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Numeric listing of working papers

Working Paper 128

“All offices” experience of pension annuities in payment, 2015-2018 (Issue date: 17/12/2019)

Working Paper 127 CMI Mortality Projections Model – Interim update (Issue date: 13/12/2019)

Working Paper 126

Mortality experience of pensioners for the period 2011 to 2018 (Issue date: 28/11/2019)

Working Paper 125

Additional analysis of the experience of term assurances, 2011-2016 (Issue date: 15/11/2019)

Working Paper 124

“All offices” individual Income Protection sickness experience for 2011-2016 (Issue date: 30/9/2019)

Working Paper 123

"All offices” experience of term assurances, 2011-2016 (Issue date:18/07/2019)

Working Paper 122 

Final report of the High Age Mortality Working Party

Working Paper 121

Mortality experience of pensioners by industry classification for the period 2010 to 2017 (Issue date: 31/05/2019)

Working Paper 120

Final “IP06” claim inception rates for individual income protection (Issue date: 27/3/2019)

Working Paper 119 CMI Mortality Projections Model: CMI_2018 (v01 issue date: 07/03/2019; v02 issue date: 02/04/2019)
Working Paper 118 Mortality experience of pensioners for the period 2010 to 2017 (Issue date: 28/02/2019)
Working Paper 117

"All offices" experience of pension annuities in payment, 2011-2016 (v01 issue date: 31/01/2019; v02 issue date 14/08/2019)

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 113 Final “S3” Series mortality tables (Issue date: 05/12/2018)
Working Paper 112 Additional analyses of the experience of pension annuities in payment, 2011-2014 (Issue date: 02/11/2018; Reissue date: 01/02/2019)
Working Paper 111

Regular monitoring of England & Wales population mortality (Issue date: 23/10/2018; Response date: 30/11/2018)

Working Paper 110

Using the CMI Mortality Projections Model for assured lives (Issue date: 04/10/2018; Response date: 31/12/2018)

Working Paper 109 Proposed “IP06” claim inception rates for individual income protection (Issue date:11/07/2018; Response date: 30/09/2018)
Working Paper 108 Interim “all offices” experience of term assurances, 2011-2015 (Issue date: 08/06/2018; Response date: 12/07/2018).
Working Paper 107 Proposed graduations of the CMI SAPS 2009-2016 mortality experience based on data collected by 30 June 2017. (Issue date: 05/06/2018; Response date: 14/09/2018).
Working Paper 106

A proposed approach to closing off CMI mortality tables. (Issue date: 05/06/2018; Response date: 14/09/2018)

Working Paper 105 CMI Mortality Projections Model: CMI_2017 (v01 issue date: 01/03/2018; v02 issue date: 08/05/2018)
Working Paper 104

Mortality experience of pensioners for the period 2009 to 2016 (Issue date: 19/01/2018)

Working Paper 103 CMI Mortality Projections Model – Mid-year update (Issue date: 08/11/2017)
Working Paper 102 Income Protection experience by benefit amount band and policy duration, 2003-2010 (Issue date: 25/08/2017)
Working Paper 101 “All offices” experience of pension annuities in payment, 2011-2014 (Issue date: 27/07/2017; Reissue date: 01/02/2019)
Working Paper 100 A second report on high age mortality (Issue date: 30/06/2017)
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 96 “All offices” individual Income Protection sickness experience for the 2007-2010 quadrennium  (Issue date:  17/03/2017)
Working Paper 95 Mortality experience of pensioners for the period 2008 to 2015 (Issue date: 22/02/2017)
Working Paper 94 Final "08" Series of accelerated critical illness and term mortality tables (Issue date:  27/01/2017)
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 92 Proposed “08” Series term mortality tables (Issue date:  07/10/2016; Response date: 30/11/2016
Working Paper 91 CMI Mortality Projections Model consultation - technical paper.  (Issue 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 89 Proposed “08” Series accelerated critical illness tables (Issue date: 06/05/2016; Reissued: 07/10/2016; Response date: 30/11/2016)
Working Paper 88 Mortality experience of pensioners for the period 2007 to 2014 (Issue date: 24/02/2016)
Working Paper 87 Mortality experience of enhanced annuities in 2007-2010 (Issue date: 17/12/2015; Response date: N/A)
Working Paper 86 An investigation into the mortality experience by industry classification of pensioners of self-administered pension schemes (Issue date: 18/11/2015; Response date: N/A)
Working Paper 85 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 81 Final '08' Series annuities tables (Issue date 30/06/2015)

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 78

Proposed '08' Series annuities tables (Issue date: 06/03/2015; Response date: 10/04/2015)

Working Paper 77

Report of the Graduation and Modelling Working Party (Issue date 06/03/2015)
Working Paper 76 Analysis of the mortality experience of pensioners of self-administered pension schemes for the period 2006-2013 based on data collected by 30 June 2014. (Issue date: 19/12/2014; Reissued: 22/01/2016; Response date: N/A)

