Document library

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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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Frequently asked questions

FAQs relating to the research call on employer covenants. Questions and Answers for Employer Covenants Research call What will the research be used for? It will be used in the actuarial profession’s response to EIOPA ad the Commission. Will also ... read more >>

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Author:
I Clacher, J Hatchett, M Hurd
Source:
Meeting defined benefit pension obligations: Measurement, risk and flight paths

Meeting defined benefit pension obligations: Measurement, risk and flight paths

Meeting defined benefit pension obligations: Measurement, risk and flight paths BY I. CLACHER, J. HATCHETT AND M. HURD Presented to The Institute and Faculty of Actuaries 16 January 2012 (Edinburgh) 30 January 2012 (London) 1 ... read more >>

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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:
Margaret Watchorn
Source:
DC Working Party

Background to DC Working Party stakeholder survey

The Actuarial Profession’s Defined Contribution Working Party, chaired by Fraser Smart, invites those working in the DC pension field to participate in their stakeholder survey. The aim of the survey is to examine opinions on key areas for operating ... 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:
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:
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 >>

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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:
Pensions PEC research group

Measuring pension liabilities working party

PPEC Research Group Measuring Pension Liabilities Working Party Research issues Is it OK to have different liability values for different stakeholders (trustees, corporate sponsor, members, public sector sponsor, regulator, PPF)? If so, what ... read more >>

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Author:
Pensions PEC research group

Mortality working party. Longevity/mortality research

Pensions executive committee – research group MORTALITY WORKING PARTY Longevity/Mortality research Aim of the group: to provide practical help on mortality to assist the “average” actuary with their role. Potential streams: 1. ... read more >>

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Author:
Pensions PEC research group

Pensions research working party. Working principles

PENSIONS RESEARCH WORKING PARTY WORKING PRINCIPLES We are encouraging new research projects from pensions actuaries and offering simple advice on how to get started. Small projects are as useful as larger projects and there is no need for projects to ... read more >>

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Author:
Pensions PEC research group

Checklist of questions to consider when doing pensions actuarial research

CHECKLIST OF QUESTIONS TO CONSIDER WHEN DOING PENSIONS ACTUARIAL RESEARCH PENSIONS RESEARCH GROUP Introduction The aim of this paper is to make explicit some of the wider issues that might get lost in a narrow actuarial approach to research. The ... 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:
Neil Robjohns; Brian Wilson
Source:
Mortality and Longevity one-day seminars 2009

CMI update

Life office mortality, SAPS mortality, mortality projections CMI Update Mortality and Longevity one-day seminars Neil Robjohns Manchester 23 March 2009 Brian Wilson London 1 April 2009 CMI Update Agenda  Life Office Mortality  SAPS Mortality  ... read more >>

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Author:
Christian Mumenthaler
Source:
Ageing population interest group and ILC UK conference

Choosing population projections for public policy conference. Welcome address.

Presentation given to a joint Actuarial Profession and ILC UK conference, 29 October 2008. Choosing Population Projections for Public Policy Wednesday October 29th, 2008 Kindly Supported By: Welcome address Christian Mumenthaler Head of Life & ... read more >>