Programme Outline

DAY 1 – MONDAY, 1 APRIL 2019
13:00 – 19:00 Registration Open
(Strelitzia Conservatory)
14:00 – 17:00   IAALS Board Meeting
(Meeting Suite 1.54)
15:00 – 18:00 PBSS Board Meeting
(Meeting Suite 1.55)
 
18:00 – 19:30 IACA / PBSS / IAALS Welcome Reception
(Strelitzia / Jasminium)
DAY 2 – TUESDAY, 2 APRIL 2019
07:30–18:00 Registration Open
(Strelitzia Conservatory)
08:30–08:45 Pensions (PBSS) Colloquium & Seminar Opening Ceremony Life (IAALS) Opening Ceremony 08:30-09:45
ASTIN Workshop – Pricing
08:45–09:45 Pensions (PBSS) Plenary – Keynote Speaker (Emma Sadlier) Life (IAALS) Session 1
08:45-09:15 
56 – Future Actuary – Data scientist, coder, business leader, entrepreneur… (Louis Rossouw, South Africa)
09:15-09:45
15 – A Neural Network Extension of the Lee-Carter Model to Multiple Populations (Ronald Richman, South Africa)
09:45–10:15 Refreshment Break
10:15–11:45 Pensions (PBSS) Session 1 Life (IAALS) Session 2 IACA Opening plenary and Diversity seminar ASTIN Workshop – Pricing
10:15-10:45 10:15-11:00
24 –  A goals-based investment framework for defined-contribution retirement funds (Shaun Levitan, South Africa) 92 – Impaired Lives Insurability: Dawn of a new era (Taurayi Chinowona, South Africa)
10:45-11:15 11:00 -11:45
102 – Declining mortality improvements – the UK story (Aisling Kennedy, UK)
44 – Operationalising Individualised Defined Contribution  Investment Strategies (Brnic van Wyk, Australia)
11:15-11:45
80 – NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign (Jennifer Alonso-García, The Netherlands)
11:45-12:00 Transition Time 
12:00–13:30 Pensions (PBSS) Session 2 Life (IAALS) Session 3 Consulting (IACA) Session 1 and Diversity seminar ASTIN Workshop – Pricing
12:00-12:30
62 – Minimum Pension and Longevity Risk: A Solution for Notional Defined Contribution Pension Schemes (Séverine Arnold, Switzerland)
12:00-12:45
27 -A Stochastic Investment Model for South African Use (Şule Şahin, UK)
12:30-13:00
65 – The way of the corporate pension design from the viewpoint of risk sharing among employees and employers in the longevity society (Yohei Noda, Japan)
13:00-13:30 12:45-13:30
131- Exploring the impact of behavioural scienc on the persistency and profitability of voluntary retirement savings in the retail sector. (Nathea Nicolay) 136- Projecting Longevity and Mortality Using Stochastic Models. (Marc Slutzky)
13:30–14:30 Lunch Break (Strelitzia / Jasminium)
14:30–16:00 Pensions (PBSS) Session 3 Life (IAALS) Session 4 Consulting (IACA) Session 2 ASTIN Workshop – Reserving  IAAHS Committee Meeting  ASTIN Committee Meeting
14:30-15:00   14:30-16:00
105 – Professionalising actuarial advice to Defined Contribution Arrangements (Costa Economou, South Africa) 137-United Nations Sustainable Development Goal (Marjorie Ngwenya and Ken Buffin)
  14:30-15:15
Professionalism 1 53 – PARS, Machine learning for valuation steering (Alexandre Allegrezza, Switzerland)
Professionalism  2 15:15-16:00
110 – Unleashing the force of Predictive Claims Analytics in Insurance (Shreya Seti, India)
16:00–16:30 Refreshment Break (Strelitzia / Jasminium)
16:30–18:00 Pensions (PBSS) Session 4 & Seminar Closing Life (IAALS) Session 5 Consulting (IACA) Session 3 ASTIN Workshop – Reserving   ASTIN Committee Meeting
  16:30-17:15 16:30-17:15 16:30 – 18:00
Public policy (Tim Vierya, Sherry Chan and TBC)
130- De-Risking (Abraham Hernández, Portugal) 90 – African Economic Basis Survey (Morne de Vos, South Africa)
  17:15-18:00 17:15-18:00
