Award Sessions

A special highlight in the congress program were the award sessions in which selected national and international prize winners introduced their latest research results. Alongside the ICA 2018 Best Paper Awards and the IAA Section Best Paper Awards, the congress program featured award sessions for various well-known prizes. Award sessions took place on each day of the ICA 2018.

ICA 2018 Best Paper Awards

The ICA 2018 Best Paper Awards honored excellent contributions to the congress program. Every ICA 2018 participant was eligible to compete for the Best Paper Awards by submitting a full paper of the research results during the call for papers process. Following submissions in the six named subject areas were awarded as ICA 2018 Best Papers during the congress:

Big Data Analytics –Algorithms, Analysis and Application                                                                                                                                      

Modeling Dynamic Policyholder Behaviour through Machine Learning Techniques
Marco Aleandri (Sapienza University Rome, Ageas)
Presentation on Monday, 15.30

 

Neural Networks Applied to Chain-Ladder Reserving

Mario Wüthrich (ETH Zurich)
Presentation on Thursday, 9.30

Demographic Change and Longevity

 

A Class of Random Field Memory Models for Mortality Forecasting
Yahia Salhi (ISFA, Claude Bernard University, Lyon 1)
Presentation on Thursday, 9.00

 

Population Structure and Asset Values

Kathleen Rybczynski (University of Waterloo)
Presentation on Wednesday, 11.40

 

Long-Term Care Models and Dependence Probability Tables by Acuity Level: New Empirical Evidence from Switzerland

Michel Fuino (University of Lausanne)
Joël Wagner (University of Lausanne)
Presentation on Tuesday, 9.00

Mathematical Aspects of Emerging Risks

 

Pricing of Cyber Insurance Contracts in a Network Model 

Matthias Fahrenwaldt (Heriot-Watt University), Stefan Weber & Kerstin Weske (both Leibniz University of Hannover)

Presentation Wednesday, 14.00

Aspects of Long-Term Savings: Uncertainty in Low Real Returns, Longevity and Inflation

 

Saving Preferences in Retirement: The Impact of Mandatory Annuitization, Flexibility and Health Status

Jennifer Alonso-García (UNSW Sydney)
Presentation on Monday, 17.00

 

The Impact of Longevity and Investment Risk on a Portfolio of Life Insurance Liabilities

An Chen (University of Ulm)
Presentation on Wednesday, 14.00

Behavioural Aspects of Insurance Mathematics

 

Optimal Social Security Claiming Behavior Under Lump Sum Incentives: Theory and Evidence

Ralph Rogalla (St. Johns University, New York)
Presentation on Monday, 16.30

Long-Term Risk: Modelling, Measuring, Managing and Economic Valuation

 

Assessing the Economic Impact of Longevity Hedges

Andrew J.G. Cairns (Heriot-Watt University, Edinburgh)

Presentation on Thursday, 8.30

The ICA 2018 Best Paper Awards were sponsored by:

IAA Section Best Paper Awards

Apart from the ICA 2018 Best Paper Awards, each section of the IAA also awarded best papers in their subject areas.

 

AFIR/ERM (Financial Risk & ERM)

 

An Analysis Of The Solvency II Regulatory Framework’s Smith-Wilson Model For The Term Structure Of Risk-free Interest Rates

Peter Løchte Jørgensen (Aarhus University)

Presentation Wednesday, 14.30

ASTIN (Non-Life)

 

The Transition Towards Semi-Autonomous Vehicle Insurance: The Contribution of Usage-Based Data

Montserrat Guillen (University of Barcelona)

Presentation Monday, 17.30

 

The Impact of Insurance Premium Taxation

Anna-Maria Hamm, Moritz Degelmann, Stefan Weber (Leibniz University Hannover)

Presentation Monday, 14.00

IAAHS (Health)

 

Demand For Annuities and Long Term Care Insurance with Recursive Utility: Impact of Housing

Mengyi Xu (UNSW Sydney)

Presentation Monday, 15.30

IACA (Consulting)

 

Integrated Risk Management in Practice 

Marian Elliott (Redington)

