Papers

Actuarial Consulting/IACA

A Stochastic Analysis of Policies Related to Funding of Defined Benefit Pension Plans
George MA

Climate Change and Green Sukuk
Amine Essadik

Random Forest Model with Prediction Error Decomposition Function
Suguru Fujita, Yasuhiro Matsue and Hirokazu Iwasawa

Systems Thinking and Dynamic Modelling
Tracey Zalk

The Good, the Bad and the Ugly of Data Democratisation - Lessons from a Data-Rich Pandemic
Hugh Miller and Chris Dolman


AFIR-ERM/Risk Management 

Climate Change and Credit Risk
Florin Ginghina

Dynamic Risk Taking Strategy on Negatively Correlated Products - A lesson from COVID-19
Wataru Hirose, FIAJ 

Mitigating Flood Risk with CAT bonds: A New Orleans Case Study
Roberto Carcache 

Modelling of the Fundamental Spread using Montecarlo
Armando Miguel Nieto Ranero, Ram´on Jos´e P´erez Jim´enez and Natividad Garc´ıa Guill´en

Quantifying the Cost of Climate Change 
Tony Coleman

Signature-Based Validation of Real-World Economic Scenarios
Hervé Andrès

Systemic Risk Assessment using Complex Networks Approach evidence 
João Vinícius


Data Analytics

Advancing the Use of Deep Learning in Loss Reserving A Generalized DeepTriangle Approach
Lucy Feng

Data-Rich Economic Forecasting for Actuarial Applications using Neural Networks 
Felix Zhu and Fei Huang

LocalGLMnet a Deep Learning Architecture for Actuaries
Jürg Schelldorfer and Mario V. Wuthrich 

Machine Learning to Predict Underwriting Decisions for Life and Health Insurance 
Patricia Wang

Measuring and Visualizing Two-way Interaction Effects
Hirokazu Iwasawa and Tadayoshi Otsuka

The Behavioral Science of AI Governance 
Colin Priest


General Insurance / Non-Life / P&C / ASTIN 

A Bayesian Approach for Prioritising Driving Behaviour Investigations
Nika Lee, Bernardo Perez and Mark McLeod

Approaches for Integrating Climate Change Effects into Dynamic Claim Size Models 
Prof. Dr. Benedikt Funke and Prof. Dr. Klaus J. Schröter TH Köln HS Kaiserslautern

Bonus-Malus System in Armenia 
Zaruhi Hakobyan

Call in the Reserves 
Hugh Miller

Evaluating Machine Learning Methods for IBNR Claims Reserving on Real Claims Data 
Kristian André Jakobsen

First Principles Working Party 
Pietro Parodi and Derek Thrumble

Micro-reserving for Workers’ Compensation Claims 
Nelvis Fornasin

Modeling Solutions for the Home Insurance Availability and Affordability Crisis in Flood-Prone Areas 
Fahad Javed Malik

Rethinking insurance markets 
Anthony Asher

Socially Responsible Insurance in the Age of AI Prepared 
Kimberlee Weatherall, Chris Dolman, Tiberio Caetano, Jenny Davis, Damian Clifford, Seth Lazar

Stochastic Simulations Underpinning Compartmental Models 
Anthony W. Boulter, Jabar Choudary and Thomas Haller

The Impact of Dependencies between Climate Risks on the Asset and Liability 
Onur Özdil


Health/IAAHS

Are we prepared to cover a future pandemic? Essay of a Portuguese health insurance

Maria Garcia de Castro, Marli Amorim Ferreira, Maria do Carmo Ornelas and Alfredo D. Egídio dos Reis

Future of Health Insurance Underwriting 
Roy Ben-David

Impact of COVID-19 Pandemic on Disabled Workers’ Survival in Italy and Future Scenarios 
Daniela Martini

New normal after COVID-19 - Observations on Medical Care Expenditure in Japan 
Akio Yamaki

Pay-as-you-go System and Funded System in German Long-Term Care Insurance - A comparison after more than 25 years 
Roland Weber

The Impact of COVID-19 on the Workers' Protection System - The Italian Perspective 
Raffaello Marcelloni


Investment, Wealth, Finance and Banking

A Plan to Save Democracy 
Eric Ranson

A Study on Regime Shift in Stock Market during the Pandemic 
Naoki Sunamoto

Analysis of Financial Contagion Among Economic Sectors 
Nathalia Fonseca and Joao Vinicius Carvalho

Build Life Insurance Company Investment Portfolio Based on the Black-Litterman and Hierarchical approach 
Masaki Sashida

The Economic Case for Nature-Positive Action 
Cherie Gray and Alison Drill


Life / IAALS

Advanced Approaches to Analyse Disability Income Experience 
Matt Ralph and David Hatherall

Aggregate Markov Models in Life Insurance Properties and Valuation 
Jamaal Ahmad

An Extension of the Mortality Model using State-Space Model 
Yuya Takasu

Application of Reinforcement Learning to Dynamic Hedging of Variable Annuities 
Pouyan Djahani and Lin Gu

Drivers of mortality – A Study using Artificial Intelligence and Machine Learning Techniques 
Iris Deng, Simon Kong and Lin Gu

Estimation, Comparison and Projection of Multi-factor Age-Cohort Affine Mortality Models 
Francesco Ungolo and Len Patric


Pensions and Social Security / Super / PBSS

A unified Markov Chain Monte Carlo Framework
Jonathan Ziveyi, Michael Sherris, Yang Shen and Yawei Wang

An Approach to Resolving the Retirement Trilemma 
Martin Stevenson

Evolving social security in South Africa: An Actuarial perspective 
Megan Carswell, Natalie Van Zyl, Stephen Walker and Andrea Beizuidenhout

Finance of Student Loan with Income Contingent Repayment from Actuarial Viewpoint 
Masaaki Shigehara

Income Related Mortality in Lithuania 
Aldona Skucaite

Pooled Contingent Annuity 
Vivian Dang and Young Tan

The Impact of the 2019 Brazilian Pension Reform on Survivor Benefits 
Rodrigo Souza Silva and Luis Eduardo


Professionalism, Ethics and Actuarial Education

Actuaries – A Learning Profession 
Clifford Friend

Serving the Public Interest Through the Public Interest Actuary 
Simon Louw and Lusani Mulaudzi

The Global Actuary a Project and a Challenge for the Future of the Actuarial Profession
Giampaolo Crenca