34 – Defined Benefit Pension Plan Funding and the Role of Actuaries  (Charles Cowling, UK) 98 – Practical Issues in Applying IFRS 17 in Developing Countries (Kyle Rudden, Trinidad & Tobago)
18:00–18:15 Transition Time 
18:15–19:30 ASTIN / IAAHS Welcome Reception 
DAY 3 – WEDNESDAY, 3 APRIL 2019
07:30–18:00 Registration Open
08:30–08:45 IAALS / ASTIN Opening Ceremony
08:45–09:45 Joint Plenary Session – Keynote Speaker
09:45–10:15 Refreshment Break
(Strelitzia / Jasminium) 
10:15–11:45 Life (IAALS) Session 6 Pensions (PBSS) Session 4 Pensions (PBSS) Session 5 Health (IAAHS) Session 1 Non-Life (ASTIN) Session 1 Non-Life (ASTIN) Session 2
10:15-10:45 10:15-10:45 10:15-10:45 10:15-11:00 10:15-10:45 10:15-10:45
71 – The Actuary at the Kraal (Zandile Gobe, South Africa) 41 – Risk Index (Alexandre Allegrezza,Switzerland) OR 42 – Mortality Study of the Swiss Banking Industry (Alexandre Allegrezza, Switzerland)  66 – Measuring Pension Plan Risk from an Economic Capital Perspective  (Aniketh Pittea, UK) 18 – The modern actuary in healthcare – how can we help public healthcare systems under strain? (Tanya Hayward & Lisa Morgan) 2 – AI in Actuarial Science (Ronald Richman, South Africa) 28 – From the Chain Ladder to Individual Claims Reserving using Machine Learning techniques (Alessandro Carrato, Germany)
  10:45-11:15 10:45-11:15 10:45-11:15   10:45-11:15 10:45-11:15
70 – An Evaluation Of Machine Learning Techniques On South African Accidental Mortality Data (Rendani Mbuvha, South Africa) 73 – Desirable structure of DC Governance in Japan (Bui Nagashima, Japan) 74 – Consideration on fairness among generations of “Risk Sharing Corporate Pension” in Japan (Satoshi Fukumoto, Japan) 20 – Unravelling black box machine learning technique predictions using biplots (Adriaan Rowan, South Africa) 88 – Big Data Analytics as an opportunity for Fraud Management in the Insurance Sector (John Olukuru, Kenya)
      11:00-11:45    
      115 – Pre-funding of Healthcare Benefits After Retirement (Ibrahim Muhanna, Lebanon)    
11:15-11:45 11:15-11:45 11:15-11:45   11:15-12:15 11:15-12:15
57 – The Journey Through the Line (Louis Rossouw, South Africa) 51 – Is the pension system relevant to the migration decision? A study of the Brazilian workers moving to Spain or to Portugal (Luís Eduardo Afonso, Brasil) 100 – Good and bad of the Automatic Balancing Mechanism of Japan’s Public Pension Plans (Nobuhiro Shimizu, Japan)   ASTIN AGM Consulting (IACA) Session 4
11:45–12:15   PBSS AGM IAAHS AGM
12:15–13:15 Lunch Break
(Strelitzia / Jasminium)
13:15–14:45 Life (IAALS) Session 7 Social Afternoon / Tour ASTIN / PBSS / IAAHS 
Professionalism 1
Professionalism 2
Professionalism 3
14:45–15:15 Refreshment Break
(Strelitiza / Jasminium)
15:15–16:45 Life (IAALS) Session 8 & Seminar Closing
15:15-16:00
25 – Can life insurance ethically justify the discrimination in underwriting in South Africa?  (Andries Francois Marais, South Africa)
16:00-16:45
124- Dynamic Risk Assessment (Katie Henry)
17:30–18:00 IAALS AGM
19:30–late Gala Dinner for all sections
GOLD Restaurant
DAY 4 – THURSDAY, 4 APRIL 2019
07:30–18:00 Registration Open
(Strelitzia Conservatory)
08:30–08:45 Non-Life (ASTIN) – Seminar Opening  Life (IAALS) Session 9 Health (IAAHS) Session 2 Pensions (PBSS) Session 6 Pensions (PBSS) Session 7
08:45–09:45 Non-Life (ASTIN) – Plenary Session – Keynote Speaker  (Arthur Goldstuck)
08:45-09:15
3 – Life reserving portfolio by using mixted-Methods (Balde Alpha Mamoudou, Guinea)
    08:45-09:15
49 – Investigation of Pension Buy-out Price in a Markovian Setting (Ayse Arik, UK)
08:45-09:45 08:45-09:45  
