The HDR will require highly developed computing and data analysis skills, advanced statistical modelling skills and an actuarial background through formal study at undergraduate or post graduate level or from practical experience. They will be highly motivated and have well developed time and project management skills. They will have an interest in making a difference through their research and its impact on the livelihoods if pensioners and older aged individuals needs for sustainable retirement products.
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Longevity risk is a significant risk facing pension funds, insurers and governments. Data analytic techniques and individual level data remains relatively unexplored. This research will apply advanced data analytic techniques using individual level data to provide a more comprehensive model for longevity risk incorporating sample variation, multiple risk factors and mortality heterogeneity. New insights will come from data and a comprehensive assessment of model risk. The focus is on actuarial applications of pricing and risk management for life annuities, pensions and the implications for government policy on aged pensions and the design of sustainable social security systems.