Exclusive content Virtual ICA 2018

Thanks to the success of the Call for Papers, the VICA also features many exclusive recorded sessions as online presentations by qualified authors to whom the ICA could not offer a presentation slot in Berlin. Here you can find an overview on the program schedule of the exclusive content VICA 2018.

AFIR-ERM

Australian Investment Performance 1959 To 2017 (And Investment Assumptions For Stochastic Models)

Colin Grenfell (SuperEasy Pty Ltd)

00:51:00 minutes, IACA

 

Social Discounting

Sam Gutterman

00:31:00 minutes, ASTIN/IACA (consulting)

 

A Strategy Based Investigation Into South African Interest Bearing Variable-term Unit Trusts’ Performances For The Period 30 November 2001 To 31 March 2016

Mark Hayes (Curtin University)

00:29:00 minutes, AFIR

 

The Diversified Efficient Frontier

Thomas Heinze (Provinzial Rheinland Versicherung AG)

00:20:00 minutes, AFIR-ERM

 

Asset Liability Modeling For Insurance And Pensions Considering Correlations Between Mortality Risk And Financial Risks

Takayuki Igawa (PricewaterhouseCoopers Aarata LLC)

00:30:00 minutes, AFIR/LIFE/PENSIONS

Multi-product Optimization: Challenges And Opportunities 

Drew Lawyer (Earnix)

00:39:00 minutes, AFIR-ERM

 

Daily Solvency Monitoring

Michael Leitschkis (Milliman)

00:28:00 minutes, LIFE

 

Proposal Of A Erm Framework For The Analysis And Management Of The Trend Breaks – Application For Biometric And Behavioral Factors 

Fatoumata Ndoye (Institut des Actuaires)

00:17:00, ASTIN/IACA (Consulting)

 

Is Model Risk Worth Worrying About? An Empirical Analysis Of Model Risk In The Case Of Structured Financial Products

David Shkel (University of Hagen)

00:27:00 minutes, AFIR-ERM

 

A Robust Modification Of The Eiopa Standard For Risk Free Term Structure Of Interest Rates Based On Smith-wilson Method

Sergey Smirnov (Financial Engineering & Risk Management Lab, Research University Higher School of Economics)

00:25:00 minutes, LIFE/PENSION

ASTIN

Moment Generating Functions Of Discounted Compound Renewal Sums With Archimedean Copulas

Franck Adekambi (University of Johannesbourg and CERAF)

00:14:00 minutes, ASTIN

 

Can Decentralised Insurance Work Without Capital Using Sharing Economy Principles?

Weihao Choo (Munich Re / Macquarie University)

00:21:00 minutes, AFIR-ERM/IACA (Consulting)

 

Re-thinking Reinsurance

Richard Hartigan (Hiscox)

00:38:00 minutes, ASTIN

 

Solvency Ii And Risk Management On The Base Of An Actuarial Non-life Data Model

Maria Heep-Altiner (Cologne University of Applied Science)

00:29:00 minutes, AFIR-ERM

 

Detecting Insurance Fraud

Jonathan Karsenty (PwC)

00:29:00 minutes

 

An Optimal Reinsurance Management And Dividend Payout Strategy When The Insurer’s Reserve Is An Ito-levy Process

Sure Mataramvura (University of Cape Town)

00:30:00 minutes, AFIR-ERM

 

Insurance in a Changing Climate

Melchior Mattens (Arcturus)

00:34:00 minutes

 

Cluster Analysis Of 2015 Great Britain Police Reported Single Vehicle And Front To Rear Accidents

Giulia Padovan (Thatcham Research)

00:28:00 minutes, ASTIN

Triangle-free Reserving Vs Triangle-based Methods: An Empirical Comparison Based On Controlled Data

Pietro Parodi (SCOR)

00:29:00 minutes, ASTIN

 

Automated Construction, Maintenance And Categorisation Of Benchmark Loss Curves Through Bots

Pietro Parodi (SCOR)

00:35:00 minutes, ASTIN

 

Machine Learning Methods To Perform Pricing Optimization. A Comparison With Standard Glms 

Leonardo Petrini

00:27:00 minutes

 

Feasibility Analysis Of The Reinsurance Secondary Market: An Exploratory Study

Ziyan Wang (Universidade de São Paulo)

00:18:00 minutes, ASTIN

 

Multi-objective Optimization, Metaheuristics And Visual Analytics

Nicolas Wesner (Mazars Actuariat)

00:29:00 minutes, AFIR-ERM

 

Valuation Of Guaranteed Minimum Death Benefits

Hailiang Yang (The University of Hong Kong)

00:32:00 minutes, ASTIN

HEALTH

Embedding Wearable Health Technology Into The Insurance Industry

Lisa Altmann-Richer (Bupa)

00:27:00 minutes, ASTIN/LIFE

 

Disability Dynamics, Care Home Admissions, And Mortality: Evidence Form Two National English Studies To Support Insurance Product Development

