Andrés Villegas is an Associate Professor in the School of Risk and Actuarial Studies at UNSW Sydney. He obtained a PhD in Actuarial Science from Bayes Business School in London in 2015 and attended, as a PhD student, the first and second PARTY schools in 2013 and 2015. His research interests include mortality modelling, longevity risk management, and applying analytics techniques in actuarial science. He focuses on developing tools to make academic research more accessible to industry and the actuarial community. He developed and maintains the R Package StMoMo for stochastic mortality modelling, which has 68,000+ downloads and is widely used globally. Andrés received the 2024 SOA Actuarial Science Early Career Research Award and serves as Associate Editor of the Annals of Actuarial Science.
Chris Green -.
Elena Vigna is a full professor in Mathematical Methods for Economics and Actuarial and Financial Sciences at Università di Torino, Italy, and Affiliate of Collegio Carlo Alberto. From 2016 to 2022 she was Director of the Master Degree in Quantitative Finance and Insurance of Università di Torino. She holds a PhD in Matematica per le Decisioni Economiche from University of Trieste. Her main research interests lie in the Insurance field, ranging from optimal decision making in defined contribution pension schemes to stochastic mortality modelling. Some recent research focuses on modelling and treatment of time (in)consistent dynamic optimization problems.
James Auty has worked throughout his career in the pensions industry, and been a Scheme Actuary for over 23 years, with the last 21 years having been continuous to his current role at Mercer. As a Partner, James has senior role within Mercer and looks after a number of key accounts for the business. His experience includes the following
- Providing Scheme Actuary support to defined benefit schemes. He has a varied mixed of clients which he enjoys from manufacturing firms, Charities and Royal Societies. James is providing funding advice including the impact of the new defined benefit funding code. A number of his schemes have reached full funding on the solvency and three of his schemes have competed buy-ins this year and number looking to transact in 2025. Another two are looking to merge schemes in the same group together.
- James also provides advice to employers including accounting work and mergers and acquisition.
- In 2023 James took responsibility for the actuarial support that Mercer provides to insurance and re-insurance companies. This support covers cash flow production, member option calculations and support setting longevity assumptions. The cash flow work extends beyond initial pricing cashflows and includes cashflows for financial reporting and longevity swaps
James is a main committee member of the Association of Consulting Actuaries where he is able to support actuaries across the whole industry in improving the way they consult with clients.
José Garrido is a Distinguished Professor Emeritus in the Department of Mathematics and Statistics at Concordia University, in Montreal. He received a Master’s from Université Catholique de Louvain, in Belgium, and a PhD from the Department of Statistics and Actuarial Sciences at the University of Waterloo, Canada. He is an Associate of the Society of Actuaries (SOA). Jose’s research interests are in Risk Theory, Loss Models, Insurance Statistics, Credibility Theory, Risk Measures, Machine Learning in Insurance, Predictive Modelling and Robust Methods. His recent works focus on climate risk and its impact on the insurance sector.
José is an Editor of the European Actuarial Journal and of the open access journal Risks as well as Associate Editor of Insurance: Mathematics and Economics and the North American Actuarial Journal. He is a past President of the Actuarial Section of the Statistical Society of Canada and past Chair of the Academic Research Committee of the Canadian Institute of Actuaries (CIA). He has served on grant selection committees of NSERC and for the CAE grants of the SOA, as well as on the Scientific Committee of numerous international actuarial conferences. He is active in graduate education, having supervised 43 MSc, 13 PhD thesis and 8 post-doctoral students.
Manuel Morales is a Professor at the University of Montreal working in the field of quantitative finance and investment. He has experience working in industry in the field of applied Artificial Intelligence in banking and investment. An active member of the Montreal AI community involved in various collaborative initiatives linking up R&D teams with product owners/managers in order to create a coherent AI transformation strategy including robust governance structures for AI systems.
Currently a senior AI Risk consultant for Ernst & Young where he works with banks and financial institutions in their AI transformation initiatives. During his tenure as Chief AI Scientist at National Bank of Canada, the sixth largest commercial bank in Canada, he oversaw the scientific component of the AI transformation initiative. More recently, he also took on a role as Digital Strategy & Innovation Advisor at PSP Investments, one Canada’s largest pension investment funds with over $280B assets under management.
As a researcher affiliated at OBVIA, he is also involved in the ongoing worldwide discussion around AI Ethics the commitment with responsible AI deployments. Currently working on the impact of AI in measuring and reporting ESG footprint in the context of sustainable finance.
Active member of the FinTech community in Montreal where he plays different roles as advisor and founder.
Maria Mercé Claramunt Bielsa has a PhD in Economics and Actuarial Science. She is accredited as a full professor in the Department of Economic, Financial and Actuarial Mathematics of the University of Barcelona. She is a member of the Col·legi d’Actuaris de Catalunya and also a member of the OPSG of EIOPA. She is lead investigator of the Actuarial and Financial Modelling Research Group and President of the Scientific Committee of the Observatory of European Complementary Social Pension Plans. Her main research interest is in pensions, longevity and applied probability, otherwise, she has also done research on ruin theory and reinsurance. She has published papers in actuarial journals (IME, SAJ, Risks), journals on statistics and probability (JMVA, Hacet. J. Math. Stat., J. Statist. Plann. Inference, Comm. Statist. Simulation Comput., Sort, MCAP) and other journals on economics like TEDE.
Peter Hieber is an associate professor at the Department of Actuarial Science at the University of Lausanne (HEC Lausanne). His main research interest is in Life and Pension Insurance, working on the design, modeling and risk management of life insurance products and pension systems. Prior to joining Lausanne, he had research positions in Ulm, Munich, Brussels and Toronto. He is a qualified actuary and member of the German and Swiss Actuarial Society (https://sites.google.com/view/peter-hieber/).