Projects per year
Personal profile
Biography
I am currently appointed as a Lecturer in Actuarial Science at the Department of Econometrics and Business Statistics, Monash University. I received a Ph.D. degree from KU Leuven, Belgium, in 2019, after which I stayed as a research fellow in the Actuarial Research Group.
Since 2015, I am a member of the Institute of Actuaries in Belgium. I have worked as an actuary in the risk management department of AXA Belgium, and I have been involved as a consultant in the construction of the medical index for the private health insurance sector.
My background is in Actuarial science (M.Sc. from UC Louvain, Belgium) and Mathematics (B.Sc. from Université Pierre et Marie Curie, France).
Research interests
In a broad sense, my research interests revolve around aspects of management and measurement of insurance risks and dependence modelling. The outcome of my research activities aim at contributing to the areas of longevity and medical inflation risks, as well as multi-dimensional option pricing.
The most recent project in which I have been involved tackles the problematic of premium adjustments in health insurance, with a specific focus on the Belgian regulatory system. We address the issues raised by medical inflation risk from two complementary angles. On the one hand, we perform a quantitative analysis of the Belgian system based on the actuarial equivalence principle. On the other hand, we analyse the corresponding regulatory framework in order to allow for a better understanding of the challenges behind premium adjustment mechanisms in lifelong insurance covers, and their interaction with the actuarial reserves. Combining the results from these two analyses points at a major problem of discrimination on the basis of age in updating mechanisms for lifelong insurance covers. This project's vocation is to help policy makers and regulators in designing a system for the private health insurance sector that reconciles the accessibility of health insurers to policyholders as well as insurers' solvency constraints.
Research area keywords
- Actuarial science
- Risk analysis and management
- Dependence modelling
Network
Projects
- 1 Finished
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Access all ages: the role of private health insurance
Hanbali, H., 2021, The Actuary, August, p. 22-23 2 p.Research output: Contribution to specialist publication › Article › Other
Open Access -
Contrats d’assurance hospitalisation viagers: défis de conception et discrimination fondée sur l’âge
Hanbali, H., Jan 2021, L'Actuariel, 39.Translated title of the contribution :Life-long health insurance covers: product design and age-based discrimination Research output: Contribution to specialist publication › Article › Other
Open Access -
Erratum: Pricing insurance policies with offsetting relationship (Annals of Actuarial Science (2021) (1-27) DOI: 10.1017/S1748499521000208)
Hanbali, H., 2021, (Accepted/In press) In: Annals of Actuarial Science. 1 p.Research output: Contribution to journal › Comment / Debate › Other › peer-review
Open Access -
Pricing insurance policies with offsetting relationship
Hanbali, H., 2021, (Accepted/In press) In: Annals of Actuarial Science. 27 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
A dynamic equivalence principle for systematic longevity risk management
Hanbali, H., Denuit, M., Dhaene, J. & Trufin, J., May 2019, In: Insurance: Mathematics and Economics. 86, p. 158-167 10 p.Research output: Contribution to journal › Article › Research › peer-review
6 Citations (Scopus)
Prizes
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SCOR Prize for Young Doctors
Hanbali, Hamza (Recipient), Dec 2020
Prize: Prize (including medals and awards)