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Mortality Projections

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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Events calendar

  • Implications of 2019 IFRS 17 Exposure Draft

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    24 July 2019

    Fully booked.

    The International Accounting Standards Board (IASB) recently published an Exposure Draft (ED) of limited changes to its insurance contracts standard IFRS 17, effective date 2022.

  • Insurance Investment Roundtable with the IFoA & PRA - 25 July 2019

    EY Offices 1 More London Place London, SE1 2AF
    25 July 2019

    Spaces available

    The IFoA hosts regular roundtable meetings with the PRA on best practice in insurance investment and the application of the Prudent Person Principle, which governs insurance investment under Solvency II.

  • SIAS Event: Climate Zero to Climate Hero

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    3 September 2019 - 4 September 2019

    Spaces available

    An introductory session to help you get ahead with climate change.

    • Science, terminology and initiatives: handy facts to keep in your back pocket 
    • Getting your point across: how to influence people and avoid common traps and pitfalls
    • Taking action: what are actuaries expected to do...and what are we actually doing?
  • KSS event – The Regulatory Perspective

    Deloitte Saltire Court 20 Castle Terrace Edinburgh EH1 2EG
    5 September 2019

    Spaces available

    This KSS talk, presented by the FCA Head of Department in Scotland, will focus on the following 3 main areas:

    • FCA business plan priorities
    • The future of regulation
    • FCA Engagement in Scotland
  • Sessional Research Event - Risk Margin Working Party

    Staple Inn Hall, High Holborn London, WC1V 7QJ
    9 September 2019

    Spaces available

    For life insurers in the UK, the risk margin is one of the most controversial aspects of the Solvency II regime. Following its implementation, the risk margin came under considerable criticism for being too large and too sensitive to interest rate movements. These criticisms are particularly valid for annuity business – such business is of great significance to the national system for retirement provision. This criticism has led to political interest, and the risk margin was a major element of the Treasury Committee inquiry into Solvency II.

  • GIRO Conference 2019

    EICC, The Exchange, 150 Morrison St, Edinburgh EH3 8EE
    24-26 September 2019
    Spaces available

    GIRO is attended annually by over 800 delegates and speakers who are keen to discuss key topics such as Pricing, Reserving, Modelling and the future of the insurance industry. GIRO 2018 was a huge success and we have opened bookings early for what we hope will be another brilliant conference at the EICC in Edinburgh this year. 

     

  • The Future of the Actuarial Profession

    Staple Inn Hall, High Holborn London WC1V 7QJ
    3 October 2019

    Spaces available

    Three actuaries – and CEOs – discuss their views on how the business world is changing and what that might mean for actuaries in the future.

  • Spaces available

    Have you ever thought about working in wider fields? Would you like to play a role in the fight against climate change to make the planet better? 

    It can be difficult to do this - but seeing an example you can follow can make it more realistic. In this ‘green’ case study a template is outlined to show how actuaries can apply their skills more broadly - and in doing so, to make a difference.

  • Sessional Meeting - Autonomous Vehicles and impacts on the wider insurance industry

    Staple Inn, High Holborn, London WC1V 7QJ         
    28 October 2019

    Spaces available

    The Institute and Faculty of Actuaries is running a sessional meeting on autonomous vehicles on 28th October.  The session will showcase the work of the IFoA “Autonomous Vehicles” working party alongside a number of expert external presenters. 

  • Life Conference 2019

    The Convention Centre Dublin, Spencer Dock, North Wall Quay, Dublin 1
    20-22 November 2019
    Spaces available

    The Life Conference is the premier event for professionals interested in life insurance.  Offering a wide range of workshops and plenary sessions it’s the perfect opportunity to discover what’s hot and current in life insurance ensuring you get up to date on the latest thinking and innovation whilst meeting and exchanging ideas with a broad range of professionals.

  • Autumn Lecture 2019, London - Rt Hon Nicky Morgan MP

    Lincoln's Inn The Treasury Office, London WC2A 3TL
    2 December 2019

    Fully booked.

    The IFoA is pleased to announce that this year’s Autumn Lecture will feature the Rt Hon Nicky Morgan MP as its guest speaker.  Nicky has previously served as Financial Secretary to the Treasury and Minister for Women. She now chairs the Treasury Select Committee whose remit is to examine the expenditure, administration and policy of HM Treasury, along with all of its agencies and associated bodies.

  • Autumn Lecture 2019: Live Streaming

    Webinar 
    2 December 2019

    Spaces available

    Watch the live stream of this year's Autumn Lecture with guest speaker Rt Hon Nicky Morgan MP.