• The graduations of the CMI Self-Administered Pension Schemes 2000-2006 mortality experience: Final "S1" Series of Mortality Tables 

Working Paper 28
Issue Date: 27/07/2007 Response Date: 30/09/2007

• Progress towards an improved methodology for analysing CMI critical illness experience

Working Paper 27
Issue Date: 11/07/2007 Response Date: 17/08/2007

• The "library" of Mortality Projections

Working Paper 26
Issue Date: 20/04/2007 Response Date: N/A

• Extensions to Younger Ages of the "00" Series Pensioner Tables of Mortality

Working Paper 25
Issue Date: 03/04/2007 Response Date: N/A

• Stochastic projection methodologies: Lee-Carter model features, example results and implications

Working Paper 24
Issue Date: 13/12/2006 Response Date: N/A

• CMI Working Paper 24 – Sickness Experience 1999-2002 for Group Income Protection Policies [pdf, 439kb]
• This Working Paper provides an update on the progress of the CMI’s Group Income Protection investigation. The paper covers the experience of 1999-2002 and uses the methodology of C.M.I.R. 15, 51 to analyse the termination rates of Group Income Protection business.

  This paper is not intended as a consultation document, but feedback is welcomed. Please email ip@cmib.org.uk.

Working Paper 23
Issue Date: 09/08/2006 Response Date: 30/09/2006

• Covering Note
• Analysis of Individual Income Protection experience by cause of disability [pdf, 621kb]
• Data - Terminations
• Data - Inceptions

Working Papers 21 and 22
Issue Date: 01/08/2006 Response Date: N/A

• The Graduation of the CMI 1999-2002 Mortality Experience: Final "00" Series Mortality Tables

Working Paper 20
Issue Date: 05/04/2006 Response Date: N/A

• Stochastic Projection Methodologies: Further progress and P-Spline model features, example results and implication 

Working Paper 19
Issue Date: 21/12/2005 Response Date: N/A

• This Working Paper considers responses to Working Paper 13 and is accompanied by a revised draft Coding Guide for the Mortality and Critical Illness investigations. Click here for more details.

Working Paper 18
Issue Date: 01/12/2005 Response Date: N/A

• Covering Note
• 1999-2002 Critical Illness experience: Feedback on Working Paper 14 and Future Work [pdf, 204kb]
• 1999-2002 Critical Illness data. For more information, please click here

Working Paper 17
Issue Date: 11/10/2005 Response Date: N/A

• Covering letter from the Chairman of the Technical Support & Research Committee of the Pensions Board [pdf, 68kb]
• Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2000 to 2003 [pdf, 49kb]
• Data and results (5 year age bands) [xls, 649kb]
• Data (individual ages) [xls, 582kb] Addendum: Results using proposed "00" Series tables (from Working Paper 16) as comparison basis (added 08/11/2005)
• Data and results on proposed "00" tables (5 year age bands) [xls, 208kb]

Working Paper 16
Issue Date: 28/09/2005 Response Date: 31/10/2005

• Covering Note
• The Graduation of the CMI 1999-2002 Mortality Experience: Proposed Annuitant and Pensioner Graduations [pdf, 969kb]
• Proposed Annuitant and Pensioner Mortality Rates [xls, 175 kb]

Working Paper 15
Issue Date: 20/07/2005 Response Date: 31/08/2005

• Covering Note [pdf]
• Projecting Future Mortality: Towards a proposal for a stochastic methodology [pdf]

Working Paper 14
Issue Date: 05/05/2005 Response Date: 31/05/2005

• Covering Note
• Methodology Underlying the 1999-2002 CMI Critical Illness Experience Investigation [pdf]

Working Paper 13
Issue Date: 27/04/2005 Response Date: 30/06/2005

• Covering Letter by the Secretary of the CMI [pdf]
• Draft Mortality Investigation Coding Guide [pdf]

Working Paper 12
Issue Date: 11/04/2005 Response Date: 31/05/2005

• Covering Note
• The Graduation of the CMI 1999-2002 Mortality Experience: Feedback on Working Paper 8 and Proposed Assured Lives Graduations [pdf, 1.3 mb]
• Proposed Assured Lives Mortality Rates [xls]
• Erratum 08/06/2005

Working Paper 11
Issue Date: 26/01/2005 Response Date: N/A

• Responses to Working Paper 3 entitled Projecting future mortality: A discussion paper and further commentary thereon [pdf]

Working Paper 10
Issue Date: 08/11/2004 Response Date: N/A

• The Mortality of Impaired Assured Lives, 1991-2002 [pdf]

Working Paper 9
Issue Date: 17/11/2004 Response Date: N/A

• Covering Letter by the Chairman of the Pensions Board [pdf]
• An analysis of the preliminary results of the mortality of male pensioners of self-administered pension schemes for the period 2000 to 2002 as reported in Working Paper 4 [pdf]

Working Paper 8
Issue Date: 20/08/2004 Response Date: N/A

• Covering Letter by the Chairman of the CMI Mortality Sub-Committee
• Considerations for the Graduation of the 1999-2002 Mortality Experience. Working Paper 8, August 2004 [pdf]

Working Papers 5, 6 and 7
Issue Date: 07/05/2004 Response Date: 31/07/2004

• Covering Letter by the Secretary of the CMI IP Sub-Committee
• The graduation of claim recovery and mortality intensities for the Individual Income Protection experience for 1991-98 of males, occupation class 1. Working Paper 5, May 2004 [pdf]
• Date related features of Individual Income Protection claims 1975-98. Working Paper 6, May 2004 [pdf]
• The claim termination experience of Income Protection business, 1991-98, for other male occupations, females and Group. Working Paper 7, May 2004 [pdf]

Working Paper 4
Issue Date: 17/03/2004 Response Date: N/A

• Covering Letter by the Chairman of the Pensions Board [pdf]
• Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2000 to 2002. Working Paper 4, March 2004 [pdf]

Working Paper 3
Issue Date: 12/03/2004 Response Date: 07/05/2004

• Covering Letter by the Chairman of the CMI Executive Committee
• Projecting future mortality: A discussion paper. Working Paper 3, March 2004 [pdf]

Working Paper 2
Issue Date: 10/12/2002 Response Date: N/A

• Responses to the draft report entitled A proposed interim basis for adjusting the "92" Series mortality projections for cohort effects and further commentary thereon. Working Paper 2, December 2002 [pdf]

Working Paper 1
Issue Date: 10/12/2002 Response Date: N/A

• An interim basis for adjusting the "92" Series mortality projections for cohort effects. Working Paper 1, December 2002 [pdf]
  • All Office Male Pensioner Lives Crude Rates [zipped Excel spreadsheet]
  • All Office Male Pensioner Spline Graduation [zipped Excel spreadsheet]
  • Assured Lives Crude Rates [zipped Excel spreadsheet]
  • Assured Lives Spline Graduation [zipped Excel spreadsheet]
  • Cohort Improvement Factors [zipped Excel spreadsheet]
  • Loyal Office Male Pensioner Lives Crude Rates [zipped Excel spreadsheet]
  • Loyal Office Male Pensioner Lives Spline Graduation [zipped Excel spreadsheet]

• About the CMI Working Papers [pdf]

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