kevin Dowd is professor of finance and economics at Durham University Business School. He is the co-inventor, with David Blake and Andrew Cairns, of the PensionMetrics pension model and the CBD and CBDX stochastic mortality models.

Nicky Draper has been providing unbiased advice on the drivers behind changes in longevity and health for pensions industry in the UK and internationally since 2007. She joined Crystallise in 2024 and has led the longevity consulting since.

Nicky works directly with clients to increase their understanding of the medical and socio-demographic elements that impact mortality, morbidity, and longevity risk. A leading mortality and longevity expert, Nicky provides full consulting support to clients from across the insurance spectrum. Nicky has supported clients with underwriting, annuity pricing and product development as well as internal model calibration to fulfil regulatory requirement.  Nicky’s background includes a long career in the UK National Health Service, firstly in intensive care, and latterly in Public Health.

Arne Freimann is senior consultant at the Institut für Finanz- und Aktuarwissenschaften (ifa), an actuarial consulting firm based in Ulm, Germany. The focus of his consulting work is the development and technical implementation of innovative life insurance products as well as modeling and management of biometric risks.

Arne holds a PhD in actuarial science from the institute of insurance science at Ulm University and a Master of Science in Mathematics from Illinois State University. He has published several research papers in the field of longevity risk measurement, modeling, and management. He is also a member of the German Society of Actuaries (DAV).

Tom Honeywell is a qualified actuary who works in Longevity Research in RGA’s Longevity Product Team. He has an interest in mortality assumptions and has spent the last three years analysing and deriving improvements across multiple countries.

Prior to RGA, Tom worked in WTW’s Pensions consultancy team in London. While there, he worked on multiple projects for trustee and corporate clients. Most notably, triennial valuations, annual accounting disclosures and valuing member benefits

Lisanne Horvat-Gitsels is a biostatistician with academic and industry experience in analysing longitudinal trends and trajectories in morbidity and mortality. Since 2022, she is working as a model developer of Longevity Risk at Moody’s Analytics (previously Risk Management Solutions) in London, UK. These models feed into the LifeRisks Platform, a cloud-based software platform that delivers the models and data to perform portfolio-specific analytics for the management of extreme mortality and longevity risk. She is an active member of the Institute and Faculty of Actuaries (IFoA) Sustainability Board’s Demographics – Mortality and Morbidity Working Party. This party investigates the impact of climate perils on mortality and morbidity risks in life, health & pensions business.

Dr. Hong-Chih Huang is the professor and chairperson of the department of Risk Management and Insurance at the National Chengchi University in Taiwan. He received his Ph.D. in actuarial mathematics at Heriot-Watt University in U.K. and his master degree in actuarial science at University of Iowa in the U.S. His research interests cover asset liability management, asset allocation, pricing and risk management for insurance and pension, mortality modeling, and longevity risk. His research appears in Insurance Mathematics and Economics, Journal of Risk and Insurance, Scandinavian Actuarial Journa and The Geneva Papers on Risk and Insurance. In addition to academic experience, Dr. Huang shares his knowledge with many actuarial practices, the reviewer of life insurance products for Taiwan Insurance Bureau of Financial Supervisory Commission; the Risk Management Committee member of Taiwan Post Office Company; the Consultant Member of Management Bord for Taiwan Public Service Pension Fund.

Yasmeen Husain is a UK based actuary with 2 decades of experience in the areas of capital, risk and regulatory & finance transformations. She worked in the industry, as well as for a big 4 consultancy and, since 2015, as a self-employed actuary.

Yasmeen has a keen interest in Recovery and Resolution planning, operational risk and Enterprise Risk Management.

She volunteers for the profession as a member of the International Actuarial Association’s Risk Book Editorial Board and as a mentor on the Aspiring Actuaries programme of the Institute and Faculty of Actuaries Foundation.

Yasmeen is a Fellow of the Institute and Faculty of Actuaries (FFA 2013), a Chartered Enterprise Risk Actuary (CERA 2019), a Fellow of the Chartered Insurance Institute (FCII 2012) and has a master’s degree in actuarial science from Heriot-Watt university (2007).

Apart from being an actuary, Yasmeen is an amateur stringed instrument builder.

