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 |