Working Paper 75 

All-Offices Mortality and Critical Illness Experience for the 2007-2010 Quadrennium (Issue date: 03/12/2014; Reissued: 01/02/2016)

Working Paper 74

The CMI Mortality Projections Model, CMI_2014 (Issue date: 24/11/2014; Response date: N/A)
Working Paper 73 Analysis of the mortality experience of pensioners of self-administered pension schemes for the period 2005-2012 based on data collected by 30 June 2013. (Issue date: 24/07/2014)

Working Paper 72

Analysis of individual income protection experience, 1991-2009, by cause of sickness.  (Issue date:  17/04/2014; Response Date: N/A)
Working Paper 71 Graduations of the CMI SAPS 2004-2011 mortality experience based on data collected by 30 June 2012 - Final "S2" Series of Mortality Tables. (Issue date: 07/02/2014)

Working Paper 70

The All Offices annuity experience for the 2007-2010 quadrennium (Issue date: 18/10/2013; 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 68

Notes on statistical modelling of mortality and morbidity experience data (Issue date: 09/07/2013)
Working Paper 67 A revised approach for analysing CMI critical illness experience and restated results for accelerated business, 2003-2006 (Issue date: 10/05/2013)
Working Paper 66 Proposed graduations of the CMI SAPS 2004-2011 mortality experience based on data collected by 30 June 2012. (Issue date: 23/04/2013; Response date: 31/05/2013)
Working Paper 65 Analysis of the mortality experience of pensioners of self-administered pension schemes for the period 2004-2011. (Issue date: 23/04/2013)
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 62 Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2003-2010 based on data collected by 30 June 2011 (Issue date: 25/05/2012)
Working Paper 61 An investigation into the mortality experience by industry classification of pensioners of self-administered pension schemes (Issue date: 10/05/2012)
Working paper 60 Sickness experience for individual income protection policies: experience for 2003-2006 compared with 1991-2002; results for 1991-2006 re-stated using IPM 1991-98 as the comparison basis (Issue date: 17/02/2012)
Working paper 59 Reporting sickness experience for the CMI individual income protection investigation: summary statement of revised methodology; description of updated format of results tables; and analysis of change in methodology and comparison basis (Issue date: 17/02/2012)

Working paper 58

Supplementary analyses to CMI critical illness diagnosis rates for accelerated business, 2003-2006

Working paper 57

CMI life office mortality 'per policy' results: consultation on the future format of results (Issue date: 30/9/2011; Response date: 30/11/2011)

Working paper 56

CMI life office mortality 'per policy' results: the initial methodology and format (Issue date: 30/9/2011)

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 53

An initial investigation into rates of mortality improvement for pensioners of self-administered pension schemes (Issue date: 22/07/2011)

Working paper 52

Cause-specific CMI critical illness diagnosis rates for accelerated business, 2003-2006 (Issue date: 15/06/2011)

Working paper 51

Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2002-2009 based on data collected by 30 June 2010 (Issue date: 20/05/2011)

Working paper 50

CMI critical illness diagnosis rates for accelerated business 2003-2006 (Issue date: 24/01/2011)

Working paper 49

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

Working paper 48

An overview of the sickness inception and termination rate graduations (Issue date: 30/07/2010)
Working paper 47 The graduation of sickness rates for the CMI individual income protection experience for males 1991-98 of males, occupational class 1 (Issue date: 30/07/2010)

Working paper 46

Background papers on the analysis of CMI individual income protection claim records (Issue date: 30/07/2010)

Working paper 45

Consultation on the proposed methodology for the analysis of CMI 'per-policy' mortality data (Issue date: 30/04/2010)
Working paper 44 Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2001-2008 based on data collected by 30 June 2009 (Issue date: 01/04/2010)

Working paper 43

CMI critical illness diagnosis rates for accelerated business 1999-2004 (Issue date: 12/02/2010)

Working paper 42

CMI life office mortality experience 2003-2006 (Issue date: 10/12/2009)

Working paper 41

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

Working paper 40

Changes to the coding guide for CMI per-policy data (Issue date: 17/08/2009)

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 36 The mortality of impaired assured lives: Report on 1995-2006 experience and consultation on the future of the investigation (Issue date: 14/01/2009)
Working paper 35 The graduations of the CMI self-administered pension schemes 2000-2006 mortality experience: Final "S1" series of mortality tables (Issue date: 31/10/2008)
Working paper 34 Methodology and assumptions used for CMI self-administered pension schemes mortality experience analyses (Issue date: 31/10/2008)

