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Mortality Projections

Working Paper 144

CMI Mortality Projections Model – Interim update (v01 issue date: 14/12/2020, v02 issue date: 24/02/2021)

Working Paper 143

Results of the CMI_2020 consultation (Issue date: 14/12/2020)

Working Paper 141 Calibration of the CMI Model for Ireland (Issue date: 13/10/2020)
Working Paper 137 CMI_2020 consultation (Issue date: 21/09/2020)
Working Paper 135 Results of the Subscriber survey and the Committee’s future plans (Issue date: 27/07/2020)
Working Paper 129 CMI Mortality Projections Model: CMI_2019 (Issue date: 02/03/2020)
Working Paper 127 Working Paper 127 CMI Mortality Projections Model – Interim update (v01 issue date: 13/12/2019, v02 issue date: 28/01/2020, v03 issue date: 14/12/2020)
Working Paper 119 CMI Mortality Projections Model: CMI_2018 (v01 issue date: 07/03/2019; v02 issue date: 02/04/2019)
Working Paper 116 The value of the period smoothing parameter, Sk1, in CMI_2018 (Issue date: 01/02/2019)
Working Paper 115

CMI Mortality Projections Model – Interim update (v01 issue date: 19/12/2018; v02 issue date 07/03/2019

Working Paper 114

Consultation on the value of the period smoothing parameter, Sk (Issue date: 07/12/2018; response date: 18/01/2019)
Working Paper 111 Regular monitoring of England & Wales population mortality (Issue date: 23/10/2018; response date: 30/11/2018)
Working Paper 105 CMI Mortality Projections Model: CMI_2017 (v01 issue date: 01/03/2018; v02 issue date: 08/05/2018)
Working Paper 103

CMI Mortality Projections Model – Mid-year update (Issue date: 08/11/2017)

Working paper 99

CMI Mortality Projections Model: Software user guide (v01 issue date: 27/03/2017; v02 issue date: 08/11/2017)

Working paper 98 CMI Mortality Projections Model: Methods (Issue date: 27/03/2017)
Working paper 97

CMI Mortality Projections Model: CMI_2016 (v01 issue date: 27/03/2017; v02 issue date: 08/11/2017)

Working paper 93 CMI Mortality Projections Model: Consultation responses and plans for CMI_2016 (Issue date 29/11/2016; Reissued 02/12/2016)
Working paper 91 CMI Mortality Projections Model consultation - technical paper.  (Issues date 31/08/2016)
Working paper 90 CMI Mortality Projections Model consultation. (Issue date 22/06/2016; Reissued 31/08/2016; Response date 30/09/2016 )
Working paper 85 Initial report on the features of high age mortality.  (Issue date 16/10/2015)

Working paper 84

The CMI Mortality Projections Model, CMI_2015. (Issue date 28/09/2015)

Working paper 83

Recent mortality in England and Wales. (Issue date 28/09/2015. Reissued 06/10/2015)

Working paper 82

The CMI format for heatmaps of mortality improvements. (Issue date 28/09/2015)

Working paper 80

The release dates of future updates to the CMI Mortality Projections Model (issue date: 26/06/2015)

Working paper 79

Consultation on the release date of future updates to the CMI Mortality Projections Model.  (Issue date: 16/03/2015; Response date: 16/04/2015)

Working paper 77

Report of the Graduation and Modelling Working Party (Issue date 06/03/2015)

Working paper 74

The CMI Mortality Projections Model, CMI_2014 (Issue date: 24/11/2014; Response date: N/A)
Working paper 69 The CMI Mortality Projections Model, CMI_2013, and feedback on the consultation on the future of the CMI Library of Mortality Projections and the CMI Mortality Projections Model. (Issue date: 13/09/2013; Response date: N/A)

Working paper 64

Consultation on the future of the CMI Library of Mortality Projections and the CMI Mortality Projections Model (Issue date: 12/4/2013; Response date: 31/05/2013)

Working paper 63

The CMI Mortality Projections Model, CMI_2012 (Issue date: 08/02/2013; Response date: N/A)

