Hansjörg Albrecher is Full Professor of Actuarial Science at the Faculty of Business and Economics, University of Lausanne (Switzerland) and a Faculty Member of the Swiss Finance Institute. After studying Technical Mathematics and Astronomy in Graz, Limerick and Baltimore, he held faculty and visiting positions in Graz, Leuven and Aarhus, before he became Group Leader for Financial Mathematics and Deputy Director of the Radon Institute of the Austrian Academy of Sciences in Linz as well as Professor of Insurance Mathematics at the University of Linz. Now based in Switzerland, his research interests include risk theory, insurance risk modelling, mathematical finance and stochastic simulation. He is editor of Insurance: Mathematics and Economics and editorial board member of several further journals and book series. He has co-authored the second edition of the book “Ruin Probabilities” (2010) and the German textbook “Einführung in die Finanzmathematik” (2009)

Steven Haberman is Professor of Actuarial Science, Director and Deputy Dean of Cass Business School, City University London, UK. Steven graduated in mathematics from the University of Cambridge, qualified as an FIA in 1975, and obtained his PhD and DSc in actuarial science from City University. He worked at Prudential and for the Government Actuary’s Department, and was a member of the Council of the Institute of Actuaries. He is a member of the Financial Reporting Council’s Board for Actuarial Standards and Legal and General’s Longevity Science Advisory Panel. He is co-author of five books and has published over 160 research papers on a wide range of topics, including mortality and morbidity models, longevity, annuities, insurance pricing and pensions. He has been a consultant to Deutsche Bank, Swiss Reinsurance, Financial Services Authority, Lucida and the National Audit Office among others.

Enkelejd Hashorva is Professor of Actuarial Mathematics at HEC Lausanne, Switzerland. He holds a M.Sc. in Pure Mathematics and a Ph.D. in Applied Probability from the University of Bern, Switzerland. In 2004 he became Privat Dozent for Applied Stochastic at the Institute of Mathematical Statistics and Actuarial Science of the University of Bern. He is a certified actuary of the Swiss Actuarial Association and has had a 10 year actuarial career at Allianz Suisse Insurance Company, where he served as head of pricing non-life department from July 2005 until September 2010. Enkelejd’s principal research interest is insurance mathematics with focus in  pricing, price optimisation, customer future value, stochastic  reserving, perturbed ruin models, risk management and capital allocation. Outside insurance, his active research spectrum includes topics from Gaussian processes and random fields, approximation theory of stochastic processes, extreme value theory and statistics, efficient rare-event simulation, multivariate distributions and stochastic geometry.

Joseph Lo is Head of Actuarial Research & Development at Aspen, a global specialty insurer and reinsurer.  Based in London, Jo works with his actuarial colleagues in Aspen to research and develop appropriate and practical solutions in response to technical challenges.  He has contributed in the UK GIRO conferences on stress testing, reserving risk modelling and blending of catastrophe models.  His earlier training was focussed on capital modelling; and his work now spans all actuarial areas.  He also facilitates regular internal Technical Awareness Forums with and for his colleagues, bringing to life established actuarial methods in Aspen’s context, contributing to the department’s professionalism.  Joseph holds a Doctorate and a Master Degree in Mathematics, both from the University of Oxford.  He is a Fellow of the Institute and Faculty of Actuaries.

Stéphane Loisel holds a PhD in applied mathematics from University of Lyon (France), a MSc in actuarial science and finance, and is a fellow and member of the board of the Institut des Actuaires, France. He is now Full Professor at ISFA, Université Lyon 1, and associate researcher at CMAP, Ecole Polytechnique. Associate editor of Insurance: Mathematics and Economics, MCAP, BFA, AJAC and co-editor of the European Actuarial Journal, Stéphane’s main  research interests include ruin theory with dependent risks, Solvency II and Enterprise Risk Management, as well as longevity risk and customer behaviour in insurance. In 2005 he obtained the SCOR PhD award and  in 2011, the Lloyd’s Science of Risk runner-up prize (insurance and financial markets category). Stéphane also serves on the CERA review panel.

