The theme for the episode is ๐๐ฐ๐๐๐ฎ๐ฟ๐ถ๐ฒ๐ ๐ถ๐ป ๐ฅ๐ฒ๐๐ฒ๐ฎ๐ฟ๐ฐ๐ต - ๐ฃ๐ฎ๐ฟ๐ ๐ฎ.
David and I covered the following topics in ๐ฃ๐ฎ๐ฟ๐ ๐ญ of this historic episode:โฃ
โ Davidโs early childhood and formative years
โ What motivated David to become an actuary
โ Building a strong foundation for academic research
โ Mortality forecasting for the Committee of Mortality Investigation
โ Early development of life and annuity tables
โ The Financial Times Actuaries British Government Securities Indices
โ Multi-state modeling for income protection insurance
โ Mortality modeling for the COVID-19 Working Party
โ Promoting the power of programming as an early adopter
โ The evolution of programming in insurance and risk management
โ The most significant development in the actuarial profession
๐ฃ๐ฎ๐ฟ๐ ๐ญ 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.ย
20:03: Early involvement with the Committee of Mortality Investigation (CMI).ย
22:23: Writing Fortran programs to produce graduated mortality tables.ย
24:58: Gompertz-Makeham model for force of mortality.ย
27:31: Developing share indices for the Joint Investment Committee.ย
32:35: Multi-state modeling for income protection insurance and epidemics.ย
43:04: Using historical mortality rates in Sweden, Spain, and Switzerland for COVID-19 modeling.ย
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.ย
51:44: Using stochastic methods for modeling small pension funds.ย
54:02: Programming and coding today.
56:06: The impact of computers on the actuarial profession.ย
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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