DAY ONE - Thursday 18 September 2008
8:00 Coffee and registration
9:00 LONGEVITY AND MORTALITY - INFLUENCES AND MEDICAL ADVANCES
- Longevity trends: national and worldwide
- Gerontology
- Epidemics
- Commom mortality influences and medical advancements
- Cancer
- Cardiovascular diease
- Pandemics/ Infectious diseases/
- Smoking
- Medical advancement
Steven Weisbart, Vice President and Chief Economist, INSURANCE INFORMATION INSTITUTE
10:30 MORNING BREAK
11:00 OBTAINING THE DATA TO MODEL MORTALITY/LONGEVITY
- Variations in longevity/mortality across borders
- Developing pan-regional mortality/longevity tables
- Risk factors
- Insured vs general population
- Age, gender, geography, income
- Cause of death
- Changes and random variability
- Historical data and extrapolations
Dale Hagstrom, Consulting Actuary, MILLIMAN
12.00 LUNCH
13:00 QUANTIFYING MORTALITY RISK USING STOCHASTIC MODELS
- Stochastic vs deterministic models
- Time dependency and uncertainty of future mortality developments
- Modeling changes and jumps in mortality
- Building a simple stochastic mortality model
- Addressing model risk in stochastic models
- Validating the model
Tom Crawford, ERNST & YOUNG
14.30 Afternoon break
15:00 SECURITIZATION OF SENIOR LIFE SETTLEMENTS: RISKS AND SOLUTIONS
- Longevity risk
- New measurements of longevity risk
- New measurement of interest rate risk
- Engineering bonds structure that eliminate longevity risk
- Engineering bonds structure that eliminates interest rate risk
Anne Zissu, Research Fellow, CITYTECH, CUNY, NYU_POLY/ Charles A Stone, Professor, BROOKLYN COLLEGE, NYU
16:30 End of day one
DAY TWO - Friday 19 September 2008
8:00 Coffee and registration
9:00 MANAGING LONGEVITY RISK IN ANNUITIES
- Projected life tables/Forward survival probabilities
- Analogies and differences to classical actuarial theory
- Life insurance contracts with mortality-contingent embedded options
- Guaranteed Minimum Income Benefits/Guaranteed Annuity Options
- Guaranteed Minimum Lifetime Withdrawal Benefits
Dr. Daniel Bauer, Assistant Professor, Department of Risk Management and Insurance GEORGIA STATE UNIVERSITY
10:00 Morning Break
10:30 PRICING SYSTEMATIC MORTALITY RISK
- Different types of mortality risk, systematic vs. non-systematic risk
- Engineering Longevity Derivatives: Approach via simple longevity bonds
- Which methods are available to price mortality and longevity?
- Illustration based on Gaussian forward model
- Empirical comparison based on UK annuity and financial data
- Briefly: Risk and pricing of Catastrophe Mortality Bonds
Dr. Daniel Bauer, Assistant Professor, GEORGIA STATE UNIVERSITY
12:00 Lunch
13:00 HEDGING MORTALITY AND LONGEVITY RISK
- Creating an appropriate structure and format
- Choosing a reference portfolio
- Addressing catastrophic mortality risk
- Longevity indicies and index-based hedging
Amit Sinha, JP MORGAN
14:30 Afternoon break
15:00 ENSURING CAPITAL REQUIREMENTS AND SOLVENCY
- Principles based reserves and economic capital
- Stochastic processing with volatile mortality assumption
- Range of future capital levels
- Stress testing
- Impact of adjusting mortality rates by cause of death
- Comparison to regulatory reserves and capital
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