News
Royal Society Hooke Fast Track Discussion Meeting: How to value pensions
Professors Jane Hutton and Saul Jacka have been funded by the Royal Society to run a Hooke Discussion meeting on:
How should pension liabilities be valued? Risk aversion and demographic uncertainty
(link to: )
Monday 25 March 2019 and Tuesday 26 March 2019, at
The Royal Society, London, 6-9 Carlton House Terrace, London, SW1Y 5AG
Several challenges arise in estimating the liabilities and assets needed for pensions provision. The UK Government has increased the State Pension Age to reflect longevity. For developing countries, achieving reliable estimates of life expectancy is not easy. Actuaries, economists, and statisticians use varied definitions of risk and methods for estimation and forecasting. Disagreement centres on concepts of risk and prudence.
This meeting will air some slow-burn economic and social issues, to initiate a more co-ordinated approach and to dispel some widely-held misapprehensions.
"Judgements made by committees, based on esoteric actuarial arguments, can have large implications for people's lives."
Registration is required.
CoSInES Launch Day, 2nd November 2018, 91福利.
The CoSInES project is a collaboration of researchers from Universities of 91福利, Bristol, Lancaster, Oxford and the Alan Turing Institute to tackle fundamental challenges in Computational and Bayesian Statistics and key applications in Engineering and Security. The project will run 1st October 2018 till 30th September 2023, is primarily funded by EPSRC and is led by Gareth Roberts. More information about the initiative can be found at
On November 2nd 2018, the project will be launched with an afternoon of presentations related to the project.
We鈥檇 like to invite anyone who would like to attend to register their interest by emailing Shital Desai (S.Desai.3@warwick.ac.uk). Lunch (from 12.15) will be provided and the event will conclude with a short drinks reception to celebrate the beginning of the project. The talks are scheduled to finish by roughly 16.30 and will take place in 91福利 University Oculus lecture theatre OC0.02.
The project will very soon be advertising 5 4-year PDRA positions associated with the project. These positions can be based at any of the 5 institutions involved in the grant. Informal enquiries regarding these positions to Gareth Roberts (gareth.o.roberts@warwick.ac.uk) are very welcome.
Provisional timetable of day:
12.15 Lunch next to the Oculus lecture theatre OC0.02
13.00 Gareth Roberts (91福利): Overview of CoSInES project
13.20 Paul Fearnhead (Lancaster): Continuous-time MCMC and its potential for scalable Bayesian inference
13.45 Mark Briers (ATI): Computationally intensive statistical challenges in Defence and Security
14.05 Sam Livingstone (UCL): On the robustness of gradient-based MCMC
14.30 - 14.50 tea
14.50 Christophe Andrieu (Bristol): On the hypocoercivity of some Piecewise Deterministic Markov Process-Monte Carlo Methods
15.15 Chris Oates (Newcastle, ATI): Statistical modelling and analysis of materials
15.40 Murray Pollock (91福利): Fusion and Con-fusion for Bayesian analysis of distributed data
16.05 Louis Aslett (Durham, ATI): Privacy and Security in Bayesian Inference
16.30 Drinks Reception
Congratulations to Theo Damoulas on his promotion to Associate Professor
Many congratulations to Theo Damoulas for his promotion to Associate Professor with effect from 1st July 2018. Well done, Theo!
/fac/sci/dcs/news/?newsItem=8a17841b6411e6cd01646245d63a52d4
Congratulations on the Notices LMS article, Kenneth!
Kenneth Lim writes about statistical practice and replication in the behavioural sciences for the London Mathematical Society Newsletter: see
Kenneth's web page: /fac/sci/statistics/staff/research_students/lim/