Longevity 21 Parallel Sessions

The following presentations have been accepted for the Longevity 21 Conference

Tuesday 8th September 2026

Parallel Session  I (Morning)

1A -Covid-19 Mortality 1

Room:  Aula Tarantelli –  (1st floor)
  • On the nature and handling of COVI-19 in ARIMA mortality forecasts
    Stephen Richards
  • Robust Dynamic Mortality Modelling under Structural Shocks
    Karen Barrera
  • Modelling post-pandemic Mortality; Scenario-based Projections across countries
    Ayse Arik

1B -Mortality Modelling 1

Room: Aula 8B
  • A time-Varying Mortality Model with Non-Gaussian Distribution
    I-Chien Liu
  • A fit-for-purpose model selectio framework for  stochastic mortality modelling
    Philipp Schulz
  • Robust estimation and projection of portfolio-specific mortality rates leveraging larger population data
    Francesco Ungolo

1C -Cause of Death Modelling

Room: Aula 8A
  • Investigating Determinants of cause-Specific Mortality in Europe using Spatial Economic Models
    Eman Elmeaddawy
  • Decomposing General Differences in Cancer Mortality: Incidence, Survival and County-Level Variation in Taiwan
    Ysonia (Pin-Huan) Huang
  • A General Multinomial Model for Causes of Death
    Julian Tomas

1D - Investment Strategies

Room: Aula 6C
  • State-Contingent Volatility Transmission between Equity Markets and Target-Date Funds:  Implications for Risk-Minimizing Glide Paths
    Huiyuan Wang
  • Robust portfolio choice under preference uncertainty: A best-of-many approach
    Anne Balter

1E - Pensions

Room:  Aula 6A
  • Proposed Model of Longevity Risk Management in Polish Pension System
    Marek Szozepanski
  • Mandatory pension saving and homeownership
    Bjarne Jesen
  • NDC Pension Systems under Socioeconomic Longevity Inequality:  Financial Sustainability, Actuarial Fairness and Implicit Redistribution
    Massimiliano Menzietti

Tuesday 8th September 2026

Parallel Session  II (Afternoon)

2A - Sub Group Modelling

Room:  Aula Tarantelli  (1st floor)
  • Explaining the drift in socio-economic classifications.
    Kai Kaufhold
  • Postcode-Level Longevity Risk Heterogeneity in the UK;  Implications for Pension Buyouts and Annuity Pricing
    Luna Orlovsky
  • Modelling Healthy Life Expectancy at Neighbourhood Level
    Andrew Cairns

2B - Retirement Issues 1

Room:  Aula 8B
  • Retirement Protection Gaps under Longevity Risk:  Evidence from a Multi-Stakeholder Survey in Asia
    Fu Yu
  • Subjective Survival Beliefs and the Wealth Gradient in Retirement (Mis)planning
    Nan Zhu
  • Examining the Justification Bias in the Effect of Health on Early Retirement Decisions
    Malene Kallestrup-Lamb

2C - Covid-19 Mortality 2

Room:  Aula 8A
  • Impact of the COVID-19 pandemic on cohort life expectancy
    Silvia Rizzi
  • Mortality Shocks in Insured Populations during COVID-19 and Implictions for Annuity Life Tables
    Hsin-Cheung Wang

2D - Health and Mortality 1

Room:  Aula 6C - (groundfloor)
  • Monitoring the interplay between longevity risk and health dynaics: the case of a Life care Reverse Mortgage portfolio
    Guila Magni
  • Innovation-Driven Longevity and the Redesign of Heath Insurance Contracts
    Cinzia Di Palo
  • Years of Life lived with multiple chronic diseases in Denmark
    Marie-Pier Bergeron-Bourcher

2E - Mortality Modelling 2

Room:  Aula 6A –  (groundfloor)
  • Dynamic Bayesian Mortality Surface Modelling with Local Age-Time Dependence
    Mariane Alves
  • Aging by Design: Deriving Mortality Models from Reliability Theory
    Kenneth Zhou

Wednesday 9th September 2026

Parallel Session  III  (Morning)

3A - Retirement Issues 2

Room:  Aula Tarantelli – (1st floor)
  • Retirement age management - demands for the future.  Analysis of solutions from Japan, The Netherlands & Sweden
    Natalia Kaminiska
  • An Ageing Britain: Health Gains and Retirement Plans
    Mei Sum Chan

3B - Mortality Forecasting

Room: Aula 8B
  • CMI Mortality Projections Model
    Jon Palin
  • Time-Varying Temporal Reconciliation for Multi-Frequency Mortality Forecasting
    Runze Li
  • Spatial Smoothing and Small-Sample Bias in Mortality Forecasting
    Jack Yue

3C - Climate and Mortality Modelling 1

Room:  Aula 8A
  • Climate-Driven Mortality Forecasting Using Neural Networks
    Kenrick So
  • Modelling Climate-Sensitive Mortality via Explainable Deep Learning
    Raffaele Petrella

3D - Health and Mortality 2

Room:  Aula 6C
  • Who Dies Young?  Concentration and Compositional Shift in Premature Mortality Risk
    Alexander Marin
  • Towards Fairer Retirement Outcomes: Health-Related Mortality Modelling
    Andres Villegas

3E - Mortality Modelling 3

Room:  Aula 6A – (groundfloor)
  • Gradient boosted multi-population mortality modelling with high-frequency data
    Ziting Miao 
  • Population-Anchored Deep Learning for Sparse Annuity Mortality Modeling
    Hong-Chih Huang
  • The gender mortality gap: unlocking future patterns via neural network models
    Giovanna Apicella

Wednesday 9th September 2026

Parallel Session  IV  (Afternoon)

4A - Longevity Risk Sharing

Room:  Aula Tarantelli –  (1st floor)
  • Building a Tradable Longevity Asset Class: From Insurance Liability to Institutional Investment Product
    Ziv Cohen 
  • Optimal Payouts for Stable and Equitable Longevity Risk-Sharing Arrangements
    Thalagoda Gayani
  • A One-Period Systemic Risk Factor Model with Longevity Risk
    Richard MacMinn

4B - Climate and Mortality Modelling 2

Room:  Aula 8B
  • Multi-Population Mortality Modeling with Temperature Effects:  A Hermite-DLNM Approach
    Jiacheng Min
  • Latent Climate Risk:  Integrating Textual Signals into Longevity Modeling and Pricing
    Hua Chen

4C - Annuities

Room:  Aula 8A
  • VIX-Triggered Target Volatility and VM-21 Reserve Efficiency for Variable Annuity Guarantees
    Chi-Fang Chao
  • Bequest Motives and Demand for Deferred Annuities
    Xiaobai Zhu
  • Product Design, Capital Requirements, and Risk Management in Fixed Indexed Annuities
    Jennifer Wang

4D - Long Term Care

Room:  Aula 6C  (groundfloor)
  • Prudential Liquidity Rules beyond Banking:  Evidence from Refundable Deposit Funding for Aged Care Providers
    Lingfeng Lyu 
  • A Risk-Adjusted Analysis of LTC Insurance
    Roviello Alba 
  • Measuring the Effectiveness of Long-Term Care Integration within Pension Systems
    Alberto Piscitelli

4E - Mortality Modelling 4

Room:  Aula 6A – (groundfloor)
  • Quantum-Compatible Vitagion Mortality Modelling: A Forward-Looking Extension of the Lee-Carter Model
    Rocco Romano
  • Socio-economic-based mortality and actuarial fairness: pricing and solvency implications for life insurance portfolios
    Mario Marino 
  • The Period-Cohort Mortality Gap in Annuity Valuation
    Maria Rssolillo