29 – Role of the Health Care Actuary – Panel Discussion (Adrian Baskir –UK) 11 – Actuaries & Market Conduct: A retrospective and prospective view (Peter Johnstone, South Africa)  
09:15-09:45
39 – Forward transition rates (Mogens Steffensen, Denmark)
  09:15-09:45
  82 – Solvency Analysis of Deferred Annuities (Khadija Gasimova, UK)
09:45–10:15 Refreshment Break
(Strelitzia / Jasminium) 
10:15–11:45 Non-Life (ASTIN) Session 3 Life (IAALS) Session 10 Life (IAALS) Session 11 Health (IAAHS) Session 3 Pensions (PBSS) Session 8 Pensions (PBSS) Session 9
10:15-10:45 10:15-10:45 10:15-10:45 10:15-11:00 10:15-10:45 10:15-10:45
7 – A Fuzzy Least Squares Estimation of a Hybrid log-Poisson Regression and its Goodness of Fit for Loss Reserves in Insurance (Woundjiague Apollinaire, Kenya)   50- The Actuary’s Duty to the Public Interest( Simon Louw, South Africa) 30 – Anti-selection in Health Insurance(Roseanne Harris, SA) 47 – Pension, Benefits and Social Security Scenario in Bangladesh (M. Ahsanul Haq, Bangladesh) 17 – A new notional defined contribution system for public pension schemes based on risk sharing (Hélène Morsomme, Belgium)
10:45-11:15 10:45-11:15 10:45-11:15   10:45-11:15 10:45-11:15
9 – Impact of an aggregation tree over the skewness of the final risk distribution (Eric Dal Moro, Switzerland) 109 – Machine Learning for Experience Studies in Life Insurance (Shreya Seti, EY) 64- Growing Insurance Challenges Emerging Markets with a focus on Africa(Jean Gerin, South Africa)   48 – A new proposal for the secondary pension in Greece (Georgios Symeonidis, Greece) 23 – The Importance of Internal Actuarial Governance (Edmond Vigoureux, South Africa)
      11:00-11:45    
11:15-11:45
55 – Consistent Development Patterns (Walther Neuhaus, Portugal)
11:15-11:45 11:15-11:45 95 – Impact of improved lifestyle on management of chronic disease – can Type 2 Diabetes Mellitus be reversed?(Sarah Bennett – SA) 11:15-11:45 11:15-11:45
121 – Generalized Binomial Estimator: a bridge between Actuarial Science and Data Science (Ramain Meridoux, France) 108- Insurance companies and their ethics as reflected in their public dealing (Tanya Gupta, India) 85 – An Analysis of Solvency and Sustainability of the United States Social Security System (Kenneth Buffin, United States of America) 114 – The Modern Actuary and Self-Regulation of the Professions:  The US Model (Cecil Bykerk, United States of America)
11:45-12:00 Transition Time 
12:00–13:30 Non-Life (ASTIN) Session 4 Life (IAALS) Session 12 Consulting (IACA) Session 5 Health (IAAHS) Session 4 Pensions (PBSS) Session 10 Pensions (PBSS) Session 11
  12:00-12:30
13 – Predictive analytics of insurance claims using multivariate decision trees (Emiliano Valdez, United States of America)
12:00-12:45 12:00 – 13:30 12:00-12:45 12:00-12:30 12:00-12:30
Essence of Communication – Honing consulting skills (Caroline Gregoire, Tim Vieyra, Vincent Heys) 135- Aligning incentives: value-based purchasing of primary care (Shivani Ranchod, SA) 96 – Pension System in Algeria : a way of reform (Farid Flici, Algeria) 72 – Mortality by socio-economic class and its impact on the retirement schemes: How to render the systems fairer? (Anca Jijiie, Switzerland)
  12:30-13:00       12:30-13:00 12:30-13:00
21 – Modeling risks with cellular automata (Frank Cuypers, Switzerland)     106 – Spanish CDC models, is it the solution to DC and DB problems? (Ignacio Del Barco, Spain) 76 – How does a fixed career length affect pensions? An analysis per socioeconomic groups (Carmen Boado Penas,UK)  