Presentation Friday, 14.00

 

IACA Jubilee – Max Lander Award

Daisy McFarlane-Coke

Presentation on Wednesday, 16.30

IAALS (LIFE)

 

Extension, Compression and Beyond a unique classification system for mortality evolution patterns

Martin Genz (Ulm University, Institute for Financial and Actuarial Science Ulm, ifa)

Presentation Friday, 14.00

 

Impacts of Management Actions in Life Insurance

Estelle Gerondeau (Actuaries)

Presentation Monday, 17.30

PBSS (Pension Benefits & Social Security)

 

Low Investment Returns and the Expected Impact on Retirement Savings

Alfred Gohdes (Rentenberatung Gohdes)

Presentation Thursday, 8.30

 

The IAA Sections announce, organize and select the award winner independently from all submissions and/or all talks that form part of the ICA 2018 congress program.

Further Award Sessions

The congress program featured award sessions of various well-known prizes and national young reasearcher awards.

Bob Alting von Geusau Prize
Consistent Yield Curve Prediction
Josef Teichmann (ETH Zurich)
Mario V. Wüthrich (ETH Zurich)
Presentation on Friday, 8.30

SCOR Actuarial Awards

Arian Cani (tba)

Markus Binder (Research Assistant, University Regensburg)

Markus Haas (Research Assistant, PhD student, LMU Munich)

Presentation on Tuesday, 8.30

IVS-Awards

The Retirement Income Frontier and Its

Application in Constructing Investment Strategies at Retirement

John Anderson (Alexander Forbes)

Steven Empedocles (Sygnia Asset Management)

Presentation on Wednesday, 10.30

Young Researcher Award Canada

Credit and Systemic Risks in the Financial Services Sector: Evidence from the 2008 Global Crisis
Jean-François Bégin (Simon Fraser University, British Columbia)

Young Researcher Award: CAS

Restating the National Highway Transportation Safety Administration’s: National Motor Vehicle Crash Causation Survey for Automated Vehicles
Jonathan Charak (Zurich)

 

Territorial Risk Classification using Spatially Dependent Frequency-Severity Models
Peng Shi (University of Wisconsin-Madison)

 

Presentation on Monday, 14.00

Young Researcher Award: Italy
Financial Instruments for Mitigation of Flood Risks: The Case of Florence
Giovanni Rabitti (Bocconi University of Milan)
Presentation on Monday, 14.00

 

Young Researcher Award: France

Mortality Tables Update Through Multi-Population Models. Application to Longevity Risk Transfer and Shock Computation

Naoufal El Bekri (Institut des Actuaires)

 

Index-Based Solutions to Protect Income in the Agriculture & Agri-Food Industry – The Case of France
Victor Bouton (Institut des Actuaires)

 

Agricultural Insurance and Financial Arbitrage with Satellite Images
Pierrick Piette (Institut des Actuaires)

 

Modelling of Drought-Induced Subsidence and Consequential Building Damages in France
Jana Friederike Schulte (Institut des Actuaires)

 

Presentation on Wednesday, 16.30

GAUSS Prize Lecture of DAV and DGVFM

Young Researcher Award

Planning fir Individual Retirement: Optimal Consumption, Investment and Retirement Timing under Different Preferences and Habit Persistence

Felix Hentschel (Viadico)

Presentation on Wednesday, 16.30

 

Pricing of Cyber Insurance Contracts in a Network Model 

Matthias Fahrenwaldt (Heriot-Watt University), Stefan Weber & Kerstin Weske (both Leibniz University of Hannover)

Presentation on Wednesday, 16.30

Switzerland: Walter-Saxer-Versicherungs-Hochschulpreis (Insurance pirze)

Stochastic Loss Reserving with Emphasis on the Bornhuetter-Ferguson Method

Annina Saluz (AXA)

Presentation on Monday, 15.00

Society of Actuaries Students Research Case Study Competition

2018 Student Research Case Study Challenge Presentations 

Dale Hall (SOA)

Presentation on Wednesday, 10.30