Talks

  • 2024

    • June: Contributed Talk: « Intergenerational risk sharing in public pension schemes » (Leiden, The Netherlands)
    • May: Contributed Talk: 12th Conference of Actuarial Science and Finance (Samos, Greece): « Variables annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation »
    • April: Invited Talk: Actuarial Science & Mathematical Finance Seminar (Amsterdam, The Netherlads): « Intergenerational risk sharing in public pension schemes »

    2023

    • December: Invited Talk: First IA|BE Annual Actuarial Afternoon (Brussels, Belgium): « Intergenerational risk sharing in public pension schemes »
    • September: L18:  The Eighteenth International Longevity Risk and Capital Markets Solutions Conference, London (United Kingdom): « Guaranteeing the unsustainable: A framework for mixed pension schemes »
    • July: Insurance, Mathematics, Economics 2023, Edinburgh (United Kingdom): « Guaranteeing the unsustainable: A framework for mixed pension schemes »
    • JuneInvited (Keynote): 2eme printemps de l’assurance, Paris (France): « Mortality by socio-economic class and its impact on the retirement schemes: How to render the systems fairer? »
    • JuneInvited Talk: European Seminar on Pensions, Barcelona (Spain): « Second pillar in Belgium: current issues and challenges »

    2022

    • October: Discussion: Netspar Pension Day (Utrecht, The Netherlands)
    • AugustInvited Talk: University of Copenhagen (Copenhagen, Denmark): « A hybrid variable annuity contract embedded with living and death benefit rider »
    • August: EAJ Tartu (Tartu, Estonia): « A hybrid variable annuity contract embedded with living and death benefit rider » and « Public pension schemes – intergenerational risk sharing »
    • May: 11th Conference in Actuarial Science & Finance on Samos (Samos, Greece): « A hybrid variable annuity contract embedded with living and death benefit riders »
    • MayInvited Talk: Pension Mornings – UCLouvain (Louvain-la-Neuve, Belgium): « Automatic Balance Mechanisms pour le premier pilier »
    • AprilInvited Talk​: Actuarial Science and Financial Mathematics seminar series – University of Waterloo (Waterloo, Canada-online): « A hybrid variable annuity contract embedded with living and death benefit riders​ »
    • January: Discussion: Netspar International Pension Workshop (Leiden, The Netherlands-virtual)​


    2021

    • MayInvited Talk: UNSW School of Risk & Actuarial Seminar – UNSW Sydney (Sydney, Australia-virtual): « Taxation and Policyholder Behavior »
    • MarchInvited Talk: Quantact Seminar, Actuarial and Financial Mathematics Laboratory (Montreal, Canada-virtual): « Taxation and Policyholder Behavior: The Case of Guaranteed Minimum Accumulation Benefits »
    • January: Discussion: Netspar International Pension Workshop (Leiden, The Netherlands-virtual)

    2020

    • NovemberInvited Talk: Colloquium, Department of Mathematics and Statistics, University of North Carolina-Charlotte (Charlotte, United States-virtual): « Incorporating taxation in the valuation of variable annuity contracts:   the case of the guaranteed minimum accumulation benefit »
    • AugustInvited Talk: Annual Meeting of the Swiss Actuarial Association (St Gallen, Switzerland-virtual): « Taxation and Policyholder Behavior: The Case of Guaranteed Minimum Accumulation Benefits »
    • JuneInvited Talk: IFAM Seminars, University of Liverpool (Liverpool, UK-virtual): « Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model »  
    • February: Invited Talk:  ARC Seminar – Université Pierre et Marie Curie (Paris, France) « Continuous time model for notional defined contribution pension schemes: liquidity and solvency » (host: Groupe de Travail: Actuariat et Risques Contemporains – Olivier Lopez, Caroline Hillairet et Christophe Dutang)
    • January: Invited Talk (Keynote): Workshop Heterogeneity of Life Expectancy & Pension Design @UCLouvain (Louvain-la-Neuve, Belgium): « Heterogeneity in longevity and redistribution of pension wealth »
    • January: Discussion: Netspar International Pension Workshop (Leiden, The Netherlands)

