{"id":1551,"date":"2024-03-27T13:51:35","date_gmt":"2024-03-27T13:51:35","guid":{"rendered":"https:\/\/actuarweb.aegean.gr\/samos2024\/?page_id=1551"},"modified":"2024-04-15T10:09:21","modified_gmt":"2024-04-15T10:09:21","slug":"thursday-23rd","status":"publish","type":"page","link":"https:\/\/actuarweb.aegean.gr\/samos2024\/thursday-23rd\/","title":{"rendered":"Thursday 23rd"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-page\" data-elementor-id=\"1551\" class=\"elementor elementor-1551\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-a03e6c5 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"a03e6c5\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-6dfc895\" data-id=\"6dfc895\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-80cea08 elementor-widget__width-initial elementor-widget elementor-widget-text-editor\" data-id=\"80cea08\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.21.0 - 08-05-2024 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#69727d;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#69727d;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<table width=\"633\"><tbody><tr><td colspan=\"2\" width=\"625\"><p><strong>Session 4: <\/strong><em>Life, Health, and Pension Insurance<\/em> (<em>Chair<\/em>, <a href=\"http:\/\/www.math.ku.dk\/~mogens\/\">Mogens Steffensen<\/a>)<strong>.<\/strong><\/p><\/td><td width=\"8\">\u00a0<\/td><\/tr><tr><td width=\"151\">\u00a0<\/td><td width=\"474\">\u00a0<\/td><td width=\"8\"><p><strong>\u00a0<\/strong><\/p><\/td><\/tr><tr><td width=\"151\"><h4>\u00a0Time<\/h4><\/td><td colspan=\"2\" width=\"482\"><h4>Subject<\/h4><\/td><\/tr><tr><td width=\"151\"><p>08:30 &#8211; 09:10<\/p><\/td><td colspan=\"2\" width=\"482\"><p><strong><em>Invited Lecture:<\/em><\/strong> <strong><a href=\"https:\/\/www.uva.nl\/profiel\/k\/l\/t.kleinow\/t.kleinow.html\">Torsten Kleinow<\/a><\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/2024\/04\/kleinow.pdf\">Mortality Scenarios based on Cause-of-Death Modelling<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:10 &#8211; 09:30<\/p><\/td><td colspan=\"2\" width=\"482\"><p><strong>X. Yu<\/strong>, Y. Shen, J. Ziveyi, K. Park, M. Sherris<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Modelling-Joint-Life-Functional-Disability-and-Mortality-and-Joint-Insurance-Pricing.pdf\">Modelling Joint Life Functional Disability and Mortality and Joint Insurance Pricing<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:30 &#8211; 09:50<\/p><\/td><td colspan=\"2\" width=\"482\"><p>M. Bladt, B. F. Nielsen, <strong>P. F. H. Olsen<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/abstract_pfho.pdf\">Matrix representation for prices of life-contingent derivatives<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>09:50 &#8211; 10:10<\/p><\/td><td colspan=\"2\" width=\"482\"><p>Y. Shen, M. Sherris, Y. Wang, <strong>J. Ziveyi<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/SAMOS_Abstract_Ziveyi.pdf\">The valuation and assessment of retirement income products: A unified Markov Chain Monte Carlo framework<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>10:10 &#8211; 11:00<\/p><\/td><td colspan=\"2\" width=\"482\"><p><em>Break<\/em><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:00 &#8211; 11:20<\/p><\/td><td colspan=\"2\" width=\"482\"><p><strong>P. C. Hornung<\/strong>, M. Steffensen<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Abstract_Samos.pdf\">Investigating trade-offs in the design of smooth pension products<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:20 &#8211; 11:40<\/p><\/td><td colspan=\"2\" width=\"482\"><p><strong>A. G. Balter<\/strong>, M. Kallestrup-Lamb, M. D. Plovst<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Balter_abstract_template_ASF2024.pdf\">Systematic longevity risk: The willingness to pay<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>11:40 &#8211; 12:00<\/p><\/td><td colspan=\"2\" width=\"482\"><p>K. Park, <strong>M. Sherris<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/ParkSherrisAbstractSAMOS2024_tex.pdf\">Design and Pricing of Private Long-term Care Insurance: An Australian