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10am – Registration and coffee (Room M303)

10.30am – Welcome and introduction (Room M303)

Angeliki Theophilopoulou, Director of Pensions Research Network, Westminster Business School

10.40am – Enrico Biffis (Imperial College London)
Pension buyouts, longevity swaps, and other innovations in pension de-risking solutions

11.10am – Bernard Casey (University of Warwick, London School of Economics and Political Science)
The abolition of the annuity obligation in the UK: What it means

11.40am – Spyridon Vrontos (University of Essex)
Funds’ performance measurement

12.10am – Lunch (Room M303)


Dr. Enrico Biffis

Enrico is an Associate Professor of Actuarial Finance at Imperial College Business School. He is also a fellow of the Pensions Institute in London, a member of the Munich Risk and Insurance Centre at LMU Munich, and an editor of ASTIN Bulletin – The Journal of the International Actuarial Association.

His area of expertise is asset-liability management, with emphasis on risk analysis and market consistent valuation for the insurance and pensions industry, as well as optimal risk transfers for catastrophe and long term risks. His research has attracted funding from leading insurers and governmental organizations. Enrico has also worked with industry bodies on the benchmarking of stochastic asset models, the impact of Dodd-Frank/EMIR regulation on OTC derivative markets, and the modelling of large commercial risks. Details on Enrico’s current projects and published work can be found on his webpage or SSRN.

Email:  [email protected]

Dr Bernard Casey

Bernardis a principal research fellow at the Institute for Employment Research at the University of Warwick and a visiting senior research fellow at the Hellenic Observatory of the London School of Economics.

He studied at the University of Oxford and the LSE and describes himself as a social economist.  He was on the staff of the Wissenschaftszentrum Berlin (Science Centre Berlin) in the 1980s and been a senior economist at the OECD. His research into the economic implications of societal ageing has been concerned with age and work, transitions to retirement, employment related social security and long-term care of the frail elderly.  He has undertaken studies for the European Commission and acted as a consultant to member state governments, including Austria for its 1998 presidency and, more recently, Cyprus. Currently, he is part of a project investigating the future of “super” – Australia’s mandatory supplementary pension system.

Email:  [email protected]

Dr Spyridon Vrontos

Spyridon is a Senior Lecturer in Actuarial Science at the Department of Mathematical Sciences at the University of Essex. His principal research is concerned with asset-liability management, pension funds, predictability and actuarial science. Spyridon was the recipient of the Charles A. Hachemeister Prize of Casualty Actuarial Society and a recipient of a research grant on Asset Liability Management based on a Research Grant Competition from Society of Actuaries, The Actuarial Foundation and CKER. His publications have appeared in journals such as Journal of Forecasting, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Asset Management, among others.

Email: [email protected]