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Author:
Dr Aled Jones; Irma Allen; Nick Silver; Catherine Cameron; Candice Howarth and Ben Caldecott

Research report - Resource constraints: sharing a finite world. Implications of Limits to Growth for the Actuarial Profession

Economic growth has received significantly more attention globally over the last few years. While traditional growth has been very visible through the consumption of resources, the resources required to sustain the current level of economic growth may not ... read more >>

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Mortality improvements by socio-economic circumstances, discussion paper

This paper was presented at a sessional research meeting at Staple Inn Hall, London, on 24 September 2012. Mortality improvements by socio-economic circumstances in England (1982 to 2006) A discussion paper BY J.L.C. LU, W. WONG, AND M. BAJEKAL ... read more >>

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IPF Research Commission guidelines 2011-2015

Guidelines for research proposals for funding under the IPF Research Programme 2011–2015. IPF Research Submission Guidelines Page 1 IPF Research Submission Guidelines IPF Research Programme 2011-2015 The IPF welcomes research proposals ... read more >>

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Author:
Resource and Environment Group
Source:
Newsletter

Resource and Environment Group Newsletter March 2011

This is the third edition of a regular newsletter produced by the Resource and Environment Group Resource and Environment Group Since our last newsletter (November 2010), REG has set up a managing committee to organise our activities. The members are ... 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 >>

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Author:
J. Maher, J. Corrigan, A. Bentley and W. Diffey
Source:
Sessional research discussion paper

An executive's handbook for understanding and risk managing unit linked guarantees.

The focus of this paper is the identification, and more importantly, sustainable management, of risks embedded in guarantees attaching to unit linked savings and retirement contracts (as commonly referred to as GMxBs).  In developing customer centric ... read more >>

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Author:
Resource and Environment Group
Source:
Resource and Environment Group Newsletter, August 2010

Resource and Environment Group Newsletter August 2010

The first newsletter by the resource and environment member interest group, dated August 2010. Resource and Environment Group Newsletter – August 2010 This is the first newsletter of the Resource and Environment Member Interest Group, providing some ... read more >>

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Author:
Ruth Loseby

Research project on discount rates

Details of the initial call for research. Call for proposals for research project on discount rates Background The Management Board of The Actuarial Profession wishes to undertake a thought leadership cross-practice research project on discount ... read more >>

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Author:
D. Besar, P. Booth, K.K. Chan, A.K.L. MIlne and J. Pickles
Source:
Sessional Paper

Systemic risk in financial services

The recent banking crisis has reminded us of how risks materialising in one part of the financial system can have a widespread impact, affecting other financial markets and institutions and the broader economy.  This paper, prepared on behalf of the ... read more >>

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Author:
David Walsh; Colin Wilson
Source:
Life Convention 2006

Assessing multi-asset investment strategies for annuity funds (handout)

1 Assessing Multi-Asset Investment Strategies for Annuity Funds David Walsh / Colin Wilson 7th November 2007 Introduction This session: ?Introduce market leading tools for risk and capital analysis in annuity funds ?Illustrate with the use of a model ... read more >>

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Author:
William Bishop
Source:
Journal of the Institute of Actuaries [JIA] (1980) 107: 093-096

UK & European share price behaviour: the evidence, by Paul Richards (Book review)

REVIEWS UK & European Share Price Behaviour: the Evidence, by PAUL H. RICHARDS [Kogan Page, 1979] Modern portfolio theory (as it is known in the United States) made its one actuarial appearance in Professor Moore’s paper “Mathematical Models in ... read more >>