Malene Kallestrup-Lamb is an Associate Professor at the Department of Economics and Business Economics, Aarhus University. Moreover, she holds an external research fellowship at the Pension Research Centre (PeRCent), Copenhagen Business School and an international fellowship at the Network for Studies on Pensions, Aging and Retirement (NetSpar) in Tilburg. Malene's research significantly contributes to understanding the intricate dynamics between health economics, mortality, pension systems, and labor market forces.

Kai Kaufhold is managing director of Ad Res, an actuarial consulting firm based in Cologne, Germany. He specialises in quantitative analytics of life insurance and pensions, as well as reinsurance. Prior to founding Ad Res in 2011, Kai led the European life retrocession business of Manulife Reinsurance. Ad Res recently completed a research project for the Canadian Institute of Actuaries on mortality improvements developing a framework which reconciles stochastic mortality forecasts with deterministic projection methods such as the CMI Model. The Ad Res team is currently engaged in multiple research projects, both in Canada and the UK, with the goal of improving our understanding of pensioner mortality experience and socio-economic mortality inequalities.

Kai is a fellow of the German actuarial association, DAV, and holds a degree in physics from the University of Cologne. His first Longevity N conference was Longevity 7 in Frankfurt, and he has been back many times since, including as speaker at Longevity 17 in Waterloo.

Dalia Khalil is an Associate Professor of Actuarial Science and Insurance at Cairo
University where she has been working since 1990. Academia has been her career passion.  She obtained her PhD, in Actuarial Science, from Cass Business School (currently Bayes  Business School, UK) in 2006. She became the first woman to hold a PhD degree in Actuarial  Science in the Arab World.

She was and continues to be keen to contribute to the advancement of actuarial education  in Egypt. She had been an Academic Coordinator of the Actuarial Science Programme at Cairo University, in collaboration with the Institute and Faculty of Actuaries and British universities for 10 years. She also served as the Executive Director of the International  Students Office at Cairo University.

Between 2019 to 2023, Dr. Dalia was the Assistant Secretary General of the Supreme  Council of Egyptian Universities, where she has activities mainly related to international relations and agreements with Egyptian universities and the Ministry of Higher Education.

Her main research interest is in the area of pensions mathematics, and she participated in  international conferences and published papers with colleagues from the UK and the Czech  Republic.

She also served as a member of the Review and Audit Committee in Misr Insurance Co. (Egypt's largest insurance company) for 12 years. At the present time, she is a member of  the Board of Directors of Misr Insurance Takaful Co.

Yung-Tsung Lee is a professor and the chairman of the Department of Banking and Finance at National Chiayi University. He completed his PhD and master's degree in the Department of Risk Management and Insurance at National Chengchi University. His research focuses on actuarial science, pension, and asset–liability management

Yanxin (Graham) Liu, Ph.D., ASA, is the N.Z. Snell Life Insurance Professor and Associate Professor of Actuarial Science at the University of Nebraska-Lincoln. He received his PhD in the departments of Statistics and Actuarial Science, University of Waterloo in 2016. His research focuses on mortality modeling, forecasting, and the management of mortality and longevity risks, as well as the pricing of mortality-linked securities.

Yanxin's work includes collaborative research projects like the development of two-dimensional mortality improvement scales for Canadian pension plans and insurers, and the comprehensive study of components of historical mortality improvements in the United States. He has published in top-tier actuarial and insurance journals, including Insurance: Mathematic and Economics, North American Actuarial Journal, and ASTIN Bulletin.

In addition to his academic contributions, Yanxin organizes the Snell Seminar Series, fostering a platform for scholarly exchange and professional development in the field. He is also deeply involved in teaching, emphasizing the importance of equipping students with lifelong skills.

Dr Han Li is an Associate Professor at the Centre for Actuarial Studies, the University of Melbourne. She is also an Associate Investigator at the ARC Centre of Excellence in Population Ageing Research. She has a broad range of research interests around longevity and mortality risks, ageing and retirement, and the impact of climate change on insurance industry. Specifically, much of her research expertise centers on actuarial modelling and forecasting using advanced econometric and statistical techniques. She has attracted research funds from the Australian Research Council, the Society of Actuaries, the Casualty Actuarial Society, and the Australia-Germany Joint Research Cooperation Scheme (DAAD).

