Longevity 20 Hosts

Longevity 20 Hosts

David Blake

Professor David Blake is Director of the Pensions Institute at, City University of London, and chairman of Square Mile Consultants,David Blake a training and research consultancy. He is also: co-designer of the PensionMetrics life-cycle financial planning software; co-author of the A2Risk attitude to risk questionnaire; co-inventor of the Cairns-Blake-Dowd stochastic mortality model; and co-founder with JPMorgan of the LifeMetrics Indices. In 2014, he was appointed Chair of the Independent Review of Retirement Income. Its report We Need a National Narrative: Building a Consensus around Retirement Income was published in March 2016 (pensions-institute.org/IRRIReport.pdf). He won the 2016 Robert I. Mehr Award for ‘A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration’ (with Andrew J. G. Cairns and Kevin Dowd) published in the December 2006 issue of the Journal of Risk and Insurance, the journal of the American Risk and Insurance Association. This Award is presented each year for the paper published in the JRI ten years before that has best stood the test of time.  He has a PhD from LSE.

Wenjun Zhu

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. She is a winner of the Society of Actuaries James C. Hickman Scholar, and the 2023 Actuarial Science Early Career Award. Wenjun’s current research interests include climate change and its risk management solutions, predictive analytics with machine learning, agricultural insurance, and longevity risk management. Wenjun has been publishing in leading academic journals including Management Science, Insurance: Mathematics and Economics, North American Actuarial Journal, Journal of Risk and Insurance, etc. She is an Associate Editor of Annals of Actuarial Science, and an invited expert at the IPCC AR7 Report Scoping Meeting in December 2024.