1/12-14 Orlando Actuaries Living to 100 Symposium - Abstracts

[papau]

http://www.soa.org/ccm/content/ce-meetings-seminars/conference-and-symposiums/living-to-100-and-beyond/

Implications of Increasing Life Spans for the Private Sector to Be Featured in Panel at Living to 100 and Beyond '05 Symposium
It's not too late to register for the SOA's second international Living to 100 and Beyond Symposium! Held January 12-14, 2005 at the Hilton Hotel in the Walt Disney World Resort in Orlando, Florida, the symposium will address advanced age survival and its implications for social, retirement, health and financial systems. Just added to the program is a panel discussion of the implications of increasing life spans for the private sector. Anna Rappaport, Mercer Human Resource Consulting; Dr. Robert Gleeson, Northwestern Mutual Life Insurance Company; Dr. Peter Heller, International Monetary Fund; John Paddon, consulting actuary; and Paul Hodge, chair of the Global Generations Policy Initiative and director of Harvard Generations Policy will provide their thoughts on a diverse set of topics ranging from identifying societal issues resulting from an increasing elderly population to key implications for business and providers of financial security

Living to 100 and Beyond International Symposium
Abstracts

Session 1: Increased Longevity and the Challenge of Determining qx at Extreme Ages - Part 1

1a. Bending and Ending the Mortality Table
(Abstract)
Edwin C. Hustead, FSA, EA, MAAA
Senior Vice President & Director
Hay Group, Arlington, Virginia

1b. Analysis of Trends in the Age-Specific Shape of Mortality Curves for
Populations in the U.S.A. and Japan
(Abstract)
Christine Dugan, FSA
Senior Actuarial Consultant
Watson Wyatt Insurance & Financial Services Inc., Berwyn, Pennsylvania

Richard Humble, MSc, ASA, FIA
Partner
Watson Wyatt LLP, Reigate, England

Daniel Ryan, MA
Healthcare Consultant
Watson Wyatt LLP, Reigate, England


--------------------------------------------------------------------------------

Session 2: Impact of Aging Populations - Part 1

2a. The Effects of Advanced Age Mortality Improvements on the Valuation of
Variable Annuities with Guaranteed Benefits
(Abstract)
Lijia Guo, PhD, ASA
Actuarial Program Director, Assistant Professor, Department of Statistics
University of Central Florida, Orlando, Florida

2b. The Impact of the Equity Risk Premium and Population Aging on the
Canadian Retirement Savings System
(Abstract)
Doug Andrews, MBA, FSA, FCIA, CFA
Vice President
Aon Consulting Inc., Toronto, Ontario, Canada

2c. Mortality Improvement Cohorts and the Effect on the Annuities Market
(Abstract)
Krzysztof Ostaszewski, PhD, FSA, MAAA, CFA
Actuarial Program Director and Professor, Department of Mathematics
Illinois State University, Normal, Illinois

Richard MacMinn, PhD
Professor and Edmonson-Miller Chair in Insurance and Financial Services
Katie School of Insurance and Financial Services at Illinois State University, Normal, Illinois

Ranee Thiagarajah, PhD, ASA, MAAA
Associate Professor, Department of Mathematics
Illinois State University, Normal, Illinois


--------------------------------------------------------------------------------

Session 3: Theories of Longevity

3a. The Great Debate on the Outlook for Human Longevity: Exposition and Critical
Evaluation of Two Divergent Views
(Abstract)
Jacob S. Siegel, MA
Demographic Consultant

J. Stuart Siegel Demographic Services, North Bethesda, Maryland

3b. Search for Predictors of Exceptional Human Longevity: Using
Computerized Genealogies and Internet Resources for Human Longevity Studies
(Abstract)
Natalia S. Gavrilova, PhD
Research Associate of the Center for Demographic Studies
Center on Aging, NORC, University of Chicago, Chicago, Illinois

Leonid A. Gavrilov, PhD
Research Associate of the Center for Demographic Studies
Center on Aging, NORC, University of Chicago, Chicago, Illinois

3c. Trajectories of Disability and Mortality Among the U.S. Elderly Population:
Evidence From the 1984-1999 NLTCS
(Abstract)
P.J. Eric Stallard, ASA, FCA, MAAA
Research Professor and Associate Director of the Center for Demographic Studies
Duke University, Durham, North Carolina

3d. The Interdependency of Increasing Life Expectancy and Driving Life
Expectancy of Elderly Populations
(Abstract)
Chao-Chun (Vickie) Leng, PhD
Researcher
Toronto, Ontario, Canada

Min-Ming Wen, PhD, ASA
Assistant Professor, Department of Finance
Shippensburg University, Shippensburg, PA


--------------------------------------------------------------------------------

Session 4: Increased Longevity and the Challenge of Determining qx at Extreme Ages - Part 2

4a. Mortality at Advanced Ages in the United Kingdom
(Abstract)
Adrian Gallop, FIA
Actuary, Pensions Policy, Demography and Statistics
Government Actuary’s Department, London, England

Angus S. Macdonald, PhD, FFA
Professor, Department of Actuarial Mathematics and Statistics
Heriot-Watt University, Edinburgh, Scotland

4b. Coping with Longevity – The New German Annuity Valuation Table DAV
2004 R
(Abstract)
Ulrich Pasdika, Dipl. Math., Actuary (DAV)
Product Actuary
Gen Re, Cologne, Germany