Mohamed Elsheemy (University of East Anglia)

00:39:00 minutes, HEALTH

Risk Adjustment Modeling For Medical Plans In The United States

Jed Linfield (Healthfirst)

00:28:00 minutes, HEALTH

 

Demographic Change And Its Impact On Social Health Plans And Long-term Care Insurance

Thomas Neusius (Wiesbaden Business School; RheinMain University of Applied Sciences)

00:28:00 minutes, LIFE

LIFE

Sustainability In Life Insurance-how To Analyse The Dynamics Of Premium Reserves Under A Principle Based Solvency Regime

Hans-Jochen Bartels (University of Mannheim)

00:10:00 minutes, AFIR-ERM

 

Ifrs 17: Presentations Of Revenue And Income Statement Without Premiums

Luca Bianchi (Aviva Italia Holding)

00:31:00 minutes

 

Does Claim Intervention Improve Disability Income Claims Experience: Analysis Of Impact On Return-to-work.

Landi Du Toit (UCT)

00:16:00 minutes, HEALTH

 

An Analysis Of The Interaction Of Contracts In A Heterogeneous Life Insurance Portfolio

Jonas Eckert (Institut fuer Finanz- und Aktuarwissenschaften mbh)

00:33:00 minutes, LIFE

 

Impacts Of Management Actions In Life Insurance

Estelle Gerondeau (ACTUARIS)

00:25:00 minutes, ASTIN/LIFE

 

E-cigarettes: A Hazard Or A Help?

Sam Gutterman (Sam Gutterman)

00:30:00 minutes, HEALTH

 

Funding Life Insurance Contracts With Guarantees: How Can We Optimally Respond To The Policyholder’s Needs?

Peter Hieber (University of Ulm)

00:28:00 minutes, ASTIN

Retirement Guarantees – Are They Worth It?

Beatrice Male (Milliman)

00:32:00 minutes, PENSIONS

 

Lifetime Digital Butler

Kenichi Nogami (Accenture)

00:20:00 minutes, AFIR-ERM/ASTIN/HEALTH/PENSIONS

 

The Value Of With-profits For Consumers

Rosalind Rossouw (Sun Life Financial of Canada (UK))

00:16:00 minutes, PENSIONS

 

Stochastic Profit Testing Of Life Insurance Companies

Li Shen (emLyon business school)

00:29:00 minutes, AFIR-ERM/LIFE

 

An Alternative Approach For The Key Assumption Of Life Insurers And Pension Funds: Embedding Time Varying Experience Factors In Projection Mortality Tables

Janinke Tol (KPMG)

00:34:00 minutes, PENSIONS

PENSIONS

Pension Reform In Brazil: Calculating The Distributive Impacts Of The 2016 Government Proposal On The Retirement Benefits Of The National Pension Scheme

Luis Eduardo Afonso (University of Sao Paulo)

00:41:00 minutes

 

Target Rates Of Return In Dc Schemes: A Comparison Of Latin American Pension Systems For The Period 1997-2016 

Denise Gomez-Hernandez (UNIVERSIDAD AUTONOMA DE QUERETARO)

00:28:00 minutes

 

The Impact Of The Demographic Bonus In The Pension Systems Of Social Security

Daniela Alejandra González Ramírez (Social Security Institute for the Mexican Armed Forces)

tba, LIFE

 

Mortality Improvements At Older Ages

Sam Gutterman (Sam Gutterman)

00:27:00 minutes, HEALTH/IACA (Consulting)/LIFE

 

Increasing The State Pension Age: Actuarial Involvement

Martin Lunnon (Government Actuary’s Department)

tba

Theoretical Replacements Rates And Vulnerable Groups: The Italian Experience On Injured Workers

Raffaello Marcelloni (INAIL (Italy))

00:25:00 minutes, HEALTH/PENSIONS

 

Socialising Defined Contribution

Geoff Rashbrooke (Institute of Governance & Policy Studies)

00:18:00 minutes, PENSIONS

 

Miles For Retirement

Fernanda Salas (VITALIS)

00:15:00 minutes, IACA (Consulting)/LIFE/PENSIONS

 

Forging A New, Solid Social Security System For Greece: The Nts Proposal

Georgios Symeonidis (Hellenic Actuarial Authority)

00:23:00 minutes, LIFE/PENSIONS

IACA (Consulting)

Actuarial Data Science – Combine Classical Statistics And Mathematics With Methods Of Machine Learning

Jochen Stark (IBM Deutschland)

00:19:00 minutes, ASTIN/HEALTH/LIFE

 

The Sword Of Gaia And Her Trinacria Shield

Brent Walker (Brent Walker Actuarial Services)

tba, ASTIN/HEALTH

PROFESSIONALISM

Professionalism Education In Japan: Methods And Issues

Ikuo Katayose (Resona Bank, Limited)

00:21:00 minutes