Working paper 55

The CMI Mortality Projections Model, CMI_2011 (Issue date: 16/09/2011)

Working paper 54

Advancing the release date of the CMI Mortality Projections Model (Issue date: 04/08/2011; Response date: 09/09/2011)

Working paper 49

The CMI Mortality Projections Model, 'CMI_2010' (Issue date: 23/11/2010; Response date: n/a)

Working paper 41

CMI Mortality Projections Model - feedback on consultation and issue of 'CMI_2009' (Issue date: 25/11/2009)

Working paper 39

A prototype mortality projections model: Part two - a detailed analysis (Issue date: 7/07/2009)

Working paper 38

A prototype mortality projections model: Part one - an outline of the proposed approach (Issue date: 19/06/2009)

Working paper 37

Version 1.1 of the CMI library of mortality projections (Issue date: 13/03/2009)
Working paper 30 and the Library of mortality projections The CMI Library of mortality projections (Issue date: 23/11/2007)

Working paper 27

The "library" of mortality projections (Issue date: 11/07/2007)

Working paper 25

Stochastic projection methodologies: Lee-Carter model features, example results and implications (Issue date: 03/04/2007)

Working paper 20

Stochastic projection methodologies: further progress and P-Spline model features, example results and implication (Issue date: 05/04/2006)

Working paper 15

Projecting future mortality: towards a proposal for a stochastic methodology (Issue date: 20/07/2005)

Working paper 10

The mortality of impaired assured lives, 1991-2002 (Issue date: 08/11/2004)

Working paper 8

Considerations for the graduation of the 1999-2002 mortality experience (Issue date: 20/08/2004)

Working paper 3

Projecting future mortality: a discussion paper (Issue date: 12/03/2004)

Working paper 2

Responses to the draft report entitled A proposed interim basis for adjusting the 92 series mortality projections for cohort effects and further commentary thereon. (Issue date: 10/12/2002)

Working paper 1

An interim basis for adjusting the 92 series mortality projections for cohort effects. (Issue date: 10/12/2002)

 

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  • Finance in the Public Interest Series

    16 March 2021 - 23 March 2021

    Spaces available

    There is widening debate that many of our social, financial and regulatory institutions need to be rethought so that we can create more sustainable futures, particularly in light of the Covid-19 pandemic, the policy/macro-economic response to the pandemic and how it affects consumers, as well as the impending climate crisis. This multi-day series of three keynote webinars, individually presented by leading economist John Kay, Sir Paul Collier, Professor of Economics and Public Policy at the Blavatnik School of Government, Ashok Gupta, Chair at Mercer Ltd, and Nico Aspinall, Chief Investment Officer at B&CE, will open up discussion on these essential topics. The series will culminate in a panel session with Chief Economist of the Bank of England, Andy Haldane.

  • The price is righter

    16 March 2021

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    This webinar provides an overview of the state of the UK protection market, and how different insurers are using different levels of sophistication to price (such as using customer demand models). It considers how insurers have implemented these sophisticated pricing techniques, and the practical challenges they have faced.

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    This discussion will revolve around the latest industry developments including and introduction to Part VII transfers and Schemes of Arrangement (process, parties involved and recent events), insights and lessons from recent with-profits transactions and restructurings (including Equitable Life and Pru-Rothesay), how firms can apply these learnings to future arrangements, and the outlook for future with-profits transactions and restructurings (including the impacts of Covid-19 and Brexit)

     

  • Spaces available

    What is stewardship and how has the landscape changed under the 2020 UK Stewardship Code? How does effective stewardship create long term value for beneficiaries and what roles do asset owners and asset managers play in active stewardship. This webinar will offer answers to these questions in a practical approach to stewardship reporting.

  • Spaces available

    Mis-estimation risk is a key element of demographic risk, and past work has focused on mis-estimation risk on a run-off basis.  However, this does not meet the requirements of regulatory regimes like Solvency II, which demands that capital requirements are set through the prism of a finite horizon like one year.  This paper presents a value-at-risk approach to mis-estimation risk suitable for Solvency II work.