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2022 Human Mortality Database (HMD) Users Conference

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L'Institut des actuaires est partenaire de la Conférence HMD 2022 sur le thème Mortalité par cause de décès.

Cet évènement est co-organisé par HMD, AXA, Milliman, Scor et l’Université Paris Dauphine.

Les Conférences annuelles HMD ont débuté il y a 5 ans afin de favoriser les échanges entre les démographes (y compris les experts HMD) et les actuaires :

  • HMD souhaite comprendre les besoins des actuaires et savoir comment ils utilisent les données HMD dans leurs modèles pour prédire la mortalité future.
  • Les actuaires souhaitent connaître les nouveaux développements de l'HMD et le point de vue des démographes sur les tendances de la mortalité.

L'événement se déroule les 4 et 6 octobre 2022.

L'inscription à une des 2 journées vous permet de participer à l'ensemble de l'événement.

 

Mardi 4 octobre 2022
13h15 - 18h00 (GMT +2)
L'événement est organisé en ligne
  • Gratuit

Intervenants
Severine Arnold

Séverine Arnold (-Gaille) is Professor in Actuarial Science at the University of Lausanne, Switzerland. Besides a PhD in Actuarial Science, she has a Certificate in Population Study from the University of Geneva, Switzerland. Her research focuses mainly on two topics. The first one is about longevity risk/mortality modeling, with a particular interest in cause-specific mortality rates, while the second one is on social security financial systems and inclusive insurance.

Mrs Arnold is a member of the International Actuarial Association (IAA) Life Section Committee since 2014, the IAA Mortality Working Group since 2012, the Social Security Sub-Committee of the AAE (Actuarial Association of Europe) since 2013. She also represents the Swiss Confederation in the Swiss Occupational Pension Supervisory Commission as well as in the SUVA (Swiss National Accident Insurance Institution) Council. More recently, she started to collaborate with the International Labour Organization on projects related to inclusive insurance.

Magali Barbieri

Magali Barbieri received her PhD in Demography at the University of California, Berkeley, in 1990.

She holds a joint research position at the French Institute for Demographic Studies (INED) in Paris, France and in the Department of Demography at the University of California, Berkeley.

At Berkeley, she leads the Human Mortality Database (HMD, www.mortality.org) project and an HMD-like database for all U.S. states and counties, the United States Mortality DataBase (usa.mortality.org).

Magali has maintained an active research career, publishing articles in internationally journals (for a list of publications, see http://www.demog.berkeley.edu/directories/profiles/barbiericv.pdf).

Her areas of interest are geographic and international variations in mortality in high-income countries in general and in the United States and France in particular, with a special focus on medical causes of death.

Marie-Pier Bergeron Boucher

Marie-Pier is an Assistant Professor at the Interdisciplinary Centre on Population Dynamics (CPop) at the University of Southern Denmark.

She is a demographer interested in the study of human mortality, longevity and ageing, with a particular interest in exploring new demographic methods to help understand and forecast changes in health and mortality in industrialised societies.

Her research can be divided into three broad strands:

  • Mortality forecasting, including the development of new models;
  • Lifespan differentials, with a focus on developing and applying decomposition methods;
  • Changes in the causes of death structure.

Andrew Cairns

Andrew Cairns is Professor of Actuarial Mathematics at Heriot-Watt University, Edinburgh and at the Maxwell Institute for Mathematical Sciences.

He is well known both in the UK and internationally for his research in financial risk management for pension plans and life insurers. In recent years his research has focused on the modelling of longevity risk: how this can be modelled, measured and priced, and how it can be transferred to the financial markets. Amongst his work in this field, he has developed a number of new and innovative stochastic mortality models.

He is a Fellow of the Institute and Faculty of Actuaries, and a Fellow of the Royal Society of Edinburgh, Scotland's national academy of science and letters.

Papa Cheikh Fall

Cheikh works within the Risk Department of Generali France. He is responsible for the ERM and Aggregation activities.

With more than 7 years of experience in the Risk Management framework, Cheikh is particularly dedicated to the understanding of what insurers can do to better prepare themselves and ensure a high degree of resilience in face of the uncertainty related to emerging risks impact.