Jürgen Wolff, Dipl. Math., Actuary (DAV)
Senior Actuary
MARC Life, Atlanta, Georgia


--------------------------------------------------------------------------------

Session 5: Impact of Aging Populations - Part 2

5a. Implications of an Aging Population in India: Challenges and Opportunities
(Abstract)
Prakash Bhattacharya, BE, CFA
Faculty Associate
Institute of Chartered Financial Analysts of India

5b. Prospectives of Longevity in Mexico and Its Implications for Social
Security and Health
(Abstract)
José Luis Salas Lisaur, MBA, FCA
Mexican Appointee for ASINTA
Del. Miguel Hidalgo, Mexico DF, Mexico

Roberto Ham-Chande, PhD
Professor and Director of the Department of Population Studies
El Colegio de la Frontera Norte, Tijuana, Mexico

5c. What if Mortality was to Diminish Much More than Forecasted?
(Abstract)
Implications for Financing Social Security
Robert Bourbeau, PhD
Professor and Chair, Department of Demography
Université de Montréal, Montreal, Quebec, Canada

Bertrand Desjardins, PhD
Researcher, Department of Demography
Université de Montréal, Montreal, Quebec, Canada

Jacques Légaré
Emeritus Professor, Department of Demography
Université de Montréal, Montreal, Quebec, Canada

5d. High Age Implications of Post-Retirement Risks
(Abstract)
Anna M. Rappaport, MBA, FSA, EA, FCA, MAAA
Principal
Mercer Human Resource Consulting, Chicago, Illinois

Monica Dragut, MS
Actuarial Analyst
Mercer Human Resource Consulting, Chicago, Illinois


--------------------------------------------------------------------------------

Session 6: Data Sources, Quality and Analyses

6a. IDL, the International Database On Longevity
(Abstract)
Jean-Marie Robine, PhD
Senior Research Fellow, French National Institute of Health and Medical Research and
Head of the Health and Demography team, Department of Biostatistics
University of Montpellier 1, France

James W. Vaupel, PhD
Founding Director
Max Planck Institute for Demographic Research, Rostock, Germany

6b. Number of Centenarians in the United States 1/1/1990, 1/1/2000, and
1/1/2010 Based on Improved Medicare Data
(Abstract)
Bertram M. Kestenbaum, MS, ASA
Actuary and Demographer, Office of the Chief Actuary
Social Security Administration, Baltimore Maryland

B. Reneé Ferguson, MS
Actuary, Office of the Chief Actuary
Social Security Administration, Baltimore Maryland

6c. Seasons and Longevity: Mortality Trajectories Among the Oldest Old
(Abstract)
Jean-Marie Robine, PhD
Senior Research Fellow, French National Institute of Health and Medical Research and
Head of the Health and Demography team, Department of Biostatistics
University of Montpellier 1, France

Fred Paccaud, PhD
Director, Institute of Social and Preventative Medicine and
Professor of public health, Faculty of Biology and Medicine,
University of Lausanne, Switzerland

6d. Data Quality of Oldest-Old Population in Taiwan: 2003 Census for Ages 89
and Above
(Abstract)
Ching –Syang Jack Yue (Jack C. Yue), PhD, ASA
Chair, Department of Statistics
National Chengchi University, Taipei, Taiwan, R.O.C.


--------------------------------------------------------------------------------

Session 7: Mortality "Laws" and Models - Part 1

7a. “Makeham-Type” Mortality Models
(Abstract)
Marie Redina L. Mumpar-Victoria, PhD
Assistant Professor, Department of Mathematics
University of the Philippines Diliman, Quezon City, Philippines

Augusto Y. Hermosilla, PhD
Associate Professor, Department of Mathematics
University of the Philippines Diliman, Quezon City, Philippines

Ronnie M. Mirandilla
Graduate Student, Department of Mathematics
University of the Philippines Diliman, Quezon City, Philippines

7b. Extreme Value Analysis of Advanced Age Mortality Data
(Abstract)
Kathryn A. Robertson
Graduate Student, Department of Statistical and Actuarial Sciences
University of Western Ontario, London, Ontario, Canada

Debbie J. Dupuis, PhD
Associate Professor, Department of Management Sciences
HEC Montreal, Montreal, Quebec, Canada

Bruce L. Jones, PhD, FSA, FCIA
Associate Professor and Chair, Department of Statistical and Actuarial Sciences
University of Western Ontario, London, Ontario, Canada

7c. Living to 100 and Beyond: An Extreme Value Study
(Abstract)
Zhongxian (Jerry) Han, PhD
Assistant Professor, Department of Statistics
University of Central, Orlando, Florida


--------------------------------------------------------------------------------

Session 8: Mortality "Laws" and Models - Part 2

8a. The Lee-Carter Model for Forecasting Mortality Revisited
(Abstract)
Siu-hang Li
Graduate Student, Department of Statistics and Actuarial Science
The University of Waterloo, Waterloo, Ontario Canada

Wai-sum Chan, PhD, FSA, C.Stat.
Associate Professor, Department of Statistics and Actuarial Science
The University of Hong Kong, Hong Kong, PR China

8b. Application of Mortality Models to Japan
(Abstract)
Masakazu Ozeki, MS, FSA, AIAJ
Manager, Financial Actuarial Division, Profit Management and Actuarial Department
Meiji Yasuda Life Insurance Company, Tokyo, Japan

Living to 100 and Beyond | SOA Homepage