Dr Kenneth MCIVOR (Australia)
Willis Towers Watson
Longevity Risk in a One-Year VaR Framework: Proven Solutions and Future Possibilities
Kenny joined Willis Towers Watson in 2008 after completing his PhD on the topic of insurance and genetics at Heriot-Watt University, Edinburgh. During his research, he combined actuarial models of the insurance market with epidemiological models of disease inheritance to improve the actuarial profession’s understanding of the impact of information asymmetry and adverse selection.
Prior to his research, Kenny attained a masters degree in genetic epidemiology from the University of Sheffield and a first class honours degree in actuarial mathematics and statistics from Heriot-Watt University.
Over numerous assignments in the U.S., Europe and in Asia, Kenny has helped life insurance companies manage their capital, pricing and reserving for mortality and longevity risks, for products in the protection, retirement and high net worth markets.
He co-developed Willis Towers Watson's prototype multi-state mortality model, which was calibrated using Generalised Linear Models (GLMs).
Kenny qualified as a Fellow of the Institute and Faculty of Actuaries in March 2011.