精算论坛第113期讲座--Colin O’Hare  Han Li  

(11月20日)

报告一：

题目：Becoming an Actuary  

报告人：

Colin O’Hareis an internationally known actuary and academic having practiced in theactuarial pensions consulting arena for a decade and educated aspiringactuaries in the UK, US and Australia. Colin has a leadership role in actuarialeducation at Monash University where he is the director of actuarial scienceand more widely where he holds international external examiner roles for boththe Institute and Faculty of Actuaries in the UK and the Actuaries Institute inAustralia.  Colin has also acted as an actuarial education consultant to anumber of high profile universities including Columbia University New York,Victoria University New Zealand, Liverpool University, Queen Mary’s UniversityLondon and Keele University. He has received national and internationalrecognition for his innovative teaching and carries out discipline research inthe area of mortality modelling and superannuation.  

摘要：With over 200 years of history the actuarial profession is withoutdoubt one of the oldest, continuous quantitative business professions inexistence. From its beginnings in the UK with the formation of mortality modelsand life insurance the profession has grown to encompass general insurance,investment consulting, risk management, data analytics and pensions to name afew areas. The profession is also now truly international in nature.

With 20 years in the actuarialprofession, based primarily in the UK and Australia but also withinternational exposure, this presentation draws on those experiences to look atthe past and future of the profession. In particular, the presentation focuseson the pathway to qualification, the prospects for good careers in the industryand the skills that make a good actuary.

报告二：

题目：Applying moderneconometric techniques to mortality modeling  

报告人：HanLi is a Senior Research Associate at the Australia-China Population AgeingResearch Hub in CEPAR. She received a Bachelor of Commerce (Honours) degree inActuarial Studies at the University of Melbourne and completed her PhD degreeat Monash University.

Han has a broad range of researchinterests around longevity and mortality risks, population ageing andretirement financial products. Specifically, much of her research expertise isin the field of mortality modelling and forecasting using advanced econometricand statistical techniques. She is currently working on projects involving thedesign of retirement income and aged-care products for China and the pricing ofmortality catastrophe bonds. Han’s research has been published in top tierjournals including Insurance: Mathematics and Economics and the Journal ofForecasting.

摘要: Mortalitymodelling has a very long history. Ulpian, perhaps considered as the firstactuary, came up with the first known mortality table in A.D. 220. Over thepast three to four decades, there has been an enormous growth in mortalitymodelling as the field of mortality risk and longevity risk has attracted greatattention from academic, government and private sectors. During this talk, abrief review of some of the most well-recognized mortality models will begiven. We then move onto a more specific summary on non-parametric andsemi-parametric mortality modelling including some of the presenter’s ownworks. Contributions of these works have been made to the existing literaturewith focus given to the forecasting perspective of models and to the analysisof cohort effects. In particular, we apply methods familiar to the econometricsliterature to the area of mortality where they are less applied.

时间：11月20日 18：30—20:30

地点：学院南路校区主教楼107

欢迎各位老师和同学积极参加！