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

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

This workshop was 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 covered the main areas of research in longevity and long-term care modelling and product developments of the actuarial group at CEPAR. 

Presentation Slides

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

Prof Michael Sherris, UNSW and CEPAR

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

Prof Annamaria Olivieri, University of Parma and CEPAR

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

Prof Ermanno Pitacco, University of Trieste and CEPAR

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

Dr Jonathan Ziveyi, UNSW and CEPAR

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