Document library

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Author:
Debbie Harrison; David Blake; Tony Key
Source:
Cass Business School; The Pensions Institue

Returning to the Core: Rediscovering a Role for Real Estate in Defined Contribution Pension Schemes

A new study by the Pensions Institute at Cass Business School concludes that a new trend of increased real estate investment by DC workplace pension schemes can be ascertained which could lead to significant growth in the real estate investment sector. ... read more >>

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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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Author:
S. J. Richards, I. D. Currie and G. P. Ritchie
Source:
Sessional Research Meeting

A Value-at-risk framework for longevity trend risk - a discussion paper

Longevity risk faced by annuity portfolios and defined-benefitt pension schemes is typically long-term, i.e. the risk is of an adverse trend which unfolds over a long period of time. However, there are circumstances when it is useful to know by how much ... read more >>

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Author:
James Orr
Source:
The Actuary magazine

Joining Forces

James Orr describes how multidisciplinary research can help the profession to better understand mortality trends. This article was published in The Actuary, March 2009. www.the-actuary.org.uk Joining forces James Orr describes how multidisciplinary ... read more >>

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Author:
Andrews, Doug et al: University of Southampton

Final report: Responding to the Dilnot Commission: Information gathering regarding long-term care in ten countries

Produced by the University of Southampton, led by Doug Andrews, in response to a Call issued by the Actuarial Profession in July 2011. Please note that this report and appendices total 113 pages. FINAL REPORT Responding to the Dilnot Commission: ... read more >>

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Author:
Consumer Information Working Party; Alan Ritchie (Chair)

Transforming consumer information

This paper, by the Consumer Information Working Party, analyses the current state of consumer information for long-term savings and investments in the UK and proposes a model for the future.   The Consumer Information Working Party comprises ... read more >>

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Author:
Doug Andrews, University of Southampton

Appendices to Interim Report - responding to the Dilnot Commission: Information gathering regarding long-term care in ten countries

These appendices contain the publicly available material and data used in the compilation of the interim report. INTERIM REPORT Responding to the Dilnot Commission: Information Gathering Regarding Long Term Care in Ten Countries Prepared by the ... read more >>

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Author:
Doug Andrews, University of Southampton

Responding to the Dilnot Commission: Information gathering regarding long-term care in ten countries

This interim report has been produced in response to the Profession's call for Phase One of a research project on long-term care. Excerpts from the INTERIM REPORT Responding to the Dilnot Commission: Information Gathering Regarding Long Term Care in ... read more >>

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Author:
Peter Wright and Nick Dexter

IASB Insurance Project - Update Note 6, June 2011

This is the sixth update, prepared by Peter Wright ad Nick Dexter, circulated in the LIfe PEC Newsletters. The earlier updates appeared in the December 2009, March, May July and August 2010 Newsletters. IASB Update Note No. 6 – Peter Wright and Nick ... read more >>

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Author:
Ruth Loseby

Formats for Sessional Research Meetings (Table)

A guide to which type of meeting/presentation may best suit your piece of work. Formats for sessional research events The Programme Committee has set some over-riding principles for defining an event which forms part of the sessional research ... read more >>

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Author:
The Actuarial Profession
Source:
The Actuarial Profession

Actuaries in Risk Management Actuarial Profession Survey 2010/2011

To gain a greater depth of understanding of the needs and opportunities in this quickly changing field, the Actuarial ... read more >>

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Author:
S.D. Baxter, O.D. Bettis, S.J.R. Brimblecombe, C.A. Fitzgerald, S. Harrison, V.J. Hodge, B.P. Maher, P.G. Meins, A. Mookerjee, L. Perroy and N.G. Silver
Source:
Resource and Environment Group paper

Climate Change and Resource Depletion: The Challenges for Actuaries

Climate change and resource depletion are likely to result in unprecedented changes to the economic and social environment in which actuaries work.  Whilst there is a mass of scientific and more general literature, the financial implications have ... read more >>

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Author:
Continuous Mortality Investigation

CMI Working paper 47. The graduation of sickness rates for the CMI individual income protection experience for 1991-98 of males, occupation class 1

C h e a p s i d e H o u s e , 1 3 8 C h e a p s i d e , L o n d o n E C 2 V 6 B W Te l : 0 2 0 7 7 7 6 3 8 2 0 Fa x : 0 2 0 7 7 7 6 3 8 1 0 w w w. c m i b . o r g . u k i n f o @ c ... read more >>

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Author:
Continuous Mortality Investigation

Graduated values of claim inception intensities for males, occupation class 1, 1991-98, by exact age at falling sick

Outputs10_12 Continuous Mortalty Investigation - Income Protection Committee Graduated values of Claim Inception Intensities for Males, Occupation Class 1, 1991-98, by exact age at falling Sick. [The rates shown as DP4 are the DP4(2) variant in ... read more >>

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Author:
Continuous Mortality Investigation

CMI Working paper 46. Background papers on the analysis of CMI individual income protection claim records

CMI Working paper 46. Background papers on the analysis of CMI individual income protection claim records C h e a p s i d e H o u s e , 1 3 8 C h e a p s i d e , L o n d o n E C 2 V 6 B W Te l : 0 2 0 7 7 7 6 3 8 2 0 ... read more >>

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Author:
Continous Mortality Investigation

CMI Working paper 48. An overview of the graduations of sickness inceptions and termination rates for the CMI individual income protection experience for 1991-98 of males, occupation class 1

C h e a p s i d e H o u s e , 1 3 8 C h e a p s i d e , L o n d o n E C 2 V 6 B W Te l : 0 2 0 7 7 7 6 3 8 2 0 Fa x : 0 2 0 7 7 7 6 3 8 1 0 w w w. c m i b . o r g . u k i n f o @ c ... 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 >>