Working paper 33

A new methodology for analysing CMI critical illness experience (Issue date: 23/07/2008)
Working papers 31 and 32 Analysis and proposed graduations of the CMI SAPS 2000-2006 mortality experience based on data collected to 30 June 2007 (Issue date: 08/01/2008)
Working paper 30 and the Library of mortality projections The CMI Library of mortality projections (Issue date: 23/11/2007)
Working paper 29 An analysis of the results of the mortality of male and female pensioners of self-administered pension schemes for the period 2000 to 2004 based on data collected by 30 June 2006 (Issue date: 01/10/2007)

Working paper 28

Progress towards an improved methodology for analysing CMI critical illness experience (Issue date: 27/07/2007)

Working paper 27

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

Working paper 26

Extensions to younger ages of the "00" series pensioner tables of mortality (Issue date: 20/04/2007)

Working paper 25

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

Working paper 24

Sickness experience 1999-2002 for group income protection policies (Issue date: 13/12/2006)

Working paper 23

Analysis of individual income protection experience by cause of disability (Issue date: 09/08/2006)

Working papers 21 and 22

The graduation of the CMI 1999-2002 mortality experience: final "00" series mortality tables (Issue date: 01/08/2006)
Working paper 20 Stochastic projection methodologies: further progress and P-Spline model features, example results and implication (Issue date: 05/04/2006)

Working paper 19

Per-policy data submission (Issue date: 21/12/2005)

Working paper 18

1999-2002 critical illness experience: feedback on Working paper 14 and future work (Issue date: 01/12/2005)
Working paper 17

Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2000 to 2003 (Issue date: 11/10/2005)

Working paper 16

The graduation of the CMI 1999-2002 mortality experience: proposed annuitant and pensioner graduations (Issue date: 28/09/2005)

Working paper 15

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

Working paper 14

Methodology underlying the 1999-2002 CMI critical illness experience investigation (Issue date: 05/05/2005)

Working paper 13

Draft mortality investigation coding guide (Issue date: 27/04/2005)
Working paper 12 The graduation of the CMI 1999-2002 mortality experience: feedback on Working paper 8 and proposed assured lives graduations (Issue date: 11/04/2005)

Working paper 11

Responses to Working Paper 3 (Issue date: 26/01/2005)

Working paper 10

The mortality of impaired assured lives, 1991-2002 (Issue date: 08/11/2004)
Working paper 9 An analysis of the preliminary results of the mortality of male pensioners of self-administered pension schemes for the period 2000 to 2002 as reported in Working paper 4. (Issue date: 17/11/2004)

Working paper 8

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

Working papers 5, 6 and 7

New graduations of income protection termination experience (Issue date: 07/05/2004)
Working paper 4 Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2000 to 2002 (Issue date: 17/03/2004)

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

  • KSS event in Glasgow: Public Sector Pensions

    Hymans Robertson, Glasgow 20 Waterloo St, Glasgow
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • KSS event in Stirling: Public Sector Pensions

    M&G Prudential, Stirling Craigforth Campus, Stirling
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • KSS event in Edinburgh: Public Sector Pensions

    Hymans Robertson 1, Exchange Place, Semple St, Edinburgh
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • The Great Risk Transfer – Breakfast briefing and launch event

    Staple Inn Hall, High Holborn London WC1V 7QJ
    31 January 2020

    Fully booked.

     

    Launch of the IFoA’s 2020 thought leadership campaign The Great Risk Transfer. The campaign will examine the trend of the transfer of risk from institutions to individuals, and how people can be better equipped to manage the financial risks they now face. At this breakfast event the IFoA will launch a call for evidence on this topic.

  • Joint IFoA and SOAT Professional Skills Training event - Bangkok

    Thai Life Insurance PCL, 13th Floor, Meeting Room 13/2, 123 Ratchadaphisek Road, Din Daeng, Bangkok 10400, Thailand  
    7 February 2020

    Spaces available

    This session is jointly organised by the Institute and Faculty of Actuaries (IFoA) and the Society of Actuaries of Thailand (SOAT).

    Video case studies will be selected from the IFoA’s 2019/2020 online content which covers a range of topics under an overarching theme of “A Trusted Profession”. This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Life, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

     

  • Cyber Risk Event

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    10 February 2020

    Spaces available

    What do good cyber practices look like and, to what extent, can we as an industry implement these operationally and recognise these for underwriting?

  • KSS event: Where now for pensions?

    Royal London Group, 1 Thistle Street, Edinburgh, EH2 1DG
    18 February 2020

    Spaces available

    With a single party government at Westminster holding a comfortable majority, and with the first phase of Brexit complete, the potential for radical reforms of the pensions landscape is increased. 

    Former Pensions Minister Steve Webb discusses what changes we can expect to see in pensions including in state pensions, pension tax relief, automatic enrolment and the workplace pension landscape.

