The following presentations have been accepted for the Longevity 20 Conference
Monday 8th September 2025
Parallel Session I - 11:30 - 12:30
1A – Mortality Modelling I
Breakout Room A: Heliconia 3403 & 3404
1B - Mortality Modelling for Small Populations
Breakout Room B: Heliconia 3405 & 3406
1C - Mortality and Financial Risk Analysis
Plenary Room: Heliconia 3401AB-2, 3501AB-2
1D – Reverse Mortgages I
Breakout Room C: Heliconia 3503 & 3504
- Arbitrage Free Pricing of Tenure Based Reverse Mortgage Insurance with Neural Stochastic Differential Equations
Deyu Bai - Evaluating the Impact of Multi-State Health Models and Spousal Dependency Structures on Reverse Mortgage Pricing
Sharon Yang (Chair)
1E - Longevity Pooling & Product Design
Breakout Room D: Heliconia 3505 & 3506
- An Assessment Framework For Equitable Longevity Pooling Arrangements
Gayani Thalagoda - Risk Analysis In Tokenization Of Life Insurance
Tzuling Lin (Chair)
1F - Pension Systems I
Breakout Room E: Heliconia 3411 & 3511
Monday 8th September 2025
Parallel Session II - 14:00 - 15:30
2A - Longevity Hedging/Longevity Risk Management
Breakout Room A: Heliconia 3403 & 3404
- Optimal Hedging of Longevity Risks for Group Self-Annuity Portfolios
Yawei Wang - Valuation of Longevity Swaps under Counterparty Risk and Climate-Adjusted Mortality
Min-Teh Yu - Longevity Risk Management: A Sustainable Framework for Fiscal Stability and Economic Growth
Ziv Cohen (Chair)
2B - Mortality Modelling II
Breakout Room B: Heliconia 3405 & 3506
2C – Health I
Breakout Room C: Heliconia 3503 & 3504
- Competing Demographic Drivers of Healthcare Expenditures: Coexistence of the Red Herring and the Steepening Hypotheses
Malene Kallestrup-Lamb - Forecasting Macro-Level Healthcare Expenditures: A Unified Model for Healthcare and Mortality
Alexander Marin - Fairness Issues in Long-Term Care Insurance via AI-inspired Methods
Hong Beng Lim (Chair)
2D - Climate
Breakout Room D: Heliconia 3505 & 3506
- Desert Dust Storms: Insurability and Financial Solutions
Andreas Milidonis - Pollutant Specific Health and Economic Burdens of Ambient Air Pollution in Taiwan: A Multi-Pollutant Exposure of Assessment Integrated with National Health Insurance Data
Pin-Xuan Huang - The Impact of Wildfires and Air Pollution on Mortality Risk
Kara Clark (Chair)
2E - Annuities
Breakout Room D: Heliconia 3411 & 3511
- Gender-neutral pricing, socioeconomic differentials and crowd out effects in annuities
Yinan Ying - An Augmented Variable Dirichlet Process Mixture Model for the Analysis of Dependent Lifetimes
Francesco Ungolo (Chair)
2F – Mortality Modelling III
Plenary Room: Heliconia 3401AB -2, 3501AB - 2
- Spatial Dependence of Cause-specific Mortality in Europe
Eman Elmeaddawy & Severine Arnold - Incorporating Vitagions into Stochastic Longevity Models
Valeria D'Amato(Chair) - Mortality models in the age of medical innovation: A fireside chat
Roshan Tajapra (Head of Longevity Research, SCOR) and Kishore Ananda (SCOR)
Tuesday 9th September 2025
Parallel Session III - 09:00 - 10:30
3A – Mortality Modelling IV
Breakout Room A: Heliconia 3403 & 3404
- Mortality Differentials Modelled in Continuous Time
Kai Kaufhold - A Limit to Human Life Expectancy under a Time-Varying Mortality Model
I-Chien Liu - Quarterly Mortality Monitoring Report for the U.S. Population
Dale Hall (Chair)
3B - Reverse Mortgages II
Breakout Room B: Heliconia 3405 & 3406
- Enhancing Retirement Welfare Outcomes with the Australian Home Equity Access Scheme
Lingfeng Lyu - Mental Accounting, Annuities, and Retirement Asset Allocation Limitations of Annuity and Reverse Mortgages Innovation
Yeonjae Lee - Government Policy Uncertainty and Non-Negative Equity Guarantees
Yen-Chih Chen (Chair)
3C – Inequality
Plenary Room: Heliconia 3401AB – 2, 3501AB – 2
- Revealing the Hidden Inequality in Longevity in Australia
Tim Adair - Towards Fairer Retirement Outcomes: Socio-Economic Mortality Differentials in Australia
Andres Villegas - A Socio-Economic Mortality Index for Scotland
Andrew Cairns (Chair)
3D – Pension Systems and Retirement Choices II
Breakout Room C: Heliconia 3503 & 3504
- The Pension Dilemma: Financial Sustainability Versus Intergenerational Equity
Runhuan Feng - Longevity Risk, Health Shocks, and Housing: Optimal Retirement Choices in a Life Cycle Model
Hua Chen (Chair)
3E – Cause of Death and the COVID Pandemic
Breakout Room D: Heliconia 3505 & 3506
- The Long Shadow of Pandemic: Understanding the Lingering Effects of Cause-specific Mortality Shocks
Kenneth Zhou - Cause-specific Mortality Improvements and Excess Deaths: A Socio-economic and Post-COVID Analysis
Ayse Arik - Spatiotemporal Analysis of Mortality Rates of Major Death Causes Among Men and Women in Taiwan
Jack Yue (Chair)
Tuesday 9th September 2025
Parallel Session IV - 14:30 - 15:30
4A – Multi-population Modelling
Breakout Room A: Heliconia 3403 & 3404
- A Bayesian Approach in Projecting Future Mortality at the Provincial Level in China
Xiaobai Zhu - Deep Autoregressive Neural Networks with Time-Varying Copulas for Multi-Population Mortality Dependence
Chou-Wen Wang - Graph Neural Networks for Multi-Population Mortality Modeling: Uncovering Lead-Lag Structures and Mortality Determinants
Yang Qiao (Chair)
4B - Health II
Breakout Room B: Heliconia 3405 & 3406
- Cohort Trends in Intrinsic Capacity in Europe
Katja Hanewald - What Do Consumers Do When They Select Health Insurance Plans?
Lan Zou - Multi-state Health-contingent Mortality Pooling: A Heterogeneous, Actuarially Fair, and Self-sustaining Product
Yuxin Zhou (Chair)
4C – Future Mortality
Plenary Room: Heliconia 3401AB – 2, 3501AB – 2
- GLP-1 Receptor Agonists and the Future of Mortality: What Actuaries Need to Know
Nicky Draper - Long-Term Impacts of Exposure to the COVID-19 Pandemic in a Cohort Perspective Remaining Life Expectancy, Scarring, and Selection
Kara Clark - Mortality Compression and Postponement: Two Competing Approaches
Polin Wang (Chair)
4D – Corporate Exposure to Longevity Risk
Breakout Room C: Heliconia 3503 & 3504
4E - Annuity Behaviour and Market Insights
Breakout Room D: Heliconia 3505 & 3506
- Health Cost Risk, Informal Insurance and Annuitization Decisions
Meitong Ai - Can improving Longevity Literacy Motivate Interest in Life Annuities?
Jiamin Yan (Chair)