Document library
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- Author:
- T.Z. Sithole, S. Haberman, R.J. Verrall
- Source:
- Sessional Research Discussion Paper 20 June 2011
Second international comparative study of mortality tables for pension fund retirees
This paper contains an update to the study carried out by Verall et al. (2006a, 2006b). It examines the mortality assumptions used in the valuation of pension liabilities in a number of different countries. The results are considered in ... read more >>
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- Author:
- T. Z. Sithole, R.J. Verrall, S. Haberman
- Source:
- Sessional Research Background Paper
Second International Comparative Study of Mortality Tables for Pension Fund Retirees
This study, which is an update and extension of an original study by Verall et al., CASS (2005), aims to compare, separately the current mortality and the assumed future improvements in Austrailia, Austria, Belgium, Canada, Denmark, ... read more >>
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- Author:
- Chris O'Brien
- Source:
- Sessional Research Paper
Equity between with-profits policyholders and shareholders
This paper considers equity, or fairness, as being based on with-profits life insurers acting in accordance with their contracts. Equity between with-profits policyholders and shareholders A discussion paper By C.D. O’Brien Presented to the ... read more >>
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- Author:
- Malcolm Kemp, Chinu Patel
- Source:
- Sessional research event - Entity-wide risk management for pension funds, 28 February 2011
Sessional research event - Entity-wide risk management for pension funds
01/03/2011 1 © 2011 Malcolm Kemp, Chinu Patel and The Actuarial Profession www.actuaries.org.uk Entity-wide Risk Management for Pension Funds Malcolm Kemp and Chinu Patel Sessional Research Meeting, London 28 February 2011 Agenda 1 © 2011 Malcolm ... read more >>
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- Author:
- M.H.D. Kemp, C.C. Patel
- Source:
- Sessional research paper
Entity-wide risk management for pension funds
This paper explores the application of ERM-style techniques to pension funds. It uses the term 'entity wide risk management', rather than 'enterprise risk management, because many pension funds do not view themselves as business 'enterprises' as ... read more >>
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- Author:
- C.A. Cowling, R. Frankland, R.T.G. Hails, M.H.D. Kemp, R.L. Loseby, J.B. Orr and A.D. Smith
- Source:
- Sessional research paper
Developing a framework for the use of discount rates in actuarial work
The Management Board of the UK Actuarial Profession is undertaking a thought leadership cross-practice research project on the use of discount rates by UK actuaries. The timing for this research is particularly appropriate as there is a convergence ... read more >>