Philippe Maeder is Associate Professor of Actuarial Science at the Faculty of Business and Economics, University of Lausanne (Switzerland) and member of Senior Management at the Swiss Reinsurance Company in Zurich. After studying Actuarial Mathematics in Lausanne, with a Ph. D in risk theory, he worked as an actuary for a direct insurance company where he became appointed actuary and head of the Actuarial, accounting and planning department. He moved to Zurich to work for Swiss Re where he is now Senior Product Actuary, responsible for the pricing of Life and Health business for Western Continental Europe and Latin America. He is also heading the Statistical committee of the Swiss insurance Association that is publishing reports about mortality and disability experience in private insurance, and which computed the last official mortality tables used in the Swiss market. In parallel to this actuarial activity, he has been teaching finance and actuarial mathematics on a part time basis at the Department of Actuarial Sciences of the University of Lausanne. His present research interests include modelling in Life and Health insurance, mortality improvement over time, and the optimality of reinsurance solutions with respect to solvency capital.

Annamaria Olivieri is Full Professor of Mathematical Methods for Economics, Actuarial Science and Finance, Department of Economics, University of Parma (Italy) and actuary, full member of the Istituto Italiano degli Attuari (Italy).  She acts as associate editor of the European Actuarial Journal and lectures in continuous professional development courses and master programmes (in Italy and abroad) for both actuaries and non-actuaries, in the field of actuarial mathematics and risk management techniques. In 2011, she received the Bob Alting von Geusau Memorial Prize, together with Ermanno Pitacco, for the best paper published in the ASTIN Bulletin on an AFIR related topic. She publishes often in Insurance: Mathematics and Economics, ASTIN Bulletin, Journal of Pension Economics and Finance, Belgian Actuarial Bulletin, Journal of Actuarial Practice, Applied stochastic models in business and industry, Advances in Statistical Analysis, Giornale dell’Istituto Italiano degli Attuari, her areas ranging from life and health insurance mathematics to life insurance portfolio valuations and solvency, longevity risk or multistate models for the insurances of the person. She authored and co-authored of textbooks and papers in the fields of scientific interest, among which, “Introduction to Insurance Mathematics -Technical and Financial Features of Risk Transfers,” Springer (2011) together with Ermano Pitacco and “Modelling longevity dynamics for pensions and annuity business”, Oxford University Press (2009) together with E. Pitacco, M. Denuit and S. Haberman.

Ermanno Pitacco is Full Professor of Actuarial Mathematics, in the Faculty of Economics, University of Trieste, and academic director of the Master in Insurance and Risk Management at the MIB School of Management of Trieste. He is an actuary, full member of the Istituto Italiano degli Attuari (Italy), and affiliate member of the Institute and Faculty of Actuaries (UK). He is co-editor of the European Actuarial Journal, and associate editor of the international journals Insurance: Mathematics and Economics and Decisions in Economics and Finance; member of the Groupe Consultatif Actuariel Europeen, member of the Education Committee of the IAA (International Actuarial Association), and member of the IAA Health Section Committee.  His main scientific interests are life and health insurance mathematics and techniques, pension mathematics, longevity risk and portfolio valuations. He is author and co-author of textbooks and papers in his fields of scientific interest, publishing in actuarial science journals and equally in applied probability ones. In 1996 he was awarded with the INA Prize for Actuarial Mathematics from Accademia Nazionale dei Lincei, and in 2011 with the Bob Alting von Geusau Memorial Prize, together with Annamaria Olivieri, for “Stochastic Mortality: the Impact on Target Capital” as the best paper published in the ASTIN Bulletin on an AFIR related topic.

Dan Ryan is Head Life & Health R&D at Swiss Re, since August 2010. He was previously Head of Mortality Consulting and Research at Towers Watson, and was the principal investigator for 8 years (and founder) of an innovative research group that addressed a wide range of key issues on mortality and morbidity. Swiss Re has invested significantly in understanding future drivers to mortality and longevity, and Dan leads a multi-disciplinary group that is focused on the development and evaluation of forward-looking scenarios based on prior history of disease or good health. Dan is a member of World Economic Forum’s Global Agenda Council for Ageing Societies that published the monograph “Global Ageing Societies: Peril or Promise” in January 2012. He is also the Chair of the Technical Committee for the Life and Longevity Market Association, a non-profit venture to promote a liquid traded market in longevity and mortality risk that would assist pension funds that are interested in transferring risk to the wider capital markets.