Award Sessions

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

ICA 2018 Best Paper Awards

The ICA 2018 Best Paper Awards honor 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 will be 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 (Ageas Group)
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, Université de Lyon)
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)

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)
Tatjana Schimetschek (Goethe University Frankfurt)
Presentation on Monday, 16.30

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

Basis Risk in Index Based Longevity Hedges: A Guide for Longevity Hedgers
Andrew J.G. Cairns (Heriot-Watt University)

The ICA 2018 Best Paper Awards are sponsored by:

IAA Section Best Paper Awards

Apart from the ICA 2018 Best Paper Awards, each section of the IAA,

  • AFIR/ERM (Financial Risk & ERM)
  • ASTIN (Non-Life)
  • IAAHS (Health)
  • IAALS (Life)
  • IACA (Consulting)
  • PBSS (Pension Benefi ts & Social Security),

will also award best papers in their subject areas.

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.
The award winners of the IAA Section Best Paper Awards will be announced in due course.

Further Award Sessions

The congress program features 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
Title and speaker tba

Presentation on Tuesday, 8.30

 

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)

Young Researcher Award: CAS
1. Restating the National Highway Transportation Safety Administration’s: National Motor Vehicle Crash Causation Survey for Automated Vehicles
Jonathan Charak (Zurich)
2. Territorial Risk Classifi cation 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

 

Actuary of the Year
Actuaris van het Jaar – People are no Number, but Numbers Can Describe People
Dirk Jonker (Crunchr)
Presentation on Wednesday, 16.30

 

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 Sculte (Institut des Actuaires)

Presentation on Wednesday, 16.30

GAUSS Prize Lecture of DAV and DGVFM
Title and speaker tba

Presentation on Wednesday, 16.30

Young Researcher Award: Switzerland
Title and speaker tba

Presentation on Monday, 15.00

Johan de Witt Prize
Title and speaker tba

Presentation on Wednesday, 16.30

Society of Actuaries Students Research Case Study Competition
Title and speaker tba

Presentation on Wednesday, 10.30