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AFIR-ERM WEBINAR: Modelling Mortality for COVID-19

Join us in our upcoming AFIR-ERM webinar on:

Modelling Mortality for COVID-19


Date:19 May 2023| Time:07:30 AM (EST) 
Date:19 May 2023| Time:12:30 PM (BST) 

Session Moderated by: Michael Sherris




The after effect following the Pandemic is not pretty - both economically and on human lives.  
This webinar will focus on the observations following the Covid 19 Pandemic towards human mortality experience and modern actuarial techniques to project and manage future similar (un)expected crisis to mortality experiences.
When it comes to the impact of COVID-19 on mortality, it is necessary to consider not only the direct impacts but secondary impacts, such as suicide. We will present an analysis of Covid 19 on excess mortality using the Lee Cater model and Japanese data set.

Following from there, we will present more modern Mortality models to incorporate jump effects to capture the adverse mortality shocks which might be caused by population events such as pandemics. Finally, the research will demonstrate three discrete time mortality jump models, which differ in terms of the duration of the jumps - transitory or permanent, frequency of the jumps - comparing models by using Spain, Sweden and Japan mortality data and analyse their ability to capture the mortality deterioration caused by several population events over the years including COVID-19 pandemic.  






        Dr David Wilkie


David spent 60 years of his actuarial career working in insurance companies (Scottish Widows, Swiss Re and Standard Life) and then a consultancy (R. Watsons) and, followed by teaching, lecturing Financial Economics at Heriot-Watt University part-time. His achievements are surmountable, among which is the development of the Wilkie model, an ALM model which researchers are still referencing to this day. (1984). He has also conducted numerous research and developed infectious disease models based on a combination of actuarial and epidemiological ideas. He is currently the past chair of the AFIR ERM section and a member of the AFIR ERM Pandemic Risk lessons learned Working Party. His motivation as an actuary is to find ways of solving practical problems using the best available mathematical, statistical and actuarial tools.


Dr Sule Sahin

Sule received her PhD in Actuarial Mathematics from Heriot-Watt University in 2010 and she is currently a Senior Lecturer in Actuarial Science at the University of York. Previously, she worked as a Lecturer in Actuarial Mathematics at the University of Liverpool (2017-2022). She also held an Associate Professor position at Department of Actuarial Sciences at Hacettepe University, Turkey between 2018 and 2020. Her research interests lie in stochastic investment models for long-term applications, mortality modelling and compensation for loss of earnings. Her recent research focuses on mortality modelling with jumps and two-population models. She is a co-author of more than 40 publications including peer reviewed papers, books and book chapters. She is also a co-editor of the open-access Springer Actuarial Series Book, "Pandemics: Insurance and Social Protection" published in 2021. She is a member of the AFIR ERM Lessons Learned from the Covid-19 Pandemic Crisis Management Working Party and a fellow of the Actuarial Association of Turkey.




Dr Noriyuki Shimoyama

Dr Shimonyama has almost 20 years of insurance and actuarial experience in pension consulting, financial reporting, and ERM in the life insurance industry. In addition, he has a Ph.D. in physics. He is a member of the AFIR ERM Lessons Learned from the Covid-19 Pandemic Crisis Management Working Party. He currently works in the Risk Management department for Fukoku Mutual Life Insurance Company