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CMI Mortality Projections Model – Interim update (v01 issue date: 14/12/2020, v02 issue date: 24/02/2021) |
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| 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 |
| 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) |
| The CMI Mortality Projections Model, CMI_2015. (Issue date 28/09/2015) | |
| Recent mortality in England and Wales. (Issue date 28/09/2015. Reissued 06/10/2015) | |
| The CMI format for heatmaps of mortality improvements. (Issue date 28/09/2015) | |
| The release dates of future updates to the CMI Mortality Projections Model (issue date: 26/06/2015) | |
| Consultation on the release date of future updates to the CMI Mortality Projections Model. (Issue date: 16/03/2015; Response date: 16/04/2015) | |
| Report of the Graduation and Modelling Working Party (Issue date 06/03/2015) | |
| 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) |
| 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) | |
| The CMI Mortality Projections Model, CMI_2012 (Issue date: 08/02/2013; Response date: N/A) | |
| The CMI Mortality Projections Model, CMI_2011 (Issue date: 16/09/2011) | |
| Advancing the release date of the CMI Mortality Projections Model (Issue date: 04/08/2011; Response date: 09/09/2011) | |
| The CMI Mortality Projections Model, 'CMI_2010' (Issue date: 23/11/2010; Response date: n/a) | |
| CMI Mortality Projections Model - feedback on consultation and issue of 'CMI_2009' (Issue date: 25/11/2009) | |
| A prototype mortality projections model: Part two - a detailed analysis (Issue date: 7/07/2009) | |
| A prototype mortality projections model: Part one - an outline of the proposed approach (Issue date: 19/06/2009) | |
| 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) |
| The "library" of mortality projections (Issue date: 11/07/2007) | |
| Stochastic projection methodologies: Lee-Carter model features, example results and implications (Issue date: 03/04/2007) | |
| Stochastic projection methodologies: further progress and P-Spline model features, example results and implication (Issue date: 05/04/2006) | |
| Projecting future mortality: towards a proposal for a stochastic methodology (Issue date: 20/07/2005) | |
| The mortality of impaired assured lives, 1991-2002 (Issue date: 08/11/2004) | |
| Considerations for the graduation of the 1999-2002 mortality experience (Issue date: 20/08/2004) | |
| Projecting future mortality: a discussion paper (Issue date: 12/03/2004) | |
| 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) | |
| An interim basis for adjusting the 92 series mortality projections for cohort effects. (Issue date: 10/12/2002) |
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Events calendar
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ARC Webinar Series 2021 - Use of Primary Health Care Records Data in Actuarial Research
Webinar9 March 2021
As part of the ARC Webinar Series 2021, this webinar will review the work of the UEA/Aviva research team over the last four years on a major research programme funded by the IFoA’s Actuarial Research Centre. -
Implications of Climate Change for Life Insurer's Risk Modelling and Strategic Asset Allocation
12 March 2021
Climate change poses a significant threat across many regions and sectors, and businesses. Insurers and asset managers, must play a role in ensuring transparency around climate related risks and opportunities. -
Whilst insurers have been performing stress and scenario testing for many years, in the last 12 months the PRA has increased its focus on the ability to identify, measure and increase financial and operational resilience.
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Finance in the Public Interest Series
16 March 2021 - 23 March 2021
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.
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The price is righter
16 March 2021This 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. -
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)
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The role of stewardship in creating long term value
25 March 2021
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. -
Dr Catherine Donnelly will present the basics of the structures for pooling longevity risks and summarise recent research results in this area in addition to outlinging future research around this topic. This is work under a research programme funded by the IFoA's Actuarial Research Centre, called 'Minimizing longevity and investment risk while optimising future pension plans'.
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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.
As part of the ARC Webinar Series 2021, this webinar will review the work of the UEA/Aviva research team over the last four years on a major research programme funded by the IFoA’s Actuarial Research Centre.
Climate change poses a significant threat across many regions and sectors, and businesses. Insurers and asset managers, must play a role in ensuring transparency around climate related risks and opportunities.
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.