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CEPAR Workshop on Longevity and Long-Term Care Risks and Products

CEPAR is hosting a Workshop on Longevity and Long-Term Care Risks and Products, in conjunction with IME Congress 2018, to be held at UNSW Sydney on Thursday 19 July 2018. 

This workshop is designed for early career researchers, practitioners and others wishing to gain an understanding of developments in Longevity and Long-Term Care Risks and Products. The workshop covers the main areas of research in longevity and long-term care modelling and product developments of the actuarial group at CEPAR. Presenters are leaders in the area and CEPAR affiliated.

The event will be a limited attendance workshop. Registration will be required through CEPAR. The workshop is free of charge and open for registration by IME participants as well as other CEPAR affiliated attendees. 


8.45am - 9.00am

Arrival and Registration

9.00am - 10.00am

Dr Andres Villegas, UNSW and CEPAR

Longevity Risk Models - latest developments - multiple factors, multiple populations, alternative approaches - discrete time and discrete age, continuous time affine mortality models

10.00am - 10.15am

Morning Tea

10.15am - 11.15am

Prof Michael Sherris, UNSW and CEPAR

Long Term Care and Morbidity Models - frailty, multiple state, functional disability, incorporating systematic improvement, incorporating uncertainty

11.15am - 11.30am


11.30am - 12.30pm

Prof Annamaria Olivieri, University of Parma and CEPAR

Longevity Risk Products - annuities, pooled annuities, tontines, late life annuities, enhanced annuities

12.30pm - 1.30pm


1.30pm - 2.30pm

Prof Ermanno Pitacco, University of Trieste and CEPAR

Long Term Care Products - LTC insurance, care annuities, combined products, other innovations - reverse mortgage + LTC insurance

2.30pm - 3.00pm

Afternoon Tea

3.00pm - 4.00pm

Dr Jonathan Ziveyi, UNSW and CEPAR

Variable Annuities - Products - Guaranteed Death and Living Benefits, Latest developments in valuation and hedging methods


If you are interested in attending this event please contact

Thursday, July 19, 2018 - 09:00
End date: 
Thursday, July 19, 2018 - 16:00