An Overview of Longevity and Longevity Risk Management Research

Michael Sherris 
Professor of Actuarial Studies
Chief Investigator, CEPAR (ARC Centre of Excellence in Population Ageing)
Australian School of Business, Risk and Actuarial Studies
University of New South Wales, Sydney

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10 September 2012, 5:00 pm

La partecipazione è libera. Si chiede cortesemente di confermare la propria presenza a chiara.girotti@carloalberto.org - tel 0116705060.

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Abstract: This presentation provides an overview of research results on Longevity and Longevity Risk Management Research undertaken by the Research Group at the ARC Centre of Excellence in Population Ageing Research (CEPAR) at UNSW. It will cover a brief background to the research project, an overview and summary of key research results from recent and current projects. Results from current projects include research on developing a consistent framework for stochastic mortality, modelling mortality heterogeneity, residential house price risk modelling and applications, regulation and capital requirements for life annuities in an insurer vale maximising framework, health risk and financing long term care including reverse mortgages, longitudinal modelling f mortality with HRS data, cause of death analysis and modelling, and an analysis of Australia Public Sector Pensioner mortality. The research is also supported by an ARC Linkage Project - Managing Risk with Insurance and Superannuation as Individuals Age funded by industry partners.