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First International Conference On Longevity Risk And Capital Market Solutions

18 February 2005 – Cass Business School

Hosted by the Pensions Institute, the American Risk and Insurance Association and the Centre for Risk and Insurance, Nottingham University Business School


Organized by: Professor David Blake (Pensions Institute)
Professor Richard MacMinn (American Risk and Insurance Association)

Sponsored by: Lehman Brothers and ABN AMRO


CONFERENCE PROGRAMME

8.30am Registration and refreshments

9.15am Welcome from Professor Steve Haberman, Deputy Dean, Cass Business School

Opening Remarks: David Blake and Richard MacMinn

9.30am MORNING SESSION Chair: David Blake

HOW BIG A PROBLEM IS LONGEVITY RISK?

11.00am Refreshments

11.30am CURRENT SOLUTIONS

12.30pm Lunch

1.30pm AFTERNOON SESSION Chair: Richard MacMinn

POTENTIAL SOLUTIONS AND REMAINING PROBLEMS

3.00pm Refreshments

3.30pm CURRENT MODELLING FRAMEWORKS

Round Table Discussion and Summing Up: WHAT NOW NEEDS TO BE DONE? Chair: Michael Johnson (Tillinghast Towers Perrin)

Tom Boardman (Prudential)
Simon Carne (Independent consultant)
Mark Duke (Tillinghast Towers Perrin)
Jeff Sayers (Morgan Stanley)
Andrew Hughes (Standard and Poor)
Terry Raby (Universities Superannuation Scheme)

6.00pm Refreshments and networking

There will be a Second International Conference on Longevity Risk and Capital Market Solutions in Atlanta, USA, in 2006 (hosted by Prof Sam Cox of Georgia State University). Selected papers from that conference will be published in a special issue of the Journal of Risk and Insurance, the journal of the American Risk & Insurance Association, in 2007.