Mr Lee SARKIN (Singapore)
Head of Data Analytics (Life & Health), Asia-Pacific, Middle East and Africa
Longevity Risk in a One-Year VaR Framework: Proven Solutions and Future Possibilities
Lee has over 12 years of actuarial experience at primary insurers and reinsurers in research and development, pricing and consulting roles. Lee heads the regional data analytics centre of competence, located in Singapore, covering the Life & Health Asia-Pacific, Middle East and Africa business of Munich Re. This entails creating value across the value chain through predictive analytics, AI, big data and emerging analytics technologies while ensuring technical excellence, integration with actuarial concepts and professionalism. Specialist skills include pricing insurance, understanding of mortality, disease and demographic modelling, data and predictive analytics (statistical learning techniques and software), analysis of medical scheme cohort data, scenario modelling, modelling the cost-benefit of healthcare interventions, etc. His Master’s degree, presented at the 2014 International Congress of Actuaries in Washington D.C., applied advanced analytics methods when analysing the survival and excess mortality of people living with HIV or Type-2 Diabetes. Lee’s a member of the Institute and Faculty of Actuaries and the Actuarial Society of South African where he chairs its Demography & Epidemiology committee that maintains epidemiological models used by the actuarial profession.