    2019

    • ​November: Invited Talk: Research Seminars 2019-20 at Faculty of Actuarial Science and Insurance, Cass Business School (London, United Kingdom): « Utility indifference pricing of a coupon-yielding bond »
    • July: 23rd International Congress of Insurance: Mathematics and Economics (Munich, Germany): « Utility indifference pricing of a coupon-yielding bond »
    • May: 17th International Conference on Pensions, Insurance and Savings (Paris, France): « NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign »
    • May: 2019 Boulder Summer Conference on Consumer Financial Decision Making (Boulder, USA): « Behavioral economics and the bequest motive in presence of illiquid savings » (Poster)
    • April: 2019 IAA Colloquium (ASTIN, IAAHS, IAALS, IACA, PBSS) (Cape Town, South Africa): « NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign »
    • March​Invited Talk: « Fair Valuation in Insurance » workshop (Brussels, Belgium): « Guarantee valuation in notional defined contribution pension systems »
    • FebruaryInvited Talk:  University of Kent CASRI Seminar (Kent, United Kingdom): « NDC Schemes and Heterogeneity in Longevity: Proposals for Redesign » (host: dr. Daniel Alai)
    • ​​February: Actuarial and Financial Mathematics Conference (AfMath) (Brussels, Belgium): « Incorporating taxation in the valuation of variable annuity  contracts: the case of the guaranteed minimum accumulation benefit rider »
    • January: Netspar International Pension Workshop (Leiden, The Netherlands): « Behavioral economics and the bequest motive in presence of illiquid savings » 

    2018

    • December: IA|BE Continuous Professional Development (Brussels, Belgium): « Behavioural Economics in Life Insurance and Pensions »
    • September: Longevity 14 Conference (Amsterdam, The Netherlands): « ​Incorporating taxation in the valuation of variable annuity contracts: the case of the guaranteed minimum accumulation benefit rider »
    • June:  International Congress of Actuaries (Berlin, Germany): “Savings Preferences in Retirement: The Impact of Mandatory Annuitisation, Flexibility and Health Status”
    • May/June: 10th Conference in Actuarial Science & Finance on Samos (Samos, Greece): « Incorporating taxation in the valuation of variable annuity  contracts: the case of the guaranteed minimum accumulation benefit »
    • AprilInvited Talk: Pensions and Superannuation seminar – University of New South Wales (Sydney, Australia): Non-Financial Defined Contribution (NDC) schemes and heterogeneity in longevity: Proposals for re-design »

    2017

    • October: Invited Talk: Riskcenter Seminar: “Utility indifference pricing of a coupon-yielding bond” (host: Prof. Montserrat Guillen)
    • October:  IAA LIFE Colloquium (Barcelona, Spain): “One size fits all? Drawdown structures in Australia and The Netherlands”
    • October:  Invited Talk: AFI Seminar: “Utility indifference pricing of a coupon-yielding bond” (host: Prof. Jan Dhaene)
    • October:  Netspar Pension Day (Utrecht, The Netherlands): “Demand for annuities and long-term care insurance with recursive utility: Impact of housing”
    • OctoberInvited Talk: Third International Conference on Non-financial (Notional) Defined Contribution (NDC) Pension schemes (Rome, Italy): “Alternative designs of NDC schemes to address heterogeneity in longevity”
    • August: ASTIN/AFIR-ERM Conference (Panama City, Panama): “Pricing and Hedging Guaranteed Minimum Withdrawal Benefits under a General Lévy Framework using the COS Method”
    • August: Invited Talk: Long Term Care and Longevity Risk Workshop (Sydney, Australia): “Saving preferences in retirement: the impact of pension policy design and health status”
    • July: Insurance: Mathematics and Economics (Vienna, Austria): “Pricing and Hedging Guaranteed Minimum Withdrawal Benefits under a General Lévy Framework using the COS Method”
    • AprilInvited Talk: Financing Longevity: The Economics of Pensions, Health Insurance, Long-term Care and Disability Insurance – Stanford University (Stanford, USA): “One size fits all? Drawdown structures in Australia and The Netherlands”
    • January: International Pension Workshop (Leiden, The Netherlands): “A cross-country study of saving and spending in retirement”