Runze Li is currently pursuing her Ph.D. in Actuarial Science at the University of Melbourne. In her doctoral thesis, Runze is dedicated to developing methodologies for mortality nowcasting and forecasting, particularly applying mixed frequency sampling techniques. Her aim is to provide insurers and researchers with reliable real-time estimations of mortality rates, enabling informed decision-making based on up-to-date data

Hong Li is a professor in the Department of Economics and Finance, Gordon S. Lang School of Business, University of Guelph, Canada and an adjunct professor in the Department of Statistics and Actuarial Science at the University of Waterloo, Canada. He is an associate editor of the Annals of Actuarial Science. His research interest includes insurance economics, risk management, and application of machine learning algorithms in insurance context.

Daniel Liebler is a postdoctoral researcher in the Finance Department att Goethe University Frankfurt, where his work focuses on understanding and improving financial decision-making for private households in the context of retirement planning.

In particular, he investigates how subsidized individual retirement accounts (IRAs) should be designed to meet the needs of plan participants, sponsoring governments, and product providers. For instance, he has contributed to research showing that money-back guarantees in German Riester IRAs significantly reduce old-age consumption while offering surprisingly little downside protection and potentially causing product providers to withdraw from the market during periods of low interest rates.

In his current research projects, Daniel explores behavioral reasons for the widespread under-annuitization, as well as the implications of social transfers on household investment decisions. Additionally, he is interested in methods to reduce the runtime of dynamic portfolio choice models.

Yijia Lin is the V. J. Skutt Distinguished Professor at the University of Nebraska - Lincoln. She earned B.A. degree in insurance and M.A. degree in finance and insurance both at Beijing Technology and Business University. Dr. Lin earned her Ph.D. in Risk Management and Insurance at Georgia State University. She is also a Chartered Financial Analyst (CFA®) Charterholder.

Dr. Lin’s research interests are in risk management, insurance, pensions, longevity/mortality securitization and actuarial science. She has published papers in the Journal of Risk and Insurance, the North American Actuarial Journal, the Insurance: Mathematics and Economics, the Journal of Management, and others. She is an Editor of ASTIN Bulletin and a Co-Editor of the North American Actuarial Journal. She also serves in the Editorial Board of the Journal of Risk and Insurance.

Dr. Lin won the Harold D. Skipper Best Paper Award from the Asia-Pacific Risk and Insurance Association in 2006, the Ernst Meyer Prize for University Research Work from the Geneva Association in 2007, the Annual Prize for the Best Paper Published in 2007 from the North American Actuarial Journal in 2009, the Brockett-Shapiro Actuarial Journal Award from the American Risk and Insurance Association in 2014, the Robert I. Mehr Award for a Literature Contribution Having a Ten-Year Impact in the Field of Risk Management and Insurance from the American Risk and Insurance Association in 2015, and the Early Career Scholarly Achievement Award from the American Risk and Insurance Association in 2016.

Johnny Li is Tan Bingzhao Professor of Actuarial Science at The Chinese University of Hong Kong. He holds a Ph.D. degree in Actuarial Science and is a Fellow of the Society of Actuaries (FSA). He is an Editor of the Annals of Actuarial Science (2021-present) and Co-Editor of the North American Actuarial Journal (2012-present), and was an Associate Director of the Institute and Faculty of Actuaries (IFOA) Actuarial Research Centre (2018-20) and a member of the Board of Directors of the Asia-Pacific Risk and Insurance Association (2011-15). Professor Li has contributed various effective methods to price, hedge, and measure longevity risk. These contributions have led to several prestigious awards, including the Society of Actuaries (SOA) Redington Prize, the SOA Edward A. Lew Award, the SCOR Actuarial Award in Asia, the Annual Prize for the best paper published in the North American Actuarial Journal in 2011, and the Harold D. Skipper Award for the best paper presented at the 2011 Asia-Pacific Risk and Insurance Association Meeting.

I-Chien Liu is an Associate Professor of the Department of Insurance and Finance at National Taichung University of Science and Technology in Taiwan. He earned his Ph.D. from the Department of Risk Management and Insurance at National Chengchi University in Taiwan. His research areas cover embedded options for insurance products, reverse mortgage, mortality modelling and longevity risk. He has published articles in the Journal of Risk and Insurance, Insurance: Mathematics and Economics, and Geneva Papers on Risk and Insurance-Issues and Practice.

Viviana Lobo is a tenured Assistant Professor in Statistics and Actuarial Science at the Department of Statistics of the Federal University of Rio de Janeiro (UFRJ) in Brazil, and a researcher at the Applied Mathematics Laboratory (LabMA/UFRJ), which is responsible for developing the mortality tables for the Brazilian Insurance Market (BR-EMS). Viviana holds a PhD in Statistics from UFRJ obtained in 2018, where she had previously completed her Master's in Statistics.

