SAVE THE DATE : September – October 2020

Next event with Actuariat Durable will be Online on September or October 2020.
Details coming soon !

SAVE THE DATE : March 8th, 2019 !

Friday, March 8th, 2019, The Paris Dauphine University will host the event Human Mortality Database Conference. This workshop belongs to a series of conferences and workshops during the Dauphine House of Finance Days 2019, please visit their dedicated website.

Complete program Schedule

The Human Mortality Database (HMD) is now the standard reference provider of mortality tables for numerous countries and regions worldwide, which serve as a basis for mortality and longevity risk assessment in most major insurance companies and pension institutions. The aim of this workshop is to gather academics and actuaries in the private sector who are using the HMD data for their research and professional needs all over the world as well as to present the HMD new developments and potential uses to a larger audience with interest into mortality and longevity risks. This workshop will include: presentation of the HMD status and future developments, case studies presentation of the use of the HMD for mortality/longevity analysis and roundtable of experts.

Opening speech by Christophe Dutang

Session 1: Human Mortality Database status

HMD status and recent on-going developments
(Magali Barbieri, HMD & INED)
(Dmitri Jdanov, Max Planck Institute for Demographic Research)

Session 2: HMD case studies

  • Using the HMD to assess longevity risk
    (Andres Barajas Paz, IFoA and Heriot-Watt University)
  • Research & regulation: how academic work solves business problems
    with longevity risk
    (Stephen Richards, Longevitas)

Roundtable: Is data the new black gold for insurers?
Marine Habart (AXA), Razvan Ionescu (SCOR), Al Klein (Milliman), chairman: Stephane Loisel (ISFA)

Session 3: some recent advances in mortality models

  • Numerical aspects and challenges of mortality models: the case study of R
    (Christophe Dutang, CEREMADE)
  • Quickest change detection problem and longevity applications
    (Stephane Loisel, ISFA)
  • A Class of Random Field Memory Models for Mortality Forecasting
    (Yahia Salhi, ISFA)

Closing speech by Alexandre Boumezoued