This research consortium is made up of academics and industry experts from across the globe

Research Team Biographies

Professor Jens Perch Nielsen

Professor Jens Perch Nielsen, joint principal investigator for this programme and Professor of Actuarial Science at Cass Business School, London, with a PhD in statistics from UC-Berkeley. He is a fully qualified actuary from Copenhagen, an associate member of the IFoA and has twenty years of experience in the insurance and pension industry. The invention of Time Pension, when he was research director in the global insurer RSA, was a game breaker in the Danish market. He served six year as consultant and entrepreneur before joining Cass as a full professor in 2012. He is the co-author of more than 100 scientific papers in reviewed journals of actuarial science, economics, econometrics, operational research and statistics and also has co-authored a book on quantitative operational risk modelling. Professor Nielsen has co-written published academic papers with all academic members of the project. He will be the primary supervisor for the Cass Business School-located doctoral students and postdoctoral researcher. He will meet regularly with the industrial partner, Jens Lind (Danika Pension) to discuss the research results obtained to date and get their input and feedback.

Dr Catherine Donnelly

Dr Catherine Donnelly, joint principal investigator for this programme and Associate Professor, Department of Actuarial Mathematics and Statistics, School of Mathematical and Computer Sciences, Heriot-Watt University. Dr Donnelly is a qualified actuary and has worked for four years in the pensions industry. She has a PhD in mathematical finance from the University of Waterloo, Canada. Her research interests lie in pensions, life insurance and stochastic control theory, and she has been published widely in these areas. She has published several papers with Professor Nielsen and Professor Guillen, and has a close working relationship with both of them. Dr Donnelly is the principal investigator at Heriot-Watt University. She will be the primary supervisor for the Heriot-Watt-located doctoral student and postdoctoral researchers.

Professor Montserrat Guillen Professor Montserrat Guillen, Director of the Riskcenter, the research group on Risk in Insurance and Finance, Institute of Applied Economics, University of Barcelona, Spain. Since April 2001, Professor Guillen has been Chair Professor of the Department of Econometrics at the University of Barcelona. Her research focuses on actuarial statistics, economics and quantitative risk management. She was President of the European Group of Risk and Insurance Economists, the Geneva Association, in 2011. She has served on industry boards as well as scientific groups, international programs and steering committees and she has also conducted R&D joint programmes with many companies. For example, she helped Professor Nielsen to invent Time Pension at the beginning of this millenium. Professor Guillen is expected to co-author at least ten of the fundamental papers of this programme. She is a popular invited conference speaker and will be a key player in the programme, when distributing our academic knowledge.
Dr Ana M.Perez Dr Ana M. Perez, Associate Professor of Actuarial Statistics at the University of Barcelona and a member of the research group Riskcenter. Her research interests are related to actuarial statistics, survival analysis and marketing in insurance. Dr Perez-Marin will take the computational lead of at least six papers of this project. She will provide one-to-one computational teaching to many of the doctoral students involved in the project.
Professor Stefan Sperlich Professor Stefan Sperlich, Professor at the University of Geneva, Switzerland. He has published over 60 papers since 1994, in addition to six books. His research is on the analysis of econometric models,empirical economics, non- and semi-parametric methods and computational statistics. He has led many research projects, as well as several consulting projects for the Spanish government. Professor Sperlich will work with Dr Scholz on generating the outputs for Workstream 4. Professor Sperlich has the responsibility for producing the outputs.
Dr Michael Scholz Dr Michael Scholz, Assistant Professor in the Department of Economics, University of Graz, Austria. His research interests are in economics and statistics, including semiparametric methods. Dr Scholz will work with Professor Sperlich on generating the outputs for Workstream 4. He will take the computational lead on these papers providing one-to-one teaching to the doctoral students involved.
Dr Munir Hiabu Dr Munir Hiabu, is a postdoctoral researcher on this research programme. Before joining the team, Munir studied Mathematics at Heidelberg University and obtained a PhD in Actuarial Science from Cass Business School.
Dr Thomas Bernhardt Dr Thomas Bernhardt, is a postdoctoral research on this research programme. Before joining the team he earned his PhD in mathematics from the London School of Economics and Political Science and moved to the UK from Berlin, Germany. He is passionate about mathematics and society, so joining a project to optimise future pension plans was a natural fit.
Dr Rami Chehab Dr Rami Chehab, is a postdoctoral researcher on this programme. Before joining the team, Dr Chehab received his PhD in Econometrics from the University of Exeter in 2017. He also holds an MSc Economics and Econometrics from the University of Exeter and a BE in Mechanical Engineering with a minor in Mathematics and Economics from the American University of Beirut.  Dr Chehab's research interest include the development of robust econometric and statistical inference methods using bootstrap algorithms with financial time-series: heavy-tails and dependent time series. These characteristics of financial time-series are a well-observed phenomenon, especially in our contemporary world. His research interest also includes modelling long-run asset returns for assessing risk and return for long-term investors such as pension plan participants. 
Photo of Peter Vodicka Peter Vodicka, is a PhD student working on this programme. Before joining the team Peter graduated from Comenius University in Bratislava where he studied Applied Mathematics and Modelling, before studying for his masters at Charles University in Prague. He is interested in subjects such as stochastic calculus, survival analysis, counting processes, portfolio risk management and optimal control.