Currently, she is the chair of the BSc Actuarial Science programme and vice-chair of the Actuarial Science Postgraduate Diploma Programme as well as  a member of the Actuarial Science Postgraduate Diploma Programme and a member of the Postgraduate Research Programme in Statistics at UFRJ.
Her main research interests are Bayesian inference, spatio-temporal processes, and actuarial modelling, including mortality modelling, improvement, and lapse risk rates.

Andre Lot is a PhD scholar at the Norwegian School of Economics. His research interests are mostly on household finance, pensions and retirement, using experimental and administrative data. More specifically, he has worked on longevity beliefs, prudence and precautionary savings, and life-cycle financial decision-making. From August 2023, he will join the University of Sydney Business School (Finance Discipline) as Assistant Professor (Lecturer B).

Angus Macdonald graduated in Mathematics from Glasgow University, then joined Scottish Amicable Life Assurance Society, qualifying Fellow of the Faculty of Actuaries (FFA) in 1984. In 1989 he moved to Heriot-Watt University, obtaining a PhD in 1995 and being appointed Professor in 2000 and serving as Head of the Department of Actuarial Mathematics and Statistics from 2007-2013. He was a member of Faculty Council from 1998 to 2007. In 1999 he set up the Genetics and Insurance Research Centre, his research including two papers that won the David Garrick Halmstad prize in 2005. He was elected Fellow of the Royal Society of Edinburgh in 2006 and was awarded the Finlaison Medal by the profession in 2011. He has served as Editor of Scandinavian Actuarial Journal and Editor-in-Chief of Annals of Actuarial Science. He retired and was appointed Professor Emeritus in 2022.

Mario Marino is an Assistant Professor in Actuarial and Financial Sciences at the University of Trieste (Italy). He holds a Ph.D in Actuarial Sciences at the Sapienza University of Rome, where his Ph.D. was related to mortality modeling and forecasting through Artificial Neural Networks. His current research studies focus on mortality modeling and forecasting by means of non-chronological aging and consequent impacts in terms of longevity risk management. His scientific interests also concern stochastic modeling in life and health insurance. Furthermore, he is a fully qualified actuary in Italy and a member of both the Scientific and Educational Committee of the Italian Actuarial Association.

Chris Martin is a former General Practitioner and Health Informatician with an MSc and PhD from the Centre for Health Informatics and Multi-professional Education at University College, London. He has specialised in cause of death and risk factor-based mortality and longevity modelling to support health care decision-making at the clinical and policy level for over twenty years, and has worked in the pensions and insurance industry since 2008.

He is a Fellow and former Council member of the Royal College of General Practitioners, a former chairman of the Essex Faculty of the RCGP and the Essex Primary Care Research Network and an affiliate member of the Institute and Faculty of Actuaries.

Chris is a co-founder of Crystallise Ltd., which provides medical modelling advice and software to the finance, healthcare and pharmaceutical industries At Crystallise, Chris leads the modelling team on developing a range of mortality, infectious disease and clinical trial simulation models.

Les Mayhew is Professor of Statistics in the Faculty of Actuarial Science and Insurance at Bayes Business School, the business school of City, University of London (formerly known as Cass Business School) and Associate Head of Global Research at the International Longevity Centre UK. He is an Honorary Fellow of the Faculty of Actuaries and a former senior civil servant, having worked for the Department of Health and Social Security, Department of Social Security and the UK Treasury. He was a Director in the Central Statistical Office and subsequently in the Office for National Statistics and is the Director of Mayhew Harper Associates Ltd., which specialises in the spatial application and modelling of administrative data. His work is focussed on health and life expectancy, global ageing, pensions, health and care systems and older people’s housing. He co-authored a book on the economics of population ageing in Japan and was the first to produce forecasts warning of the global rise in health care costs due to population ageing.

Stuart McDonald is Head of Longevity and Demographic Insights and a partner in LCP's Actuarial team. He helps clients understand and manage the impact of mortality trends, leveraging insights from Health Analytics. He advises some of the UK's largest pension schemes and well as leading insurers and reinsurers.

He is Deputy Chair of the Continuous Mortality Investigation (CMI) and founded the influential COVID-19 Actuaries Response Group.