  • Sessional: Impact of E-cigarettes Working Party

    Royal College of Physicians, 9 Queen St, Edinburgh EH2 1JQ
    24 February 2020

    Spaces available

    This sessional meeting will be of direct interest to actuaries and others working in the in the Health and Care, Life or Pensions sectors or indeed actuaries with an interest in morbidity or mortality. Note: Registration is from 17.30 in time for the sessional to begin at 18.00.

  • KSS event: How is Scotland’s population changing and what are the implications?

    New Register House, 3 West Register Street, Edinburgh
    5 March 2020

    Spaces available

    The National Records of Scotland (NRS) collects, preserves and produces information about Scotland's people and history to inform current and future generations - work that underpins the fabric of Scottish society and tells the story of our nation. This KSS talk will explore the following and other areas impacting Scotland’s changing population, and assess the potential implications of the changes:

  • Highlights of the Life Conference 2019 - London

    America Square Conference Centre, 17, One Crosswall, America Square, London EC3N 2LB  
    11 March 2020

    Spaces available

    This event will cover the highlights from the Life Conference 2019 held in Dublin.. The Conference Committee has reviewed session feedback and has put together a high-quality technical programme featuring the best sessions from the Life Conference 2019.  Book now to ensure your place.

  • Board agenda: Why Responsible Investing, ESG, and Climate Change matters to Pension Funds, Companies

    Staple Inn, 4 High Holborn, Holborn, London. WC1V 6DR, UK
    19 March 2020

    Spaces available

    Recent years have seen ESG, Climate Change, and Responsible Investing thrust onto the corporate agenda in every boardroom. The same also be said for pension funds. Expectations of how companies should respond are high and NEDs on Boards are expected to adapt and adjust their guidance to companies accordingly. What does this mean for Actuaries serving as NEDs and Trustees?

  • KSS event: A Cashless Society- Benefits, Risks, Issues and Developments

    Deloitte, 4th Floor, Saltire Court, 20 Castle Terrace
    19 March 2020

    Spaces available

    Speaker: Iain Collier, Chair of the CSWP

    The talk will look to cover the following: Progression towards a Cashless Society • Developments home and overseas • Benefits, Risks and Issues • Crypto Currencies and Central Bank Digital Currencies.

    There will be an extended Q&A session at the end of the event.

  • Spring Lecture 2020, Edinburgh - Vicky Pryce

    Assembly Rooms, 54 George St, Edinburgh EH2 2LR
    25 March 2020

    Spaces available

    What next in Economic Policy? Please join us for our annual Spring Lecture presented by Vicky Pryce in Edinburgh. Vicky is Chief Economic Adviser and a board member at the Centre for Economics and Business Research (CEBR).

  • Spring Lecture 2020: Live Streaming at Staple Inn - Vicky Pryce

    Staple Inn Hall, High Holborn, London, WC1 V 7QJ
    25 March 2020

    Spaces available

    This event will be live streamed from Edinburgh. 

    What next in Economic Policy? Please join us for our annual Spring Lecture presented by Vicky Pryce in Edinburgh. Vicky is Chief Economic Adviser and a board member at the Centre for Economics and Business Research (CEBR).

  • Spring Lecture 2020: Live Streaming

    Webinar
    25 March 2020

    Spaces available

    What next in Economic Policy? Please join us on 25 March 2020 for the live stream of our annual Spring Lecture presented by Vicky Pryce in Edinburgh. Vicky is Chief Economic Adviser and a board member at the Centre for Economics and Business Research (CEBR).

  • SIAS Event: CMI Update

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    1 April 2020

    Spaces available

    Following the release of the updated CMI Mortality Projection Model, CMI_2019, the CMI Mortality Projections Committee will lead a discussion on future mortality improvements.

  • IFoA Asia Conference 2020, Kuala Lumpur

    CCEC Nexus, 7, Jalan Kerinchi, Bangsar South, 59200 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur, Malaysia
    24-25 June 2020
    Spaces available

    Join us at the IFoA Asia Conference 2020 at CCEC Nexus, Kuala Lumpur where intellectual thought leaders, senior industry players, opinion formers, academics, actuaries and non-actuaries from across Asia and beyond are expected to attend. This year's landmark conference promises to an exciting one as our first Asian President-elect, Tan Suee Chieh will, as newly appointed president of the IFoA, use his presidential address to highlight the two key pillars of the IFoA’s emerging strategy:

    • the reinvention of the profession in terms of its skillsets and mind-sets so that we can thrive in an increasing range of domains in a digital age;
    • the widening application of actuarial science in achieving social impact and sustainability goals.

    We are also delighted to announce that the Honourable Mr. Lim Guan Eng, Minister of Finance, Malaysia, will be the guest of honour at this year's conference.

    Early bird registration is now open until 1 March.  10% group discounts are offered to a minimum of six IFoA members booking in a single transaction.  Limited spaces are available, so please sign-up early to avoid disappointment.