Statistics Seminar - Tolulope Fadina (U of Illinois Urbana-Champaign)
| Dates: | 16 December 2026 |
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| Times: | 14:00 - 15:00 |
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| What is it: | Seminar |
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| Organiser: | Department of Mathematics |
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| Who is it for: | University staff, External researchers, Current University students |
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Title: Financial valuation of variable annuities with pandemic risk
Abstract: In this talk, we consider how an insurance company manages insurance contracts that relate to financial markets, such as equity-linked insurances or variable annuities. We introduce stochastic mortality, which is not necessarily independent from the financial market. This is a key feature of the recent coronavirus crisis: increasing mortality together with falling stock prices. We propose a model that is able to capture uncertain circumstances and compute the associated impact of the pandemic risk.
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Frank Adams 2
Alan Turing Building
Manchester