Cheikh is a member of the French Actuaries Institute. He is a Certified Actuary, and an ERM Expert. He holds the Chartered Enterprise Risk Analyst (CERA) accreditation

Valentin Germain

 

Valentin Germain graduated as an applied mathematics engineer (Polytech Nice 2020) and earned his Actuary degree in 2021 from ENSAE, Paris.

He works as a Life Consultant at Milliman in Paris, and he is a member of the French Actuarial Institute (Institut des Actuaires).

During his internship at Milliman, he wrote a thesis about the integration of climate change in the modelling of biometric and financial risks. On the biometric part, the objective is to propose a model, which is derived from a Lee Carter model,  able to capture the impact of temperatures on the level of mortality rates and their fluctuations over time.

Al Klein

Al Klein received his Bachelor of Science degree in Actuarial Science and Finance from the University of Illinois, Urbana.

He is a Fellow of the Society of Actuaries (SOA) and Member of the American Academy of Actuaries.

Al is a Principal and Consulting Actuary with Milliman’s Buffalo Grove IL office.

Al’s primary responsibilities include life insurance industry experience studies and mortality, longevity, and underwriting issues.  He has also helped InsurTech companies enter the life insurance market, and other companies with COVID-19 related issues.

He is an Observer (and former Vice-Chair) of the International Actuarial Association Mortality Forum, a Longer Life Foundation Advisory Board member, and a member of the International Underwriting Study Group.

Al is also currently involved in many SOA activities and projects.  He is Chair of the Underwriting Innovations Symposium planning committee and a study on unhealthy longevity.  He is also a member of the Mortality and Longevity Steering Committee and other projects covering cardiovascular disease, causes of death, and mortality improvement.

Al is a frequent speaker on mortality, longevity, underwriting, and COVID-19 related issues and has written a number of articles on these topics.

He can be reached at al.klein@milliman.com or +1 312 499 5731.

Mike Ludkovski

Mike Ludkovski is Professor at the Department of Statistics and Applied Probability at University of California Santa Barbara where he co-directs the Center for Financial Mathematics and Actuarial Research.

Among his research interests are longevity modeling, portfolio tail risk, and machine learning in quantitative finance.

Ludkovski was the chair of the scientific committee of the 2014 Actuarial Research Conference and a co-recipient of the 2018 Brockett and Shapiro Actuarial Journal Award.

He has 10+ publications in actuarial journals and is a recipient of multiple CKER/AERF research grants.

In 2019, Ludkovski initiated the annual series of UCSB InsurTech Summits, now in its third iteration.

In Summer 2021, Ludkovski led the winning team in the SOA Individual Life Experience Committee Mortality Prediction and Presentation Contest.

Ludkovski received his PhD in 2005 from Princeton University.

Daniel Meier

Daniel holds a diploma in Mathematics and a PhD with in Computer Science, both from University of Konstanz in Germany.

He joined Swiss Re in 2008, working in Risk Management where he was essential for the development of Swiss Re's Group Risk Model used for regulators and internal capital allocation.

Daniel is a fully qualified actuary of the Swiss Actuarial Association, where he also actively contributes to the Data Science working group, and joined the Swiss Re Institute as member of the Life & Behaviour R&D team in 2020, where he is working on individual health forecasting models.

France Mesle

France Meslé is a physician and demographer, Directrice de recherche émérite at INED (French Institute for Demographic Studies in Paris). Her researches are mainly devoted to mortality and causes of death, especially long-term trends in causes of death, health crisis in Eastern Europe, and trends in mortality at old ages. Beyond the long and sometimes tedious process of reconstruction of continuous series of deaths by cause over several decades for a large range of industrialized countries, her principal aim is to contribute to enrich the theory of health transition and to give solid bases to future mortality prospects.

She headed INED Research Unit “Mortality, Health, Epidemiology”. She was Editor of Population and of the European Journal for Population. She was the 2013-17 Secretary General and Treasurer of the International Union for the Scientific Study of Population (IUSSP).

