REMINDER! IAALS WEBINAR: A calendar year mortality model in continuous time

Join us in our upcoming webinar on:
A calendar year mortality model in continuous time

Date: 24 October 2023
Time: 09:00 AM (EDT) |15:00 PM (CET)



This webinar proposes a continuous time mortality model based on calendar years. Mortality rates belong to a mean reverting random eld indexed by time and age. In order to explain the improvement of life expectancies, the reversion level of mortality rates is the product of a deterministic function of age and of a decreasing jump-diusion process driving the evolution of longevity. We provide a general closed-form expression for survival probabilities and develop it when the mean reversion level of mortality rates is proportional to a Gompertz-Makeham law. We develop an econometric estimation method and validate the model on the Belgian population.




Donatien Hainaut | Speaker
Donatien Hainaut is a professor of quantitative finance and actuarial sciences at UCLouvain, where he manages the Master's program in Data Science with a statistical orientation. Prior to this, he held several positions as an associate professor at Rennes School of Business and the ENSAE in Paris. He also possesses extensive field experience, having worked as a Risk Officer, Quantitative Analyst, and ALM Officer. He is a Qualified Actuary and holds a PhD in the area of Asset and Liability Management. His current research focuses on contagion mechanisms in stochastic processes, fractional processes, and neural networks

Pedro Pacheco | Vice Chair IAALS Section
Mexican Actuary currently Vice Chair of the Life Section , member of the Strategic Planning Committee and Vice Chair of the Health Section Former President of CONAC ( México ´s FMA to IAA ) President of PREVEM Insurance, with 34 years of experience in the Insurance market on Life and Health . Has been Life and Health Director in MAPFRE Tepeyac 1986-1997 , CEO of Zurich Life México from 1997-2004 , CEO of AIG Life México from 2004.2009 and currently since 2010 CEO and cofounder of Prevem Seguros (A&H Company).





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