 

 

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Events calendar

  • IFRS17 Workshop, 21 February

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    21 February 2019

    Spaces available

    IFoA Logo for EventsThe Life Board and Life Lifelong Learning Sub-committee are running this half-day workshop on IFRS 17.

    They will provide a detailed understanding of the key concepts of the standard, as well as discuss how implementation will impact people, process and systems.  They will also share views on how the new standard will change the way insurers are viewed in the market, and share perspectives from within and outside of the profession.

     

  • Data Science: Opportunities for Actuaries

    The IFoA's first virtual event   
    26 February 2019 - 28 February 2019

    Spaces available

    The IFoA are launching their first virtual conference on the topic of Data Science, that is free to attend. This is an exciting and forward thinking move to reach members all over the world and to share knowledge and discuss developments and techniques within data science.

  • Leicester Actuarial Science Society presents the 5th Annual Worshipful Company of Actuaries Lecture

    The University of Leicester, Ken Edwards Lecture Theatre 3 (see map and directions)
    27 February 2019

    Spaces available

    IFoA President-Elect, John Taylor will discuss his work on 'robo advice' and the implications of technology for the future of the profession, but also his thoughts about the immediate priorities for the actuarial profession based on his first year with the Presidential Team. 

    The Worshipful Company of Actuaries will also be explaining their work and presenting two prizes: one each to the best performing 2nd year and 3rd year BSc Mathematics and Actuarial Science student at the University during the session.

  • ARC: ERM Results Launch Event

    Staple inn Hall, High Holborn, London, WC1V 7QJ
    28 February 2019

    Fully booked.

     

    This event is now full. We do operate a waiting system for this event should there become availability, which you can register for here and be added to the waitlist. We will email everyone on the waiting list nearer the time to confirm whether there is availability for them to attend.

     

  • Actuaries Rock event – What happened at GIRO?

    Gibraltar Financial Services Commission P O Box 940 Suite 3, Ground Floor Atlantic Suites Europort Avenue GX11 - 1AA Gibraltar
    28 February 2019

    Spaces available

    This event is run by Actuaries Rock, the regional society for actuaries in Gibraltar. To register please email:  kmorgan@gfsc.gi 

  • SIAS Event: Challenges and Opportunities for Actuaries Working in Data Science

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    4 March 2019

    Spaces available

    This talk will present examples of the use of data science in the General Insurance and Health and Care practice areas. It will highlight some of the opportunities and challenges for actuaries in using the latest data science techniques in these fields.

    1. Lisa Balboa will present on using predictive analytics to improve health care forecasting.
    2. Alexander Hanks will present a practical example of training a neural network to fit curves to general insurance claims data.
  • Highlights of the Life Conference 2018 - London

    Ect Venues, 200 Aldersgate, St. Pauls, London EC1A 4HD
    5 March 2019

    Spaces available

    IFoA event AllThis event will cover the highlights from the Life Conference 2018 held in Liverpool. The Conference Committee has reviewed session feedback and has put together a high-quality technical programme featuring the best sessions from the Life Conference 2018.  Book now to ensure your place.

  • Life and F&I One Day Workshop

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    11 March 2019

    Spaces available

    IFoA Event Logo AllThis cross-practice event for Life actuaries and those in finance and investments roles offers high-quality CPD with a series of thought-provoking presentations covering economics and financial markets, responsible investment, CMA review outcome, FCA requirements, asset analytics, and much more.

