Longevity 21 Hosts

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Longevity 21 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.

Valeria D'Amato

Valeria D'Amato is Professor of Financial and Actuarial Mathematics at Sapienza University of Rome (Italy).  She holds a BA in Economics and a PhD in Financial and Actuarial Mathematics. She is currently Chair of the UNIS Actuarial SCHOOL, an international school on a wide range of actuarial topics, she was an Honorary Senior Visiting Fellow of Bayes Business School City University of London (UK), Member of the PhD Program Committee in Actuarial Sciences, Department of Statistics at Sapienza University of Rome, Member of the Solvency II Committee of Italian National Council of Actuaries.  She has published extensively in Academic journals, including the Insurance Mathematics and Economics, The Annals of Applied Statistics, Annals of Operation Research, Physica A: Statistical Mechanics and its Application.  She acted as a consultant for banks and insurance companies.

Her specialties are Longevity Risk, Stochastic Models for projecting Mortality, Valuation of actuarial portfolios Pricing and Hedging Insurance Contracts, Derivatives.