Mortality and Longevity 2008

Mortality and longevity - Making financial sense of the highly uncertain

One day seminars, 8 April 2008 in Edinburgh and 15 April 2008 in London

The papers below were presented at the Mortality and longevity seminar, held on Edinburgh on 8 April 2008, and in London on 15 April 2008. Any queries about the seminar should be addressed to Hannah Bolton, Conference Organiser, at e-mail: hannah.bolton@actuaries.org.uk.

Please note that for this event the advance conference presentations will only be made available in Adobe pdf "handout" format, displaying three slides to a page. If you require the papers in any other format, please contact the Conference Officer. If you need advice on viewing and printing the papers, please refer to the Help page.

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Time Title and Speaker
08.30 Technical pre-session: Mortality - Where we are and how we got here
Dave Grimshaw. Secretary, CMI
09.40 Update on the latest work of the CMI
Edinburgh: Andrew Gaches, CMI SAPS Committee
London: Nigel Bodie, CMI SAPS Committee
10.20 8 April seminar:
What your postcode says about your longevity [pdf]
Stephen Richards
10.20 15 April seminar:
Mortality Projections "By Cause" Research Group [pdf]
Neil Daniels, Adrian Pinington, Scott Reid
11.20 The Cairns-Blake-Dowd model [pdf]
Andrew Cairns, Maxwell Institute and Heriot-Watt University; David Blake, Pensions Institute and CASS Business School; and Kevin Dowd, Nottingham University Business School
11.20 New developments of the Lee-Carter model for mortality dynamics [pdf]
Arthur E Renshaw and Steven Haberman, CASS Business School, City University
11.20 Extentions to the Lee-Carter model, including risk measurement in the age-period and age-period-cohort versions of the model [pdf]. See also Accompanying figures
Arthur E Renshaw and Steven Haberman, CASS Business School, City University
13.30 15 April seminar:
What might the future hold? The ageing process and the prospects for prolonging life expectancy [pdf]
Dr David Gems, University College, London
14.30 Standards for mortality assumptions [pdf]
Louise Pryor, Board for Actuarial Standards
15.30 8 April 2008
Managing the uncertainty. Alternatives to traditional buyout [pdf]
Martin Potter, Hymans Robertson
15.30 15 April 2008
Alternatives to traditional buyout [pdf]
Paul Jayson, Barnett Waddingham LLP
15.30 8 April 2008
The role of longevity indices and mortality derivatives [pdf]
Chris Watts, J P Morgan
15.30 15 April 2008
The role of longevity indices and mortality derivatives [pdf]
David Epstein, J P Morgan
 
Page updated: 2 January 2009
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