教育部人文社科重点研究基地中央财经大学中国精算研究院学术活动

精算论坛第205期讲座

(2022年10月06日)

讲座主题：Long-term care and mortality modelling using neural networks and survival trees

摘要：This talk will highlight new approaches to modelling long-term care and mortality trends using neural networks and survival trees. I will summarise two papers that are based on individual-level data from the Chinese Longitudinal Healthy Longevity Survey (CLHLS) from 1998 to 2018. One paper proposes a new model that combines a neural network with a generalized linear model (GLM) to estimate and predict health transition intensities. The second paper develops a new modelling framework for the mortality of the oldest-old, the population aged 80 and over, that combines classic parametric oldest-old mortality models with survival trees.

报告人：Katja Hanewald

Katja Hanewald is a Senior Lecturer in the School of Risk and Actuarial Studies and the Coordinator of the Actuarial Co-op Program at UNSW Sydney. She is also the Director of Research of the Ageing Asia Research Hub, which is hosted by the ARC Centre of Excellence in Population Ageing Research (CEPAR). Her research addresses risk management and insurance responses to population ageing. Katja has published in all leading international insurance and actuarial journals (including the Journal of Risk and Insurance, Insurance: Mathematics and Economics and the ASTIN Bulletin) and several major economics journals (including the Journal of Economic Behavior & Organization). Her current research investigates optimal retirement financial decisions of older households and the design of retirement financial products such as reverse mortgages, long-term care insurance, and annuities. She teaches risk management courses. Katja obtained her doctoral degree from the School of Business and Economics at Humboldt-Universität zu Berlin in November 2010.

讲座时间：2022年10月06日（周四）上午10:00-11:30

报告地点：腾讯会议（会议ID：344-685-154）

邀 请 人：刘子宁