He was awarded an MBE for services to Public Health in the 2022 New Year Honours

Marco Morales is the Associate Professor of the Department of Economics at Universidad Diego Portales, Chile.  Previously, he has served as Head of the Research Division of the Superintendence of Securities and Insurance, Advisor to the Ministry of Finance, and Economist of the Research Department of  the Superintendence of Banks and Financial Institutions. He has also been a Consultant for the  International Federation of Pension Fund Administrators (FIAP), for the Corporate Affairs Division  of the OECD, and for the Operations and Policy Division of the Financial Sector of the World Bank.

From 2015 to 2023 he was a member of the Technical Investment Council of the Superintendence of Pensions in Chile. He also was the Principal Advisor to the Undersecretary of Social Welfare for the design of the Pension reform bill in Chile, between 2022 and 2023.

He has published in international academic journals, such as Insurance: Mathematics & Economics, Journal of Risk and Insurance, The Geneva Papers on Risk and Insurance, Journal of Pension Economics and Finance, International Review of Finance, Applied Economics, Journal of Applied Statistics, Statistical Methods & Applications, Macroeconomic Dynamics and Emerging  Markets Finance and Trade on issues related to pensions, annuities, longevity risk, foreign exchange intervention, yield curve, time series econometrics, total factor productivity, as well as transmission of shocks and coupling between financial markets.

Eduard Ponds holds the chair of Economics of Pensions at Tilburg University. He is also employed at the Dutch pension service provider APG (www.apg.nl). He has introduced two widely used innovations for the Dutch pension fund sector, first the indexation ladder as tool to define conditional indexation by Dutch pension funds, and secondly the method of value-based ALM (generational accounting) to detect generational transfers within pension plans in case of changes in the design or funding.

Marjan Qazvini is an independent researcher interested in data science. In recent years, she has focused on developing machine learning and deep learning models and applying them to tabular data. Marjan has voluntarily worked with the Institute and Faculty of Actuaries (IFoA) Climate Change Working Party, the COVID-19 Action Task Force, and the Casualty Actuarial Society (CAS) Machine Learning Task Force. She was a member of IFoA from 2009 to 2022 and is currently an Associate member of the Institute of Electrical and Electronics Engineers (IEEE).

Shaopeng Qin, PhD in Economics, graduated from the China Institute for Actuarial Science, Central University of Finance and Economics in June 2024. His main research focuses on public pension actuarial and population aging. Published or working papers include:

1. Zaigui Yang and Shaopeng Qin  (2023), Retirement Age Adjustment Mechanism Based on System Dependency Ratio.

2. Zaigui Yang and Shaopeng Qin (2024), Dynamic Adjustment of Pooling Account Pension Benefits and Tripartite Sharing of Pension Responsibility.

3. Zaigui Yang and Shaopeng Qin (2024), “Three Differential Losses” of Individual Account and Dynamic Adjustment of Annuity Divisor in China’s Public Pension for Enterprise Employee (Attend in Longevity 19).

Stephen Richards is the managing director of Longevitas Ltd, a specialist provider of actuarial tools for longevity risk and annuities.  Stephen co-founded Longevitas in 2006 and the software has users in the UK, USA, Canada and Switzerland.  Prior to Longevitas he headed Prudential plc's longevity analysis team, and before that he headed the product-pricing team at Standard Life for bulk annuities.

Stephen is an Honorary Research Fellow at Heriot-Watt University, and regularly publishes research addressing practical longevity issues.  His most recent work is on how to make robust mortality forecasts using data affected by the COVID-19 pandemic.

Jens Robben is a soon-to-graduate PhD researcher from the Insurance Department at the Faculty of Economics and Business, KU Leuven, under the supervision of Katrien Antonio. As of September 1, he started as a post-doctoral researcher in the Research Centre for Longevity Risk at the University of Amsterdam. His current research focuses on diverse aspects of mortality modeling, particularly multi-population mortality projection models in the presence of mortality shocks and the associations between environmental variables and (cause-specific) mortality outcomes. Additionally, he holds a keen interest in applying data science techniques within the life and non-life insurance domain.

Salvatore Scognamiglio is assistant professor in Financial and Actuarial Mathematics at the University of Naples, Parthenope (Italy).  He holds a Ph.D. in “Economics and Statistics” at the University of Naples “Parthenope” and was visiting Ph.D. at the Faculty of Actuarial Science and Insurance of the Cass (now Bayes) Business School of London. His studies aim to develop mathematical methods for risk analysis in finance and insurance. His research activities have concerned machine learning and deep learning techniques with applications in insurance and actuarial science. His scientific interests also cover simulation methods and multivariate time series modeling in finance and insurance.

