ATRC 2009
Actuarial Teachers and Researchers Conference 2009
The 2009 Actuarial Teachers and Researchers Conference will be held at The Queen’s University Belfast, on 13th and 14th August 2009. This annual two-day event has been running now for many years, hosted by a different university each year, and provides an opportunity for all those interested in actuarial research and education to share their ideas. We will be encouraging participation from both academia and industry. With the expansion in universities offering actuarial science programmes, (Queen’s University being one of the more recent to have an accredited program) and the current heightened interest in many areas of actuarial research, we are looking forward to a vibrant and successful event.
Programme
Actuarial Economic Forecasting
Mr Colm Fitzgerald – Dublin City University Dublin
The Impact of Capital Structure on Economic Capital and Risk Adjusted Performance
Dr Pradip Tapadar – Institute of Mathematics, Statistics and Actuarial Science
University of Kent
Unfunded Pension Liabilities and Credit Default Swap Premia
Mr Ronan Gallagher - Queens University Belfast
Stochastic Mortality Modeling
Mr Richard Plat - University of Amsterdam and Eureko / Achmea Holding
The Extended Lee - Carter family
Dr Iain Currie - Department of Actuarial Mathematics and Statistics
Heriot-Watt University
Stochastic Portfolio specific mortality and the quantification of mortality basis
Mr Richard Plat University of Amsterdam and Eureko / Achmea Holding
Empirical Estimation of dependency in Equity Markets
Mr Andrew Smith - Deloitte and Oliver Lockwood - Pearl
Longevity Risk - issues to be considered
Dr John Kingdom / Jemima Ayton - Financial Services Authority
Balancing Theory and Practice in Acturial Education
Dr John Sheperd - Macquarie University Sydney Australia
Education update
Dr Trevor Watkins – The Institute and Faculty of Actuaries