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

  • Asia Conference Webinar Series

    Webinars
    7 September 2020 - 25 September 2020

    Spaces available

    There will be a prestigious line-up of international speakers discussing the insurance and financial industry’s innovation and change in Asia.  The conference will take place throughout September via an online platform. The webinars consist of plenary speaking sessions and a series of workshop sessions including Life, GI, Data Science, Sustainability, Risk Management and Investment.

    This will be the perfect opportunity for you to discover,ask questions and be at the forefront of current and developing actuarial/financial topics and trends in Asia.

     

  • Spaces available

    This free 90 minute webinar is designed to support the IFoA CPD Co-ordinators, and others, involved in supporting our members to achieve their CPD requirements. 

    The programme will include an overview of the new CPD Scheme; specifically sharing with you key messages to support you implement and embrace the new CPD Scheme for our members within your organisation and regional community; how to arrange a reflective practice discussion; and an interactive reflective practice discussion learning exercise.  In addition, delegates will gain information about accessing, and making the most of the IFoA event Toolkits which you can make use of to run your own in-house events and events for regional communities. 

  • Spaces available

    16.00-17.00 GMT+8

    Consumer expectations are changing Insurance. The Royal Commission in Australia, Design Obligations in the UK, the insurtech ecosystem, and digital-first consumers demanding personalised solutions will all revolutionise how insurance looks like in the future.

  • Spaces available

    12.00-13.00 GMT+8

    This presenter / panel workshop hybrid will be anchored by two presentations examining the socioeconomic, medical and technological factors that will have a significant impact on mortality and our pricing over the next 20 years and beyond. It will also discuss whether significant mortality improvement will continue in Asia or whether varying experience of low improvements or deterioration. 

  • Spaces available

    12.00-13.00 GMT+8

    This presentation aims to provides an overview of the reformation of current Chinese regulatory solvency regime, how industry coping with the new normal after pandemic time and how the reformation of the regulation could help the insurance industry gets back on its feet as well as coming back to the “protection” core value for the policyholders. The presentation would include:

  • Spaces available

    16.00-17.00 (GMT+8) | 09.00-10.00 (BST)

    The basic data of China’s 2nd Critical Illness Mortality Table covers 2000+ products in Chinese market, including about 340 million insurance policies and 5.1 million claimants. Presenter will give the audience a general understanding including but not limited to the following contents:

  • Autumn Lecture 2020: Professor Elroy Dimson

    Online webinar
    14 October 2020

    Spaces available

    Many individuals and institutions have a long-term focus, and invest funds for the benefit of future generations. Their strategy should reflect their long horizon. University endowments are one of the oldest classes of institutional investor, and I will present the first study of the management of these endowments over the very long term.

  • GIRO Conference 2020 Webinar Series

    Available to watch globally in November.
    02-13 November 2020
    Spaces available

    This year's GIRO has been re-designed as a virtual conference to offer members and non-members the opportunity to get up to date content from leading experts in the general insurance field via online webinars. All sessions will be recorded and made available to purchase and re-watch post-event on the IFoA's GI Online Learning Resource area.

  • Spaces available

    Cash-flow driven investing is a game-changer for DB pension funds navigating their end-game. Suitable for sponsors who want to reduce risks on their balance sheets. And for trustees, it shifts the focus to providing greater certainty of returns, managing funding level volatility and ensuring they have enough income to pay cash-flow requirements.

  • Spaces available

    The talk will provide an understanding of the priorities and relationships between deficit reduction contributions, in the context of wider scheme funding, and different types of value outflow from the employer based on the working party’s recently published report.