12:45-13:30 12:45-13:30    
84 – Capital Optimisation for Shareholder Value Generation (Idelia Hoberg, South Africa) 140- Population Health Management – an international perspective    
  13:00-13:30     (Kevin Manning, Ireland) 13:00-13:30 13:00-13:30
69 – Estimation of foreseeable and unforeseeable risks in motor insurance (Alfredo Egidio dos Reis, Portugal)   38 – Theoretical Replacement Rates And Injured Workers in Italy (Raffaello Marcelloni, Italy)
13:30–14:30 Lunch Break
(Strelitzia / Jasminium)
14:30–16:00 Non-Life (ASTIN) Session 5 Non-Life (ASTIN) Session 6 Pensions (PBSS) Session 12 Health (IAAHS) Session 13 Health (IAAHS) Session 5 Life (IAALS) afternoon social (tours)
14:30-15:00 14:30-15:00 14:30-15:00 14:30-15:15 14:30-15:15
19 – The Use of Big Data and the Role of Actuaries in Inclusive Insurance Markets  (Cristina Mano, Brazil) 113- One in a million – Operating as an actuary in a unique market(Mukami Njeru, Kenya) 31 – Command Economy and Market Economy in Pensions: Designs and Consequences (Krzysztof Ostaszewski, United States of America) 139- Late joiner penalties as stipulated in the Medical Schemes Act (MSA) – how should these be structured? (Charlton Murove) 75 – Continuous professional development – Learnings for integrating AI, Data Science and Actuarial (Alex Brownlee, SA)
15:00-15:30 15:00-15:30 15:00-15:30 15:15-16:00 15:15-16:00
52 – A tractable method for unravelling and modelling unobservable or complex dependence drivers (with granular data) (Banjamin Avanzi, Australia) 101- Impact assessment of the methodological change on rate of return calculus for Natural Gas downstream in Mexico (Brenda Martinez, Mexico) 54 – Dynamic pricing of disability risk using credibility theory: application in a life insurance company (Jimmy Paul, Norway) 141- Actuaries, Public Sector Health Schemes and UHC. (Lisa Morgan) 112 – Unconventional areas for application of Actuarial Analytics (Anitya Ajmani, India)
15:30-16:00        
125- Dynamic and granular loss modeling embracing dependencies (Michal Pesta) 15:30-16:00      
  118-  Future directions of the actuarial profession(Julian Gribble, Switzerland)      
  15:30-16:00    
  117 – Pension systems: the logical sustainability discrete model in a stochastic framework under variable mortality (Massimo Angrisani, Italy)    
16:00–16:30 Refreshment Break
(Strelitzia / Jasminium)
16:30–18:00 Non-Life (ASTIN) Session 7 & Seminar Closing Pensions (PBSS) Session 13 & Closing Health (IAAHS) Session 6 Health (IAAHS) Session 6
    16:30-17:15 16:30-17:15 16 – The financial impact of new private hospitals on the privately insured South African population. (Shirley Collie) 16:30-17:15 Essence of Communication – Honing consulting skills (Caroline Gregoire, Tim Vieyra, Vincent Heys)
33 – Mitigating the global pension crisis: a compilation of actuarial innovative ideas (Abraham Hernández, Portugal)
  Professionalism 2 17:15-18:00 17:15-18:00 17:15-18:00
32 – Global Pension Solutions for Globetrotters (Carl Hansen, Geurnsey) 123- Automating Reserving for optimal model selection. (Hannes van Rensburg) 22 –  Becoming “the modern actuary”: the usefulness of humanities and social sciences to develop critical thinking
(Christian Walter, France)
DAY 5 – FRIDAY, 5 APRIL 2019
07:30–18:00 Registration Open
(Strelitzia Conservatory)
08:30–08:45 Health (IAAHS) Session 6 & Seminar Opening Non-Life (ASTIN) Session 8 Non-Life (ASTIN) Session 9 ASTIN Workshop – Solvency
08:45–09:45 Health (IAAHS) Seminar –Keynote Speaker – Bruce Fordyce 08:45-09:15 08:45-09:15
