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 COVID-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  (Chair)

1B -Mortality Modelling 1

Room: Aula 8B
  • A Time-Varying Mortality Model with Non-Gaussian Distribution
    I-Chien Liu
  • A Fit-for-purpose Model Selection Framework for Stochastic Mortaliity Modelling
    Philipp Schulz (Chair)

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  (Chair)

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  (Chair)

1E - Pensions

Room:  Aula 6A
  • Proposed Model of Longevity Risk Management in Polish Pension System
    Marek Szozepanski
  • Mandatory Pension Saving and Homeownership
    Bjarne Astrup Jensen 
  • NDC Pension Systems under Socioeconomic Longevity Inequality:  Financial Sustainability, Actuarial Fairness and Implicit Redistribution
    Massimiliano Menzietti  (Chair)

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  (Chair)

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  (Chair)

2C - Covid-19 Mortality 2

Room:  Aula 8A
  • Mortality Shocks in Insured Populations during COVID-19 and Implications for Annuity Life Tables
    Hsin-Chung Wang  
  • Impact of the COVID-19 Pandemic on Cohort life Expectancy
    Silvia Rizzi  (Chair)

2D - Health and Mortality 1

Room:  Aula 6C
  • Innovation-Driven Longevity and the Redesign of Health Insurance Contracts
    Cinzia Di Palo
  • Years of Life Lived with Multiple Chronic Diseases in Denmark
    Marie-Pier Bergeron-Bourcher  (Chair)

2E - Mortality Modelling 2

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

Wednesday 9th September 2026

Parallel Session  III  (Morning)

3A - Retirement Issues 2

Room:  Aula Tarantelli – (1st floor)
  • An Ageing Britain: Health Gains and Retirement Pains (60 minutes)
    Mei Sum Chan and Jack Carmichael  (Chair)

3B - Mortality Forecasting

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

3C - Climate and Mortality Modelling 1

Room:  Aula 8A
  • Climate–Driven Mortality Forecasting Using Deep Learning
    Kenrick So
  • Modelling Climate-Sensitive Mortality via Explainable Deep Learning
    Raffaele Petrella  (Chair)

3D - Health and Mortality 2

Room:  Aula 6C
  • Monitoring the Interplay between Longevity Risk and Health Dynamics: The Case of a Life Care Reverse Mortgage Portfolio
    Giulia Magni
  • Who Dies Young?  Concentration and Compositional Shift in Premature Mortality Risk
    Alexander O.K. Marin
  • Towards Fairer Retirement Outcomes: Health-Related Mortality Modelling
    Andrés Villegas  (Chair)

3E - Mortality Modelling 3

Room:  Aula 6A
  • 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  (Chair)

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
    Andres Villegas
  • A One-Period Systemic Risk Factor Model with Longevity Risk
    Richard MacMinn  (Chair)

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  (Chair)

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  (Chair)

4D - Long Term Care

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

4E - Mortality Modelling 4

Room:  Aula 6A
  • 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
    Ivan Gallo  (Chair)