  • Spring Lecture 2019, Edinburgh - Sir John Curtice

    Royal College of Physicians, 9 Queen St, Edinburgh EH2 1JQ
    13 March 2019

    Fully booked.

    In conjunction with the Scottish BoardEdinburgh is now full. However, you can still register here to view the event live online, allowing those who cannot attend in person to stream the lecture to their computer, laptop, tablet, and phones wherever they are in the world. 
    We do operate a waiting system for each of the Edinburgh and London venues should there be availability, which you can register for here and be added to the waitlist. We will email everyone on the waiting list nearer the time to confirm whether there is availability for them to attend.
  • Spring Lecture 2019, Live stream at Staple Inn - Professor Sir John Curtice

    Staple Inn, High Holborn, London, WC1V 7QJ
    13 March 2019

    Fully booked.

     
    In conjunction with the Scottish BoardFollowing the popularity of this year’s Spring Lecture, delivered by Professor Sir John Curtice, an additional venue has been sourced for Members to attend a London Livestream event at the Lloyd's building. Please register here. Alternatively, you can still register here  to view the event live online, allowing those who cannot attend in person to stream the lecture to their computer, laptop, tablet, and phones wherever they are in the world. 
     
  • Sessional Meeting: Investment risk for long term investors - risk measurement approaches

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    18 March 2019

    Spaces available

    The term ‘investment risk’ is often used loosely, and frequently confused with the notion of short term price volatility, particularly for equity instruments. For the long term investor, however, what is most apposite is the ability to meet future real cash flows as they become due.

  • KSS event – Index Based Longevity Hedging

    Royal London St Andrew House, 1 Thistle St, Edinburgh EH2 1DG
    18 March 2019

    Spaces available

    This KSS talk on Index Based Longevity Hedging  -  The Dutch Experience and implications for the UK market will cover the structure of deals to date in the Dutch market; the challenges in determining the Solvency 2 capital treatment for such deals and the work done by the Longevity Risk Transfer Working Party of the Dutch Insurance Association; a proposal for a method for quantification of Basis Risk based on a recent paper “Basis Risk in Index Based Longevity Hedges: A Guide for Longevity Hedgers” by Cairns & El Boukfaoui, and implications for the future, both in terms

  • Highlights of the Life Conference 2018 - Edinburgh

    Apex Grassmarket Hotel, 31-35 Grassmarket, Edinburgh EH1 2HS
    19 March 2019

    Spaces available

    This event will cover the highlights from the Life Conference 2018 held in Liverpool. The Conference Committee has reviewed session feedback and has put together a high-quality technical programme featuring the best sessions from the Life Conference 2018.  Book now to ensure your place.

  • KSS event - FinTech and The Actuarial Profession

    Barnett Waddingham 163 West George Street, Glasgow, G2 2JJ
    20 March 2019

    Spaces available

    This KSS talk from FinTech Scotland's CEO will explore the mission to create an integrated Fintech ecosystem through provision of funding, support, infrastructure and talent that recognises and responds to the needs of all stakeholders - and the overarching aim for Scotland to be one of the top 5 Fintech global leaders by 2020.

  • IFoA’s Diversity Advisory Group: The Power of Deep Listening

    Aviva, The Agora, Level 2B, St Helens, 1 Undershaft,  London EC3P 3DQ
    21 March 2019

    Spaces available

    8th March is International Women’s Day. The IFoA’s Diversity Advisory Group will be facilitating a session later in March as part of this celebration. Subject to availability. All members are welcomed. Please contact Susan Hunter Jones (susan.hunterjones@aviva.com) to register for the session.

  • Professional Skills Training - Edinburgh (26 March 19)

    IFoA (Edinburgh), Level 2, Exchange Crescent 7 Conference Square Edinburgh EH3 8RA
    26 March 2019

    Spaces available

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019.  This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • Professional Skills Training - London (16 April 19)

    Staple Inn Hall, High Holborn London WC1V 7QJ
    16 April 2019

    Fully booked.