Analysis<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:00 \u2013 12:20<\/p><\/td><td colspan=\"2\" width=\"482\"><p>J. A. Landono, <strong>J. B. Soe<\/strong><\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Extended_Abstract.pdf\">Optimal consumption, investment, and life insurance including state dependence by risk-adjusted utility<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:20 \u2013 12:40<\/p><\/td><td colspan=\"2\" width=\"482\"><p>W. Li, <strong>T. Moenig<\/strong>, M. Augustyniak<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/02\/Samos2024_Abstract_BasisRiskVAs.pdf\">Basis Risk in Variable Annuity Separate Accounts<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>12:40 \u2013 13:00<\/p><\/td><td colspan=\"2\" width=\"482\"><p>J. P. Dehn-Toftehoj, <strong>D. Kusch-Falden<\/strong>, M. Steffensen<\/p><p><a href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wp-content\/uploads\/crm_perks_uploads\/64ed9aab9143a611407333154816\/2024\/03\/Falden_abstract_ASF2024.pdf\">Calibration of risk aversion to real pension asset allocation<\/a><\/p><\/td><\/tr><tr><td width=\"151\"><p>13:10 \u2013 13:40<\/p><\/td><td colspan=\"2\" width=\"482\"><p><span style=\"color: #1f497d;\"><em>Open Meeting of the Scientific Committee<\/em><\/span><\/p><\/td><\/tr><\/tbody><\/table>\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-1958da39 elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"1958da39\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-39399928\" data-id=\"39399928\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-410cd18d elementor-align-left elementor-widget elementor-widget-button\" data-id=\"410cd18d\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm elementor-animation-shrink\" href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/wednesday-22nd\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-icon elementor-align-icon-left\">\n\t\t\t\t<i aria-hidden=\"true\" class=\"fas fa-arrow-left\"><\/i>\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">Wednesday 22nd<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t<div class=\"elementor-column elementor-col-50 elementor-top-column elementor-element elementor-element-25fef0bf\" data-id=\"25fef0bf\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-1e83fdf4 elementor-align-right elementor-widget elementor-widget-button\" data-id=\"1e83fdf4\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm elementor-animation-shrink\" href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/friday-24th\/\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t<span class=\"elementor-button-icon elementor-align-icon-right\">\n\t\t\t\t<i aria-hidden=\"true\" class=\"fas fa-arrow-right\"><\/i>\t\t\t<\/span>\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">Friday 24th<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Session 4: Life, Health, and Pension Insurance (Chair, Mogens Steffensen). \u00a0 \u00a0 \u00a0 \u00a0 \u00a0Time Subject 08:30 &#8211; 09:10 Invited Lecture: Torsten Kleinow Mortality Scenarios based on Cause-of-Death Modelling 09:10 &#8211; 09:30 X. Yu, Y. Shen, J. Ziveyi, K. Park, M. Sherris Modelling Joint Life Functional Disability and Mortality and Joint Insurance Pricing 09:30 &#8211; &hellip; <\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_eb_attr":"","footnotes":""},"class_list":["post-1551","page","type-page","status-publish","hentry"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v22.6 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Thursday 23rd - 12th Conference in Actuarial Science &amp; Finance on Samos<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/actuarweb.aegean.gr\/samos2024\/thursday-23rd\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Thursday 23rd - 12th Conference in Actuarial Science &amp; Finance on Samos\" \/>\n<meta property=\"og:description\" content=\"Session 4: Life, Health, and Pension Insurance (Chair, Mogens Steffensen). \u00a0 \u00a0 \u00a0 \u00a0 \u00a0Time Subject 08:30 &#8211; 09:10 Invited Lecture: Torsten Kleinow Mortality Scenarios based on Cause-of-Death Modelling 09:10 &#8211; 09:30 X. 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