10 – A Quasi Risk Factor Dependency Model for Non-Life Insurance Portfolios (Alessandro Ferriero, Switzerland) 99 – Aggregation and Risk Measurement for a Portfolio of Exchangeable Bernoulli Risks, assuming Dependence Uncertainty (Etienne Marceau, Canada)
09:15-09:45 09:15-09:45
60 – Fitting and estimating risk dependence using composite models for financial and insurance data (Francesco Acri, Italy) 77- Optimal reinsurance of dependent risk (Alexandra De Moura, Portugal)
09:45–10:15 Refreshment Break
(Strelitzia / Jasminium)
10:15–11:45 Health (IAAHS) Session 7 Non-Life (ASTIN) Session 10 Consulting (IACA) Session 6 ASTIN Workshop – Solvency
10:15-11:00 10:15-10:45
127 – Health reform options for South Africa (Barry Childs, SA) 79 – Multivariate claim frequencies modelling in P&C insurance using multiple guarantees and multiple policyholders from the same household (Florian Pechon, Belgium)
11:00-11:45 10:45-11:15
132- Health Promotion and Prevention; Effective Tools to Reduce Health Care Spending Caused by Modifiable Lifestyle Risk Factors. (Howard Bolnick) 87 – On The Necessity And Nature Of Standardising When Using Shrinkage Methods (Stefan W. Wetzel, Germany)
11:15-11:45
97 – Cyber Risk – the dark side of the phenomenon (Yuriy Krvavych, United Kingdom)
11:45-12:00 Transition Time 
12:00–13:30 Health (IAAHS) Session 8 Non-Life (ASTIN) Session 11 Consulting (IACA) Session 7 ASTIN Workshop – Solvency
12:00-12:30
63 – The Genesis of Storm Clustering: What Impact on Reinsurance Treaties Hours Clause? (Vincent Noel & Marc Bagarry, France)
12:00-13:00  
Professionalism for 1 hour 12:30-13:00
68 – Japanese Double Debt Problem (Corina Constantinescu, United Kingdom)
13:00-13:30 13:00-13:30
107 – The actuary in the courts (Ignacio Del Barco, Spain) 122- ASTIN WP on Implications of IFRS on Non-Life Insurers, Products and Markets (Walther Neuhaus)
13:30–14:30 Lunch Break
(Strelitzia / Jasminium)
14:30 – 16:00 Health (IAAHS) Session 9 Non-Life (ASTIN) Session 12 Non-Life (ASTIN) Session 13 ASTIN Workshop – Reinsurance
14:30-15:15 14:30-15:00  
133 – Internet of Medical Things (IoMT) & Health Care (Ashleigh Theophanides, SA) 104 – A Quantile Mixing Approach for the Combination of Experts’ Models (Thierry COHIGNAC & Nabil Kazi-tani, France) 14:30-15:30
58- A Standardized Machine Learning based approach to Conversion Rate Estimation (Lorenzo Invernizzi, Italy)
  15:00-15:30  
119 – Managing Insurance Capital Standards with Limit Systems (Klaus-peter Nischke, Germany)
15:15-16:00    
Simon Henderson 15:30-16:00 15:30-16:00
  111 – Decoding Neural Networks (Anitya Ajmani, India) 138- Credit default correlation modelling. Historic vs. Asset return calibration. (Peter Middelkamp & Marius Costeniuc)
16:00 – 16:30 Refreshment Break
(Strelitzia / Jasminium)
16:30 – 18:00 Health (IAAHS) Session 10 & Closing Non-Life (ASTIN) Session 13 & Closing Consulting (IACA) Session 8 & Closing ASTIN Workshop – Reinsurance
16:30-17:15 16:30-17:00 16:30-18:00
134- Health Insurance across Africa: Not for the faint of heart (Warren Daly)  116 – Scenario Testing for Flatrated Fleets during the yearly price adjustment process – a practical example (Michael Klamser, Germany) 142- Addressing nutrition, climate change and developing economies simultaneously. (Shubhash Gosine & S. Michael McLaughlin)
17:15-18:00 17:00-17:30  
46 – International PMI vs Domestic PMI 120 – Automated cars and insurance – results of joint Working Party of ASTIN & AIDA (Przemysław Klusik, Poland)
(Anne Hung, UK)  
  17:30 – 18:00 Closing remarks