    Please register here to join the wait list

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019.  This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • TIGI 2019 (Technical Issues in General Insurance)

    Royal College of Physicians, 11 St Andrews Place, Regent's Park, London, NW1 4LE
    25-26 April 2019
    Spaces available

    This General Insurance CPD offering has been changed from former years of individual one day seminars to include individual sessions for IFRS 17, Pricing, Capital Modelling and Reserving over a two-day event  packaged as Technical Issues in General Insurance, providing attendees with a varied program . The event is suitable for anyone who works, or are interested, in these areas.

  • Professional Skills Training - Edinburgh (30 April 19)

    IFoA (Edinburgh), Level 2, Exchange Crescent 7 Conference Square Edinburgh EH3 8RA
    30 April 2019

    Spaces available

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019.  This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • IFoA Asia Conference 2019, Chengdu

    Crowne Plaza Chengdu Panda Garden, Poly Park 198, No. 1980 ShuLong Avenue,Xindu District, Chengdu
    09-10 May 2019
    Spaces available

    IfoA Logo for eventsOffering a diverse selection of plenary sessions and cross-practice workshops, the annual Asia Conference is the perfect opportunity to discover and discuss current and developing actuarial topics in Asia, whilst providing excellent opportunity to grow your network of contacts.

  • CILA 2019

    30 Euston Square, London NW1 2FB
    14 May 2019

    Spaces available

    CILA is one of the pre-eminent events in the annual Life calendar. It is aimed at practicing life actuaries from life offices, consulting firms and other employers of actuaries. It will also be of interest to all those who work in or advise on, the life assurance market in the UK and Europe.

  • KSS event – Bulk Annuity Market Update

    Willis Towers Watson 2 Lochrin Square, 96 Fountainbridge, Edinburgh EH3 9QA
    15 May 2019

    Spaces available

    This KSS talk will give a bulk annuity market update over 2018 and for 2019 and beyond.  The presenters will also consider bulk annuity options as part of pension scheme de-risking strategies, and how pension schemes can best prepare when requesting a quote in order to achieve a favourable outcome. To book please email Dawn.Neil@willistowerswatson.com.

  • KSS event – Bulk Annuity Market Update

    Willis Towers Watson 2 West Regent Street Glasgow G2 1RW
    16 May 2019

    Spaces available

    This KSS talk will give a bulk annuity market update over 2018 and for 2019 and beyond. The presenters will also consider bulk annuity options as part of pension scheme de-risking strategies, and how pension schemes can best prepare when requesting a quote in order to achieve a favourable outcome. To book a place please email Dawn.Neil@willistowerswatson.com

  • Risk and Investment one day Conference 2019

    Amba Hotel, Charing Cross, Strand, London WC2N 5HX
    20-21 May 2019
    Spaces available

    This year's Risk and Investment Conference will be taking place at Amba Hotel, Charing Cross, London.

    To book your place click here.

     

  • Sessional Research Event - Saving for Retirement: Rules of Thumb

    Staple Inn Hall, High Holborn London WC1V 7QJ
    20 May 2019

    Spaces available

    How much does the average person need to save over a full working life to provide a decent retirement income? We call this the Lifetime Pension Contribution (LPC) and have attempted to quantify it.

  • Professional Skills Training - London (12 June 19)

    Staple Inn Hall, High Holborn London WC1V 7QJ
    12 June 2019

    Spaces available

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019.  This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • NED Event: Behavioural Finance and Boards

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    18 June 2019

    Spaces available

    Substantial work has been undertaken in the field of behavioural finance to explore the psychological factors affecting investment decisions made by individuals.  In contrast, “behavioural” factors (such as politics or human psychology) affecting decisions and actions made by institutional investors, such as insurers or pension schemes, are less understood.

  • Pensions Conference 2019

    Bristol Marriott Hotel City Centre, 2 Lower Castle Street, Old Market, Bristol, BS1 3AD
    18-19 June 2019
    Spaces available

    This year's Pensions Conference will be taking place at the Bristol Marriott City Centre.

  • Current Issues in General Insurance (CIGI) 2019

    Inmarsat, 99 City Road, London, EC1Y 1BJ
    19 June 2019

    Spaces available

    CIGI will provide an excellent and diverse line-up of speakers, each providing their insight and knowledge on a range of topics.  The programme will be broad in nature, so will be of most value to those with some experience in the industry. 

  • Professional Skills Training - London (25 June 19)

    Staple Inn Hall, High Holborn London WC1V 7QJ
    25 June 2019

    Spaces available

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019. This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.