Andrea Nigri

Andrea is a postdoctoral researcher in statistics in the Department of Social and Political Sciences at Bocconi University. He has an interdisciplinary background with a focus in Statistics and its application to Demography, obtained through a Ph.D. at the University of Rome “La Sapienza”, Department of Statistics, and through the European Doctoral School of Demography, a pan-European Ph.D. training program, held at the Max-Planck Institute for Demographic Research and the University of Southern Denmark.

He works on developing Statistical methodologies applied to Demography.  His research on Regression trees and Neural Networks, aiming to improve or replace traditional mortality models, served as a bridge between Longevity analysis and Machine Learning. His current research focuses on the indirect estimation of vital rates from summary demographic measures, and on modelling mortality by causes-of-death. 

For more information/contacts refer to his personal page : https://andreanigri.wordpress.com/

Daniel Ryan

Dan is an epidemiologist and digital demographer with 27 years experience in the insurance industry. He led global multi-disciplinary research teams at Swiss Re and Willis Towers Watson in diverse areas including forward-looking risk models, behavioural science and the rapid development of digital ecosystems that will transform how insurance is distributed and how risk is assessed, managed and mitigated.

Dan is an internationally recognised expert on demographic trends, emerging insurance risks and digital innovation. He pioneered the concept of disease-based models of mortality using electronic health records and was a key contributor to the development of the Pandemic Emergency Facility with the Institute of Medicine, WHO and World Bank.

Jean-Marie Robine

Prof Jean-Marie Robine is an Emeritus Research Professor at INSERM, the French National Institute of Health and Medical Research (http://www.inserm.fr), within the CERMES3 Research group in Paris and the MMDN Lab in Montpellier. He is also an Emeritus Professor at the advanced school Ecole pratique des hautes études (http://www.ephe.sorbonne.fr) in Paris. He studies human longevity, with the aim of understanding the relations between health and longevity. In particular, he measures the impact that the increase in adult life durations may have on the health status of the elderly population. In his most recent work, he takes into accounting the climate changes.

Since its creation in 1989, he has been the coordinator of the International Network on Health Expectancy (REVES), which brings together more some 200 researchers worldwide (www.reves-network.org). He is co-responsible for the development of the International Database on Longevity (IDL) in association with the Max Planck Institute for Demographic Research (Rostock) and INED (Paris). He is the project leader of the healthy longevity project granted by AXA Research Fund: the Five-Country Oldest Old Project (5-COOP). He is also advisor to the Director of INED, the French National Institute on Demographic Studies (https://www.ined.fr) on longevity and ageing issues.

He was the project leader of the European Joint Action EHLEIS (2011-2014) which provided analysis of disability-free life expectancies in the European Union (www.eurohex.eu). He was one of the Directors of the French Research Consortium on ageing and longevity (GDR CNRS 3662, 2014-2017) which prepared the way for ILVV, the French Institut de la Longévité, des Vieillesses et du Vieillissement (https://ilvv.site.ined.fr)

Publications: http://www.researcherid.com/rid/F-5439-2011

Agne Ulcinaite

Agne Ulcinaite is a biometric risk actuary working mainly on the longevity risk in the knowledge team at SCOR Global Life for the last 6 years.

She holds Master’s degrees in statistics from the University of Paris Dauphine and in actuarial science from the Sorbonne University.

Gaëlle Pincemin

Freshly graduated from a master of actuarial science (EURIA) and an engineering school (CY-Tech), Gaëlle Pincemin is a member of the French Institute of Actuaries.

She wrote a thesis on climate risks and mortality, focused on the impact on heat waves on mortality. This work attempts to estimate the impacts of heatwaves on prospective mortality tables based on IPCC trajectories. She is pursuing a research on this subject with Frédéric Planchet and Quentin Guibert in order to publish a research paper on climate risks and mortality.

Gaëlle began her career in LinkPact and now works  at Prim’Act.

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Mardi 4 octobre 2022
13h15 - 18h00 (GMT +2)
L'événement est organisé en ligne
  • Gratuit

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