PAPERS

 

  Title Authors
1 Why the Deferred Annuity Makes Sense (Paper) (Presentation) Steven Haberman, Stephen Thomas and Anran Chen
2 Around the Life-Cycle: Deterministic Consumption-Investment Strategies (Paper) (Presentation) Mogens Steffensen and Marcus C. Christiansen
3 The Life Cycle Model with Recursive Utility: Defined Benefit vs Defined Contribution (Paper) (Presentation) Knut Aase
4 Long-Term Care Models and Dependence Probability Tables by Acuity Level: New Empirical Evidence from Switzerland Joël Wagner and Michel Fuino
5 How a Cause-of-death Reduction can be Compensated in Presence of Heterogeneity? A Population Dynamics Approach. (Presentation) Héloïse Labit Hardy, Sarah Kaakai, Séverine Arnold and Nicole El Karoui
6 Solvency Requirement in a Unisex Stochastic Mortality Model (Paper) Montse Guillen, An Chen and Elena Vigna
7 Behavioral Patterns of Long Term Saving: Predictive Analysis of Adverse Behaviours on a Saving Portfolio (Paper) (Presentation) Babacar Sow and Thomas Behar
8 Addressing Longevity Heterogeneity in Pension Scheme Design and Reform (Presentation) Mercedes Ayuso, Jorge Miguel Bravo and Robert Holzmann
9 Self-Selection of Financial Risk (Presentation) Munir Hiabu, Jens Perch Nielsen, Russell Gerrard and Ioannis Kyriakou
10 Basis Risk in Index Based Longevity Hedges: A Guide for Longevity Hedgers (Paper) Andrew Cairns and Ghali El Boukfaoui
11 It Takes Two: Why Mortality Modelling is more than modelling one Mortality Trend (Presentation) Johanne Schupp, Matthias Börger and Jochen Russ
12 Rising Interest Rates and Lapse Risk for Life Insurers (Paper) (Presentation) Elia Berdin, Helmut Grundl and Christian Kubitza
13 A Class of Random Field Memory Models for Mortality Forecasting (Paper) Yahia Salhi, P. Doukhan, D. Pommeret and J. Rynkiewicz
14 One Size Fits All? Drawdown Structures in Australia and The Netherlands: A Utility Study for Heterogenous Income Levels (Paper) (Presentation) Jennifer Alonso García and Michael Sherris
15 Adapting to Changes in Life Expectancy in the Finnish Earnings-Related Pension Scheme (Paper) (Presentation) Kaarlo Reipas and Mikko Sankala
16 Collective Defined Contribution Plans - Backtesting Based on German Capital Market Data 1955 - 2015 (Paper) (Presentation) Oskar Goecke
17 Reviewing Dependencies Among Longevity and Mortality Risks in Standard Solvency Capital Requirements (Presentation) Jaume Belles Sampera, Miguel Santolino and Antonio Rubio Pallarés
18 Who Wants to Live Forever? An Analysis of the Maximum Lifespan in the US (Paper) (Presentation) Martin Genz, Jan Feifel and Markus Pauly
19 Marital Status, Mortality and Pensions: The Special Case of Being an Unmarried Elderly Woman in Spain Estefanía Alaminos and Mercedes Ayuso
20 Using Fuzzy Set Theory to Evaluate Medically Underwritten Life Annuities Laura González-Vila, Jorge de Andrés and Aihua Zhang
21 Nudging Long-Term Savings. Might the "Save More Tomorrow" Approach Work in Spain? (Paper) Jesús María García Martínez and José Vila
22 Nonfinancial Defined Contribution Pension Schemes: Construction of Annuity Divisors Using the Direct Method (Presentation) Poontavika Naka, Carmen Boado-Penas, Jacques Janssen and Raimondo Manca
23 A Non-Homogeneous Semi-Markov Approach for the Calculation of the Balance Sheet of a Health Fund Guglielmo D`Amico, Fulvio Gismondi, Montserrat Guillen, Jacques Janssen, Raimondo Manca and Ernesto Volpe di Prignano
24 Extension, Compression, and Beyond - A Unique Classification System for Mortality Evolution Patterns (Paper) (Presentation) Martin Genz, Matthias Börger and Jochen Russ
25 Lapse Tables for Lapse Risk Management: A Competing Risks Approach (Paper) (Presentation) Xavier Milhaud and Christophe Dutangy
26 Alternative Measure of the (In)Adequacy of Public Pensions During Retirement Manuela Bosch Príncep and Oriol Roch
27 The Life Insurance on Several Heads: Sensitivity Analysis to Increases in Life Expectancy (Paper) (Presentation) Armando Nieto Ranero
28 A Short Discussion on a Simplified Approach of Model Risk Assessment Associated with the "Stochastic" Models of the Prospective Mortality Tables Anani A. Olympio, Anne Eyreaud-Loisel and Baptiste Dieltiens
29 Distributing Long-Term Saving Policies in a Low-Saving Environment: Lessons from South Africa (Paper) (Presentation) Rob Rusconi
30 A Cross-Country Study of Saving and Spending in Retirement (Presentation) Hazel Bateman, Jennifer Alonso-Garcia, Johan Bonekamp, Arthur van Soest and Ralph Stevens