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8:00-8:10 |
Richard
MacMinn
Illinois State
University |
Introductory Remarks |
 |
Sam Cox
Georgia State University |
 |
David
Blake
Cass Business School |
|
8:10-8:55 |
¡¡ |
Lord Turner
Merrill Lynch Europe |
Pensions, Risks and Capital Markets |
|
8:55-9:30 |
 |
Eric Stallard
Duke University |
Demographic Issues
in Longevity Risk Analysis |
|
9:30-10:00 |
|
Coffee break |
|
|
Session Chair: Patrick
Brockett
University of Texas
|
|
|
10:00-10:25 |
 |
Jeffrey Brown
University of Illinois |
Political Economy
of Government Issued Survivor Bonds |
|
10:25-10:50 |
 |
Morton
Lane
Lane Financial LLC |
Pricing Life
Securitizations and their place in Optimal ILS portfolios |
|
10:50-11:15 |
 |
J. David
Cummins
Wharton |
The Securitization
of Longevity Risk |
|
11:15-12:30 |
|
Lunch |
|
|
Session Chair: David
Blake
Cass Business School
|
|
|
12:30-12:55 |
 |
Tom Boardman
Prudential UK |
Annuitization Lessons from
the UK: Money-Back
Annuities and Other Developments |
|
12:55-1:20 |
 |
Kevin Dowd
University of
Nottingham |
Longevity Bonds:
Construction, Pricing and Use |
|
1:20-1:45 |
 |
Dave Dowrich
CSFB |
Longevity Index Trading -
from Theory to Practice |
|
1:45-2:15 |
|
Coffee break |
|
|
Session Chair:
Tony Webb
Boston College
|
|
|
2:15-2:40 |
 |
Moshe
Milevsky
York University |
Killing the Law
Large Numbers: Is there a Mortality Risk Premium? |
|
2:40-3:05 |
 |
Yijia Lin
Georgia State University |
Exponential
Tilting and Pricing Implications for Longevity Risk |
|
3:05-3:30 |
 |
Andrew
Cairns
Heriot-Watt University |
A Two-Factor Model
for Stochastic Mortality with Parameter Uncertainty |
|
3:30-4:00 |
|
Coffee
break |
|
4:00-5:00 |
Chair: Lord Turner
Discussants:
|
Roundtable Discussion |
 |
Nirmaljit Singh Paul,
World Bank |
 |
Jeff Katz,
MARC |
 |
Tom Boardman,
Prudential UK |
|
5:00-6:00 |
|
Reception |