Research working parties

Research working parties

Details of current working parties in each of the practice areas can be found below.

Member-led research groups based in Scotland are detailed below:

Solvency II research group - On-going (established 2007)

Membership
Chair: Mark Willder
Other members: Michael Aitchison, Anne Baxter, Carole Dick, Peng Jin, Susan Morgan, Callum Stuart

Aims and objectives
This group will look at some of the consequences to life insurers of the introduction of the Solvency II regime.

Expected outcome
Presentation at 2008 life convention

Glasgow pensions/investment research group - On-going (established 2007)

Membership
Chair: John Dickson
Other members: Chris Hurry, Christine McDermott, Alan Watson, Iain McLellan, Paul Hamilton, Richard Warden

Aims and objectives
The group is considering a range of issues associated with DC provision, including sufficiency of pension provision, engagement with DC members and pre/post retirement options.

Mortality research group - On-going
Two-dimensional mortality data: patterns and projections

Membership
Chair: Stephen Richards
Other members: John Ellam, Jennifer Hubbard, Joseph Lu, Stephen Makin, Keith Miller

Aims and objectives

To present a research paper to the Faculty of Actuaries Sessional Meeting in February 2007. The topics covered by this paper will be two-fold:

1. The application of P-splines to the smoothing and projection of the mortality rates of different countries.

2. The improvements by cause of death implied by different P-spline mortality-rate projections.

This second topic seeks to answer one of the questions most often put to the CMIB Projections Working Party. The Group will liaise with the Working Party during the research.