Irene Simonetti is a postdoctoral researcher at the Research Center for Longevity Risk (University of Amsterdam). She completed her PhD in Economics at Ca’ Foscari University of Venice in 2020, discussing a thesis on the consequences of individuals’ health deterioration on the labour market. Currently, she investigates disability insurance systems and the effect of socioeconomic differences on mortality and vaccination hesitancy.

Ruilin Tian is a Professor of Finance at North Dakota State University. She received her Ph.D. in Risk Management and Insurance in 2008 from Georgia State University and a master’s degree in applied economics in 2003 from Marquette University. Dr. Tian’s research interests include pension risk management, mortality rate modeling, mathematical optimization, business cycle prediction, tail risk analysis, moment problems, portfolio management, enterprise risk management, and monetary policy analysis. In addition, she has extended her research interests to climate change risk analysis, machine learning, land finance, and behavior-oriented studies. Dr. Tian once served as a guest editor of Risks. She is now a guest editor of Journal of Risk and Financial Management (JRFM) and an editorial reviewer of Geneva Papers on Risk and Insurance - Issues and Practice. Her academic papers have been published in journals such as Journal of Risk and Insurance, North American Actuarial Journal, Insurance: Mathematics and Economics, Journal of Forecasting, Variance: Advancing the Science of Risk, Risks, and International Journal of Portfolio Analysis and Management.

Julien Tomas is a R&D actuary focusing on statistical analysis and predictive modelling on biometric risk at SCOR - Sweden RE for the last 9 years. He holds a Ph.D in applied mathematics from the University of Amsterdam, the Netherlands.

Andrey Ugarte Montero is a postdoctoral researcher at the Research Center for Longevity Risk (RCLR) of the University of Amsterdam in the Netherlands. He holds a master’s degree in Actuarial Science from the University of Lisbon in Portugal and a PhD in Actuarial Science from HEC Lausanne in Switzerland. His research interests include topics related to life and health insurance and the social and financial consequences of longevity in an insurance context. He’s also interested in the applications of machine learning and data science in the insurance sector. Andrey worked as an actuarial consultant for the firm EY (Ernst & Young) in Latin America from December 2013 to August 2017. He joined the Institute and Faculty of Actuaries of the United Kingdom (IFoA) in 2017 and the Society of Actuaries (SOA) in the United States in 2023, where he’s pursuing actuarial certifications as an Associate/Fellow.

Frank van Berkum is affiliate researcher at the University of Amsterdam and the Research Center for Longevity Risk. The topic of his PhD research was forecasting population-wide mortality and modelling portfolio mortality, and he continues his research in this area. His main interest is in quantifying mortality differences in a population or portfolio using a large variety of risk factors.

Frank also works in industry as senior manager in the PwC Risk Modelling Services team. In this role he advises life insurance companies on integral longevity risk management. This includes modelling of the longevity (risk) assumptions, defining a longevity risk appetite, and analysing various options for longevity risk management.

Finally, Frank is a member of the Committee Mortality Research of the Dutch Actuarial Association that is responsible for publishing a new forecast of mortality for the Dutch population in September 2024.

Michelle Vhudzijena is a Senior Research Associate at the ARC Centre of Excellence in Population Ageing Research in Sydney. She recently submitted her PhD Thesis in Actuarial Studies at the University of New South Wales, Sydney, Australia. She graduated from Harvard University with a Bachelor of Arts in Biomedical Engineering. Before her doctoral studies, she worked as an actuarial consultant and biomedical engineering researcher. Her research interests include mortality modelling using multiple health and socio–economic risk factors, cause of death mortality modelling, long term care, predictive models and survival analysis. Most of her work involves unsupervised learning and analysis of individual–level longitudinal data.

Hsin-Chung Wang had 8 years working experience at the Cathay Life Insurance Company in Taiwan. He is now a professor in the Department of Statistical Information and Actuarial Science, Aletheia University. His major research interest is related to statistics and actuarial science, especially emphasizing on longevity risk and experience study (such as mortality rates and incidence rates). His research work appears in Insurance Mathematics and Economics, ASTIN Bulletin, North American Actuarial Journal, Journal of Demographic Economics and Journal of Population Studies.

