Modelling & Managing Longevity & Mortality Risk

London
11 & 12 September 2008
New York
18 & 19 September 2008

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Course Highlights:

• Longevity and mortality influences and medical advancements
• Developing pan-regional mortality/longevity tables
• Managing longevity risk in annuities
• Assessing the uncertainty of mortality projections
• Using stochastic mortality models
• Comparing the efficiency of various hedging strategies
• Increasing longevity and pressure on solvency requirements

Course dates & venues

Course tutors

LONDON

Soren Fiig Jarner
ATP DANISH LABOUR MARKET SUPPLEMENTARY PENSION

Elliot Varnell
BARRIE AND HIBBERT

Colin Wilson
BARRIE AND HIBBERT

John Kingdom
FSA

Jochen Russ
IFA ULM

David Epstein
JP MORGAN

Chris Watts
JP MORGAN

François R. Herrmann
UNIVERSITY HOSPITALS OF GENEVA & UNIVERSITY OF GENEVA

Daniel Ryan
WATSON WYATT LIMITED

NEW YORK

Charles A Stone
BROOKLYN COLLEGE, NYU

Tom Crawford
ERNST & YOUNG

Daniel Bauer
GEORGIA STATE UNIVERSITY

Steven Weisbart
INSURANCE INFORMATION INSTITUTE

Amit Sinha
JP MORGAN

Dale Hagstrom
MILLIMAN

Stuart Silverman
MILLIMAN

Anne Zissu
CITYTECH, CUNY
NYU_POLY

Learning Outcomes

• Take away working examples on data collection and prediction for modelling mortality and longevity
• Examine criteria for comparing models used to predict mortality and longevity
• Price and hedge mortality and longevity derivatives
• Estimate economic capital for different longevity factors