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Author:
G Moore

Pension Scheme Investing, the role of derivatives

09/07/2013 1 Pension Scheme Investing: The role of derivatives Gwion Moore Client Strategies and Research Russell Investments 09 July 2013 Derivatives and portfolio construction • Many derivatives can be though of as borrowing cash to buy ... read more >>

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Author:
C Perry

The Trustee Perspective

09/07/2013 1 The trustee perspective Carol Perry Director Independent Trustee Services Ltd 09 July 2013 Introduction  Career in pensions  Appointed as a Director of Independent Trustee Services Limited in July 2006  Director ... read more >>

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Author:
Tim Gordon
Source:
Mortality and Longevity seminar 2013

Understanding the components of longevity risk

26/06/2013 1 Components of longevity risk Tim Gordon 27 June 2013 Agenda • Context is final salary pensions – low anti-selection risk L it i k b t• ongev y r s y componen – Per individual – Baseline – Trend • Value at risk 27 June 2013 ... read more >>

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Author:
Conflicts of Interest Working Party

Conflicts of Interest Working Party (2012). Conflicts of Interest Consultation Paper: Feedback and Final Proposals. Edinburgh: Institute and Faculty of Actuaries

This is the feedback and final proposals document prepared by the Conflicts of Interest Working Party and published on 29 June 2012 following the consultation on conflicts in October-December 2011. . Consultation paper: Conflicts of interest ... read more >>

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Author:
Professional Regulation Executive Committee

Professional Regulation Executive Committee (2012). Conflicts of Interest: A Note for Pension Scheme Trustees. Edinburgh: Institute and Faculty of Actuaries

This Note for Pension Scheme Trustees is designed to assist actuaries in explaining to trustee boards the professional obligations which fall on them.  Additionally, it is to assist trustee boards in exploring with their actuary the kinds of conflicts ... read more >>

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Author:
Professional Regulation Executive Committee

Professional Regulation Executive Committee (2012). Conflicts of Interest: A Guide for Actuaries. Edinburgh: Institute and Faculty of Actuaries

This Guide for Actuaries is designed to assist actuaries in all practice areas to think about, identify and manage conflicts of interest which they may face in their working lives. It was published on 29 June 2012 and is non-mandatory resource ... read more >>

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Author:
Conflicts of Interest Party and the Pensions Standards Committee

Pensions Standards Committee and Conflicts of Interest Working Party (2012). APS P1: Duties and Responsibilities of Members Undertaking Work In Relation to Pension Schemes. Edinburgh: Institute and Faculty of Actuaries

This Actuarial Profession Standard (APS) is Version 2.0 of  APS P1: Duties and Responsibilities of Members Undertaking Work In Relation to Pension Schemes.  It was published on 29 June 2012 and takes effect from 1 July 2013. APS P1: Duties ... read more >>

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Author:
Andrew Gaches
Source:
Mortality and Longevity seminar 2013

Extreme trend reversal, model risk and other challenges in modelling future

02/07/2013 1 Extreme trend reversal, model risk and other challenges in modelling future improvements Andrew Gaches, Hymans Robertson 02 July 2013 How well have we predicted trends? 86 87 80 81 82 83 84 85 ife ex pe cta nc y f or m an ag e ... read more >>

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Author:
Joseph Lu
Source:
Mortality and Longevity seminar 2013

New insights from the Longevity Science Advisory Panel

6/25/2013 1 Longevity Gap: Gender & Socio- i Ci teconom c rcums ances Joseph Lu Head of Longevity Risk Team 1 July 2013 • Life expectancy: Past and future variations by socio-economic group in Publications 2 Longevity Science Advisory Panel ... read more >>

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Author:
Kevin Armstrong
Source:
Mortality and Longevity seminar 2013

Rising to the challenge of generating longevity stresses

26/06/2013 1 Calibrating longevity stresses A practical life office perspective Kevin Armstrong 27 June 2013 Longevity stresses – the challenge The challenge Complexity of the problem Amount of potential analysis Key Judgements – differing ... read more >>

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Author:
Council

Council (2012). Tracked-changed version of the Disciplinary Scheme. Edinburgh: Institute and Faculty of Actuaries

This is the tracked-changed version of the Disciplinary Scheme containing amendments to reflect the restructure of the Financial Reporting Council which will be put to members at the AGM. 1 INSTITUTE AND FACULTY OF ACTUARIES DISCIPLINARY SCHEME ... read more >>

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Author:
Dave Grimshaw
Source:
Mortality and Longevity seminar 2013

Beyond the 2011 census – understanding oldest old mortality

21/06/2013 1 Beyond the 2011 Census – understanding oldest old mortality Dave Grimshaw Partner, Barnett Waddingham LLP 27 June 2013 2011 Census • Collects information about the population every 10 years • Continuous since 1801 (except 1941) • ... read more >>

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Author:
Karin Fröhling and Andrea Stähr
Source:
Mortality and Longevity seminar 2013
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Author:
Gordon Sharp
Source:
Mortality and Longevity seminar 2013

Continuous Mortality Investigation

21/06/2013 1 Continuous Mortality Investigation Gordon Sharp – Chairman, CMI Executive Committee Mortality and Longevity Seminar 2013 27 June 2013 Agenda • Changes to CMI structure and funding M t lit P j ti CMI 2012 d lt ti• or a y ... read more >>

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Author:
C Lewis

Estimating risk profiles for common diseases from environmental and genetic factors

18/06/2013 1 Estimating risk profiles for common diseases from environmental and genetic factors Cathryn Lewis King’s College London Contents • Introduction to genetic prediction • Estimating disease risks • Implications 18/06/2013 2 ... read more >>

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Author:
A Cairns; T Kleinow

Mortality and Smoking Prevalence

18/06/2013 1 Mortality and Smoking Prevalence A Mortality Model for Multiple Populations Torsten Kleinow and Andrew J.G. Cairns Heriot-Watt University 18 June 2013 Mortality rates 18 June 2013 18/06/2013 2 Smoking prevalence 18 June ... read more >>

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Author:
Jon Forster

Incorporating model uncertainty into mortality forecasts

Incorporating model uncertainty into mortality forecasts Jon Forster and Xiaoling Ou Mortality Research Grants Presentation, 17 June 2013 Staple Inn Hall, London Jon Forster and Xiaoling Ou Incorporating model uncertainty into ... read more >>

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Author:
M Rowlinson
Source:
Pensions Conference 2013

E02 Back to the future - what yesterday can tell us about tomorrow's pensions

18/06/2013 1 Back to the Future What yesterday can tell us about tomorrow’s pensions Mark Rowlinson FIA 18 June 2013 Opening comments… 18 June 2013 2 Defined benefit pensions Good efficient outcomes Current funding framework contribution ... read more >>

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Author:
P Simmance; R Smith; S Thorp
Source:
Pensions Conference 2013

Plenary 3: Auto-enrolment and how the regime in the UK compares to international systems

12/06/2013 1 Plenary 3: Auto-enrolment and how the regime in the UK compares to international systems Phil Simmance, Towers Watson Rudi Smith, Towers Watson Susan Thorp, University of Technology, Sydney 5-7 June 2013 Speakers: Rudi Smith, ... read more >>

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Author:
D Cribb
Source:
Pensions Conference 2013

D04 Actuaries as 'financial engineers', Derek Cribb

10/06/2013 1 What do actuaries do now, and what will they do in the future? Derek Cribb Chief Executive, Institute and Faculty of Actuaries June 2013 Agenda 1 1. Introduction 2. International 3. Wider Fields 4. Conclusion ... read more >>