Chou-Wen Wang is a professor of the Department of Finance at National Sun Yat-Sen University, Taiwan. His original area of research focuses on derivative pricing and quantitative finance. Recently, he has developed interests in new areas, including stochastic mortality models, pricing mortality-linked derivatives, high-dimensional asset models, and mortality models with machine learning. His interdisciplinary approach and dedication to research have led to numerous scholarly publications in these fields.

Patrick Wong is a Lecturer in the School of Risk and Actuarial Studies at UNSW Business School.

Patrick’s primary research interests are in quantitative modelling of the commodity markets and in how dependence influences risk management and longevity products.  He is particularly interested in derivative pricing, financial modelling and risk management while leveraging modern computing architecture. He actively works with high frequency time series, tick-by-tick options and order book data. Patrick has published his research in international journals such as Energy Economics, Journal of Commodity Markets and Journal of Empirical Finance. Recently, he has developed a new approach to model dependencies in longevity products and risk measures. The presentation at Longevity-19 will be based on this new approach and it’s impact on pricing longevity products.

Yeo Zhan Xiong is currently an undergraduate studying business and specializing in Actuarial Science at Nanyang Technological University. Zhan Xiong is also interning at SCOR as a research actuary intern in Biometric Risk Modelling. His research interests include mortality forecasting, climate risks and transition risks.

Sharon S. Yang is a professor of department of Money and Banking and the director of financial research center at the college of commerce at the National ChengChi University (NCCU) in Taiwan. Sharon received her Ph.D. in actuarial mathematics at Heriot-Watt University in U.K. and her master degree in actuarial science at University of Iowa in the U.S.

Her research interests cover ESG/Sustainable Finance and Investment, Production Innovation, Pension Fund Management, and Risk Management. Her research appears in Insurance Mathematics and Economics, Journal of Risk and Insurance, Austin Bulletin, Quantitative Finance, and Journal of Derivatives.

In addition to the academic experience, Dr. Yang shares her knowledge with many actuarial practices, the director of Taiwan Insurance Guarantee Fund, a reviewer of life insurance products for Insurance Bureau of Financial Supervisory Commission, a reviewer of structure notes issued with insurance products for Taiwan Financial Service. She also involves in many government and industry research projects regarding pension fund management, longevity risk, ESG investing and alternatives assets.

Ching-Syang Jack Yue is a consultant and an actuary, as well as a professor of the Statistics Department, National Chengchi University in Taiwan. Jack was the chair of the Taiwan Population Association and is now a leader of Big Data research team at National Chengchi University. He has been in charge of constructing life tables, for both official and insurance industry life tables, in Taiwan. He is also incorporating statistical thinking and quantitative analysis into solving the big data problems, especially in the longevity study and its impact on financial management.

Wenjun Zhu (PhD, FSA, CERA), is a tenured Associate Professor at Nanyang Business School, Nanyang Technological University, Singapore. She is the Deputy Head of Division of Banking & Finance, and Deputy Director of the Insurance Risk and Finance Research Centre (IRFRC) at NBS. Wenjun received her Ph.D. in the Department of Statistics and Actuarial Science, University of Waterloo in 2015. Wenjun is a winner of the Society of Actuaries James C. Hickman Scholar, and the 2023 Actuarial Science Early Career Award.  She is an Associate Editor of Annals of Actuarial Science. She has been publishing in leading academic journals including Management Science, Insurance: Mathematics and Economics, North American Actuarial Journal, Journal of Risk and Insurance, ASTIN Bulletin, Journal of Banking & Finance,  etc.

Dr. Nan Zhu is an Associate Professor of Risk Management at the Smeal College of Business, Pennsylvania State University. He obtained his B.S. and M.S. in Financial Mathematics, and B.A. in Economics, all from Peking University in China, and received his PhD in Risk Management and Insurance from the J. Mack Robinson College of Business at Georgia State University. His doctoral thesis was supported by the 2011 Research Grant from the Geneva Association. He is a Fellow of the Society of Actuaries (FSA) and Chartered Enterprise Risk Analyst (CERA).

Dr. Zhu’s research interests span the fields of actuarial science, insurance economics, and quantitative risk management. His current works include stochastics mortality modeling, the efficiency of risk classification in insurance market, the economics of the life settlements (secondary life) market, innovations in the market of longevity-linked securities, and the impact of policyholder behavior on the market of variable annuities.