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CEPAR Long Term Care and Longevity Insurance Workshop

Scholarship recipients

CEPAR is proud to be co-hosting the Long Term Care and Longevity Insurance Workshop alongside PwC. This workshop presents and explores aspects of long term care and longevity insurance with an emphasis on the actuarial, economic and financial mathematics aspects of these forms of insurance.

Long term care insurance is considered from the perspectives of contract policy design, pricing and capital requirements. Longevity insurance topics focus on variable annuities in the context of defined ambition pension schemes and the technical basis for pricing variable annuity guarantees as rider benefits particularly those for products with multiple asset classes.

The workshop is designed for researchers and practitioners involved with the technical basis of these insurance contracts, research students in economics, actuarial studies, finance and mathematics wanting to gain deeper understanding of the modelling of risks in these insurance contracts and some of the practical aspects arising from this for insurance policy design, risk modelling and management.

The keynote talk will be given by Ermanno Pitacco, a Professor of Actuarial Mathematics in the Faculty of Economics, University of Trieste and Academic Director of the Master in Insurance and Risk Management at the MIB School of Management of Trieste.

Date: 
Wednesday, December 10, 2014 - 08:30
End date: 
Wednesday, December 10, 2014 - 13:30
Location: 
PwC Sydney Office, Darling park Tower 2, 201 Sussex Street, Sydney