Programme ATRC 2016 Programme ATRC 2016

July 4

10 am Welcome Prof Elena Kulinskaya (UEA)

Keynote talk

10.05-10.50 Clive Bolton Exploring how academia and the private sector can work well together and the pitfalls

10.50-11.10 Coffee break

11.10-12.40 Session on Long term care

11.10-12.00 Ben Rickayzen Surveying the long term care landscape in England following the delay in implementing parts of the Care Act 2014

12-12.30 Ruth Hancock Funding care and support for older people

12.30-1.30 Lunch

1.30-3.00 Session on Longevity

1.30-2.20 Andrew Cairns The impact of longevity risk hedging on economic capital

2.20-3.00 Elena Kulinskaya Use of Big Health and Actuarial Data for modelling longevity

3.00-3.20 coffee break

Keynote talk

3.20-4.10 Anne-Marie Minihane Nutrition, genotype and healthy ageing: Choose your parents carefully

4.10-5.30 Contributed talks

4.10-4.30 Marcus C. Christiansen Decomposing life insurance liabilities into risk factors

4.30- 5.00 Carmen Boado Penas Linking PAYG pensions to life expectancy: A solution to guarantee long-term sustainability?

5.00-5.30 Adrian O Hagan Actuarial Risk Matrices: The Nearest Positive Semidefinite Matrix Problem

5.30-6.00 Dominic Cortis Betting Markets: Limitations and Reserving


July 5

9.15-10.30 PhD students contributed talks

9.15-9.40 Liang Chen Sampling variation and its impact on the calibration of stochastic mortality   models

9.40-10.05 Aniketh Pittea Impact of changing population demographics on pension plans

10.05- 10.30 Zhaoxun Mei Optimal design of structured products

10.30-10.50 Coffee break

10.50-12.30 Invited talks

10.50-11.40 Colm Fitzgerald The psychology of Herd-like Behaviour and financial market bubbles

11.40-12.30 Andrew Smith Calibrating multivariate dependency structures

12.30-1.30 pm lunch

1.30 pm- 3 pm Session on Sustainability

1.30-2.20 Nico Aspinal We need to talk about sustainability

2.20-3.00 Tracey Zalk Industry-academic collaboration: exploring nexus shocks

3.00-3.20 coffee break

3.20-3.40 IFoA Education update – Clifford Friend

3.4—4.00 IFoA Research update – Sarah Mathieson


4 pm close

Social Programme Social Programme

Sainsbury Centre

Conference Dinner