09 Workshop on Pensions and Insurance
[ PROGRAMME ]
November 14 and 15, 2024
Scientific Committee
- M. Mercè Claramunt Bielsa CHAIR
(Universitat de Barcelona) - Alejandro Balbás de la Corte
(Universidad Carlos III) - Ana Debón Aucejo
(Universitat Politècnica de València) - José Enrique Devesa Carpio
(Universitat de València) - Inmaculada Domínguez Fabián
(Universidad de Extremadura) - Jesús María García Martínez
(BeRuns) - Clara I. González
(Banco de España) - Eliseo Navarro Arribas
(Universidad de Alcalá) - Miguel Ángel Sordo Díaz
(Universidad de Cádiz) - Carlos Vidal Meliá
(Universitat de València) - José Luis Vilar Zanón
(Universidad Complutense)
Organizing Committee
- Sara Solanilla Blanco CHAIR
(Universitat de Barcelona) - Eva Boj del Val
(Universitat de Barcelona) - Teresa Costa Cor
(Universitat de Barcelona) - Laura Gónzalez-Vila Puchades
(Universitat de Barcelona) - Maite Mármol Jiménez
(Universitat de Barcelona) - Merche Galisteo Rodríguez
(Universitat de Barcelona) - Oriol Roch Casellas
(Universitat de Barcelona) - Xavier Varea Soler
(Universitat de Barcelona) - Francisco Villavicencio Goula
(Universitat de Barcelona)
INVITED SPEAKERS
Ugofilippo Basellini
Max Planck Institute for Demographic Research
Recent Advances in Mortality Forecasting
Ugofilippo Basellini is a Research Scientist and the Deputy Head of the Laboratory of Population Dynamics and Sustainable Well-Being at the Max Planck Institute for Demographic Research. His main research interests are related to statistical demography, with a particular focus on mortality modelling and forecasting, lifespan inequality and formal demographic methods for the study of mortality.
Carlo Giovanni Camarda
Institut National d’Études Démographiques
Cause-Specific Mortality Forecasting. A Constrained Penalized Regression Model
Carlo Giovanni Camarda is a senior research scientist at Institut National d’Études Démographiques in France, leading the Mortality, Health, and Epidemiology unit since 2019. He earned his Ph.D. from Universidad Carlos III in Madrid, and his work lies at the intersection of statistics and demography. His research focuses on forecasting mortality, analyzing patterns at extreme ages, and modeling mortality in small areas, and he developed the MortalitySmooth R package. He also collaborates with various European research institutions and has over a decade of teaching experience at the European Doctoral School of Demography.
Fred Espen Benth
University of Oslo
Recent advances on weather risk and weather derivatives
Fred Espen Benth is a professor of mathematics at the University of Oslo, where he also earned his PhD degree in 1995. His research area is stochastic analysis with applications to finance, insurance, commodities and energy markets. Benth has for more than a decade been active in the research field of weather risk management, and co-authored the research monograph “Modelling and Pricing in Financial Markets for Weather Derivatives” (World Scientific, 2013).
Xavier Milhaud
University Aix-Marseille
Clustering of contamination sources: a case study from Covid-19 pandemic
Xavier Milhaud is Associate Professor at University Aix-Marseille (AMU, France), affiliated to I2M lab in the team Statistics. He has been a certified actuary from the French Institute of Actuaries since 2011, and was previously Assistant Professor at ISFA Lyon, an actuarial school based at University of Lyon (France). His research fields include statistical modelling applied to actuarial sciences, more precisely parametric and nonparametric models to account for heterogeneity in insurance pricing and reserving. Recently, he worked on actuarial longevity models and climate change. Xavier Milhaud is the scientific coordinator of the research project DIALog, that aims to develop the use of artificial intelligence and machine learning in actuarial modelling. He is also the creator and author of R packages targeted to the community of statisticians and actuaries.
Robert Zapotoczny
PFR Portal PPK (former CEO)
An in-depth analysis of Employee Capital Plans (PPK) program in Poland over 5 years, incl. insights from the first auto-enrolment initiative conducted 4 years after program introduction
Co-author of the Act on Employee Capital Plans. Political scientist and economist. A graduate of the Faculty of Social Sciences at the University of Silesia. He completed MBA studies at the Lublin University of Technology and postgraduate studies in health insurance at the University of Economics in Katowice. He has many years of experience in the insurance sector. Having previously worked as a sales director in the leading insurance companies on the Polish market, in 2016 he became a member of the inter-ministerial team working on the Act on Employee Capital Plans in the structures of the Polish Development Fund capital group. While managing PFR Portal PPK, he was responsible for promoting long-term savings under Employee Capital Plans (PPK). He comes from Silesia. In his free time he enjoys traveling and deepening his interest in history.
PROGRAMME
THURSDAY 14th NOVEMBER
FRIDAY 15th NOVEMBER
POSTER PROGRAMME
How does the pension level affect life expectancy at 65 in Spain?
Carlos Vidal, Marta Regúlez-Castillo, Juan Manuel Pérez-Salamero
Investment Valuation Using Modal Intervals
Roman Adillon, Anna Castañer, Lambert Jorba
Modalidades de reaseguro basadas en los siniestros más pequeños
M. Angels Pons, Francisco Javier Sarrasí
Supplementary table on pensions (Table 29): Update of the actuarial balance sheet for the Spanish pension system to 2021
Carlos Vidal, Juan Manuel Pérez-Salamero, Anne M. Garvey, Anna Castañer