2010 Annual IFID Centre Conference:

Models for Lifecycle Finance, Insurance & Economics (LIFE) / Conference Call for Papers

Keynote Presentation by Professor Menachem Yaari
Toronto, Ontario
October 28th, 2010

 

·        Please click here to register & for further information regarding the conference

·        Please click here for more information regarding the student paper competition

2009 Annual IFID Centre Conference: Retirement Income Analytics
Toronto, Ontario
November 25th, 2009

·        Please click here for more information regarding the student paper competition

·        Please click here for further information regarding the conference

       Please click here for audio and slides of conference lectures

---

IFID Centre/Ibbotson Associates Conference on Guaranteed Living Income Benefit (GLiB) Insurance Products
Chicago, Illinois
November 11, 2008

       Please click here to browse and download our past lectures listed below.

·        Moshe A. Milevsky; "Who Buys Guaranteed Living Income Benefits (GLiBs) and Why?"

·        John O’Brien; "The Retirement Investing Challenge"

·        David F. Babbel; "Un-Supermodels and the EIA"

·        William Reichenstein; "Withdrawal Strategies to Make Your Nest Egg Last Longer "

·        Peng Chen; "Retirement Income Planning: A New Efficient Frontier and Outcome Based Investment Strategies"

---

IFID/MITACS Conference on Financial Engineering for Actuarial Mathematics
Hosted at the Fields Institute
222 College Street
Toronto, Ontario
November 9th & 10th, 2008

       Please click here to browse and download our past lectures listed below.

·        Erhan Bayraktar; "Proving the Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control "

·        Sid Browne; "Active portfolio management: investment goals and portfolio constraints (or how to invest, if you must)"

·        Steven Haberman; "The Lee-Carter Mortality Model for Mortality Dynamics: Recent Devlopments "

·        Sheldon Lin; "Pricing Perpetual Catastrophe Put Options and Related Issues "

·        Michael Ludkovski; "Optimal Risk Sharing under Distorted Probabilities "

·        Manuel Morales; "On a New Generalization of the Expected Discounted Penalty Function"

·        Ragnar Norberg; "Management of Financial and Demographic Risk in Life Insurance and Pensions "  

·        Annamaria Olivieri; "Developing a Stochastic Mortality Model for Internal Assessments " 

·        Shige Peng; "On Risk Measure via Gaussian Distributions under Model Uncertainty" 

·        Gordon Willmot; "Generalized penalty functions in dependent Sparre Andersen models "   

---

FIXED & VARIABLE ANNUITIES:
A DO-IT-YOURSELF PENSION PLAN?
4th Annual IFID Centre Conference
May 31^st, 2005

       Please feel free to browse and download our past lectures listed below.

·        Jeffrey Brown; "The New Retirement Challenge"

·        Phelim Boyle; "Variable Annuity Guarantees"

·        William Reichenstein; "Non-qualified Guarantees in After-tax Optimizations"

·        Chester Spatt; Discussion of "Non-qualified Guarantees in After-tax Optimizations"

·        Lowell Aronoff; "An Exchange for the Canadian and US Payout Annuity Markets"

·        Garth Bernard; "Successful Product Innovation: Taking Concepts to Market"

·        Paul Kaplan; "Asset Allocation with Annuities for Retirement Income Management"                

---

ASSET ALLOCATION AND MORTALITY
3rd Annual IFID Centre Conference
April 28, 2004

Please feel free to browse and download our past lectures listed below.

·        Roger Ibbotson, “Lifetime Advice: Asset Allocation, Life Insurance & Payout Annuities”

·        Harry Marmer, "Lessons from Capital Market History"

·        Laurence Booth, "Retirement Models"

·        Malcolm Hamilton, "The Risks and Returns for DB & DC Pension Plans"

·        Kristen Moore, "Optimal Asset Allocation and Ruin-Minimization Annuitization Strategies:
            The Fixed Consumption Case"

·        Ashraf Al Zaman ,"Asset Location and Allocation with Multiple Risky Assets"

·        Francesco Menoncin, "Mortality Risk and Real Optimal Asset Allocation for Pension Funds"

·        Raimond Maurer, "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of    
            Life Annuities versus Phased Withdrawal Plans"

·        Susan Thorp, "Annuitization and Asset Allocation with HARA Utility"

·        Chester Spatt, "Diversification and Capital Gains Taxes with Multiple Risky Assets"

·        Alexander Melnikov, "Hedging Methodologies in Equity-Linked Life Insurance"