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Computational Economics Workshop

5- 8 December 2016, UNSW Business School

The ARC Centre of Excellence in Population Ageing Research (CEPAR) is proud to offer this four day workshop taking place at the University of New South Wales from 5 to 8 December, 2016.

The workshop will be presented by Professor Hans Fehr from the University of Würzburg.

The main objective of the workshop is to provide participants with state of the art techniques for quantitative macroeconomic research. They will learn the most prominent models in this field and familiarize with the relevant literature. Ideally at the end of the workshop, participants will be able to develop their own ideas and conduct their own policy analysis using the programming skills acquired.

The workshop will consist of a series of lectures and practical exercise classes, focused on the following:

  • Review of programming in Fortran and numerical solution methods
  • Solution techniques to dynamic programming problems
  • Infinite horizon models including the Ramsey model and the real business cycle (RBC) model
  • Partial equilibrium life cycle (LC) model
  • Policy analysis using the stochastic overlapping generations (OLG) model

Participants should have a background in macroeconomic theory. Some basic programming skills are also required. For this reason, participants should download the Fortran compiler from the website www.ce-fortran.com and prepare the first chapter of the course material on Fortran before the start of the course.

Enquiries: George Kudrna g.kudrna@unsw.edu.au  Ph: 9385 1446

PWC Longevity Workshop

Longevity Workshop Hosted by PwC

Organised by CEPAR in conjunction with the International Actuarial Association Mortality Working Group

Wednesday, 15 February 2017, PwC Sydney Office


Longevity risk has been a major focus of pensions plans, governments and insurers over recent years as individuals live longer than expected and an increasing proportion of the population move into the older ages. This requires social and financial solutions to finance ageing costs including pensions and aged care. A critical aspect of this is understanding the nature of older age mortality, mortality heterogeneity and implications for risk modelling and annuity product design. Modelling of health status and understanding the implications for long term care costs are also crucial. This workshop focuses on older age mortality, modelling mortality and health status, heterogeneity and frailty, as well as incorporating improvement trends and uncertainty. An R software package that can easily be used to fit mortality models is also introduced. It brings together actuarial experts from around the world, along with CEPAR researchers, to provide a unique and in–depth analysis of these important issues relevant for both practitioners and researchers.

Who should attend

This is a limited attendance workshop designed for those who will benefit from a deeper understanding of older age mortality and modelling longevity and health status. It will be of direct relevance to actuaries and researchers involved with superannuation, life insurance, health and aged care as well as analysts and managers in industry and government responsible for retirement policy, product design of life annuities, aged care and related financial products.


The program including information about the presenters is available here.


Numbers are limited and registration is essential.

To register, email your name, affiliation, position and any dietary requirements you may have to a.brushwood@unsw.edu.au

You will receive confirmation of your registration via email which will validate your participation in the event.

For further enquiries contact:

Amy Brushwood



Longevity Research Forum at UNSW

Research Issues in Modelling Longevity Risk with Applications: Current perspectives and future directions

Thursday, 16 February 2017, UNSW, Kensington Campus, Sydney


Longevity risk has been the focus of increased research over recent years. The risk arises from the potential unexpected costs from individuals living longer resulting in unexpected increases in retirement income needs and aged care costs.

This forum will focus on current and future research on modelling of longevity risk with applications to the managing of longevity risk including costing and design of income stream products and long term care insurance.

Modelling of the risk covers all aspects of future survival and health status including actuarial and demographic models and methods.

As a forum it aims to provide opportunities for informal discussion and a sharing of knowledge and views to provide perspectives on future directions for longevity research. Each session will be moderated by a research academic familiar with the area.

Who should attend

This is a limited attendance forum designed for researchers in academia and industry who have a major interest in longevity risk including actuaries and demographers. Early career researchers and research students are particularly encouraged to attend.

The program is available here. 

Registration is required via the registration form.


For further enquiries contact:

Amy Brushwood