• Episode 100: Actuaries in Research - Part 2 (Part 1)

  • Oct 21 2024
  • Duración: 1 h
  • Podcast

Episode 100: Actuaries in Research - Part 2 (Part 1)

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  • Resumen

  • My guest for Episode 100 is David Wilkie, CBE, FFA, FIA, FSS, FIMA, Hon D Sc, Hon D Math, Chairman at InQA Limited.

    The theme for the episode is 𝗔𝗰𝘁𝘂𝗮𝗿𝗶𝗲𝘀 𝗶𝗻 𝗥𝗲𝘀𝗲𝗮𝗿𝗰𝗵 - 𝗣𝗮𝗿𝘁 𝟮.

    David and I covered the following topics in 𝗣𝗮𝗿𝘁 𝟭 of this historic episode:⁣

    ✅ David’s early childhood and formative years
    ✅ What motivated David to become an actuary
    ✅ Building a strong foundation for academic research
    ✅ Mortality forecasting for the Committee of Mortality Investigation
    ✅ Early development of life and annuity tables
    ✅ The Financial Times Actuaries British Government Securities Indices
    ✅ Multi-state modeling for income protection insurance
    ✅ Mortality modeling for the COVID-19 Working Party
    ✅ Promoting the power of programming as an early adopter
    ✅ The evolution of programming in insurance and risk management
    ✅ The most significant development in the actuarial profession

    𝗣𝗮𝗿𝘁 𝟭 Time Markers

    2:34: Early years in Glasgow, education in Lancaster and Cambridge, and national service.

    8:24: First actuarial role at Allianz Life in Stuttgart, actuarial exams, and qualification journey.

    10:15: First programming experience with Ferranti Pegasus computer at Standard Life.

    20:03: Early involvement with the Committee of Mortality Investigation (CMI).

    22:23: Writing Fortran programs to produce graduated mortality tables.

    24:58: Gompertz-Makeham model for force of mortality.

    27:31: Developing share indices for the Joint Investment Committee.

    32:35: Multi-state modeling for income protection insurance and epidemics.

    43:04: Using historical mortality rates in Sweden, Spain, and Switzerland for COVID-19 modeling.

    45:17: Fitting Lee-Carter model to population data and using time series to analyze time coefficient.

    48:10: Using mixture models to account for kurtosis in COVID-19 data.

    51:44: Using stochastic methods for modeling small pension funds.

    54:02: Programming and coding today.

    56:06: The impact of computers on the actuarial profession.

    If you are an actuary interested in research, modeling, and programming, you want to listen to this.

    My Website: maverickactuary.com
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