    2016

    • December: Quantitative Methods in Finance Conference (Sydney, Australia): “Pricing and Hedging Guaranteed Minimum Withdrawal Benefits under a General Lévy Framework using the COS Method”
    • SeptemberInvited Talk: LPMA Seminar – University Pierre and Marie Curie (Paris, France): “Economic and demographic risks for Pay-as-you-go pension schemes: Defined Benefit versus Defined Contribution” (host: Groupe de Travail Longevite – Caroline Hillairet, Nicole El Karoui, Sarah Kaakai et Olivier Lopez)
    • SeptemberInvited Talk: CEFRA Seminar – EM Lyon Business School (Lyon, France): “Guarantee Valuation in unfunded Pension Systems” (host: Prof. Olivier le Courtois)
    • September: European Actuarial Journal (Lyon, France): “Economic and demographic risks for Pay-as-you-go pension schemes: Defined Benefit versus Defined Contribution”
    • AprilInvited Talk: ASMF Seminar – University of Amsterdam (Amsterdam, The Netherlands): “Guarantee Valuation in unfunded Pension Systems” (host: Dr. Servaas van Bilsen)
    • March: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Paris, France): “Economic and demographic risks for Pay-as-you-go pension schemes: Defined Benefit versus Defined Contribution” and “Optimal mix between Pay-As-You-Go and Funding in a multi-generational Overlapping Generations framework”

    2015

    • December: 7th Australasian Actuarial Education and Research (Gold Coast, Australia): “Guarantee Valuation in unfunded Pension Systems”
    • August: ASTIN, AFIR/ERM and IACA Colloquia (Sydney, Australia): “Guarantee Valuation in unfunded Pension Systems”
    • August: Invited Talk: Pensions and Superannuation seminar – University of New South Wales (Sydney, Australia): “Guarantee Valuation in Notional Defined Contributions Pension Systems” (host: Dr. Adam Shao)
    • July: 23rd Annual Colloquium of Superannuation Researchers (Sydney, Australia): “Design and equilibrium of a Notional Defined Contribution”
    • June: 19th International Congress on Insurance: Mathematics and Economics (Liverpool, United Kingdom): “Guarantee Valuation in Notional Defined Contributions Pension Systems”
    • June: Pensions, Benefits and Social Security 2015 (Oslo, Norway): “Guarantee Valuation in Notional Defined Contributions Pension Systems”
    • AprilInvited Talk: Workshop on Ageing, Economic Uncertainty, Savings and Long-run Governance of Pension Schemes – University of Le Havre, OFCE, University of Sorbonne Paris Cite (Le Havre, France): “Automatic balancing mechanisms for Notional Defined Contribution Accounts in the presence of uncertainty”
    • February: Young Researchers Day (Louvain-la-Neuve, Belgium): “Guarantee Valuation in Notional Defined Contributions Pension Systems”
    • JanuaryInvited Talk: IMMAQ Workshop on Pension and Ageing Ageing – Universite Catholique de Louvain (Louvain-la- Neuve, Belgium): “Automatic balancing mechanisms for Notional Defined Contribution Accounts in the presence of uncertainty”
    • January: Perspectives on Actuarial Risks in Talks of Young Researchers 2015 (Liverpool, UK): “Optimal mix between Pay-As-You-Go and Funding in a multi-generational Overlapping Generations framework”

    2014

    • July: 18th International Congress on Insurance: Mathematics & Economics (Shanghai, China): “Optimal mix between Pay-As-You-Go and Funding in a multi-generational Overlapping Generations framework”
    • June: 8th Conference in Actuarial Science and Finance on Samos (Samos, Greece): “Risk and Solvency of Notional Defined Contribution Pension Systems”
    • MayInvited Talk: RARE Seminar – University of Liverpool (Liverpool, UK): “Risk and Solvency of a Notional Defined Contribution public pension scheme” (host: Dr. Carmen Boado-Penas)

    2013

    • September: Young Researchers Day (Louvain-la-Neuve, Belgium): “Risk and Solvency of a Notional Defined Contribution public pension scheme”