| Working Paper 148 | Additional analysis of the experience of pension annuities in payment in 2015-2020 (Issue date:16/04/2021) |
| Working Paper 147 | CMI Mortality Projections Model: CMI_2020 (Issue date: 04/03/2021) |
| Working Paper 146 | Mortality experience of pensioners by region and Index of Multiple Deprivation (Issue date: 25/02/2021) |
| Working Paper 145 |
“All offices” experience of pension annuities in payment, 2016-2019 (Issue date: 23/12/2020) |
| 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 142 | Mortality experience of pensioners for the period 2012 to 2019 (Issue date: 30/11/2020) |
| Working Paper 141 | Calibration of the CMI Model for Ireland (Issue date: 13/10/2020) |
| Working Paper 140 |
Indicative analysis of pensioner annuitant mortality to 30 June 2020 (Issue date: 09/10/2020) |
| Working Paper 139 |
Considerations relating to COVID-19 for mortality and morbidity assumptions (Issue date: 05/10/2020; Response date: 01/11/2020) |
| Working Paper 138 |
Experience of pension annuities in payment with IMD fields, 2015-2018 (Issue date: 25/09/2020) |
| Working Paper 137 | CMI_2020 consultation (Issue date: 21/09/2020) |
| Working Paper 136 |
Final “IP11” claim inception and termination rates for individual income protection (Issue date: 07/9/2020, v02 issue date:12/03/2021) |
| Working Paper 135 |
Results of the Subscriber survey and the Committee’s future plans (Issue date: 27/07/2020) |
| Working Paper 134 | Final “16” Series pension annuities in payment mortality tables (Issue date: 10/07/2020) |
| Working Paper 133 | “All offices” experience of life annuities, 2013-2018 (Issue date: 12/06/2020) |
| Working Paper 132 | “All offices” experience of term assurances, 2015-2018 (Issue date: 07/05/2020) |
| Proposed “IP11” claim inception and termination rates for individual income protection (Issue date: 29/4/2020, v02 issue date:12/03/2021; Response date: 30/6/2020) | |
| Working Paper 130 |
Proposed “16” Series pension annuities in payment mortality tables (Issue date: 16/04/2020; Response date 29/05/2020) |
| Working Paper 129 | CMI Mortality Projections Model: CMI_2019 (Issue date: 02/03/2020) |
|
“All offices” experience of pension annuities in payment, 2015-2018 (Issue date: 17/12/2019) |
|
| 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) |
|
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, v02 issue date: 12/03/2021) |
| Working Paper 123 |
"All offices” experience of term assurances, 2011-2016 (v01: issue date: 18/07/2019; v02 issue date: 07/05/2020) |
| 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 (v01 issue date: 08/06/2018; v02 issue date: 07/05/2020; 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) |
| 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) |
| 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) |
| Proposed '08' Series annuities tables (Issue date: 06/03/2015; Response date: 10/04/2015) | |
| 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) |
| All-Offices Mortality and Critical Illness Experience for the 2007-2010 Quadrennium (Issue date: 03/12/2014; Reissued: 01/02/2016) | |
| 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) |
| 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) |
| 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) |
| 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) |
| 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) |
| Supplementary analyses to CMI critical illness diagnosis rates for accelerated business, 2003-2006 | |
| CMI life office mortality 'per policy' results: consultation on the future format of results (Issue date: 30/9/2011; Response date: 30/11/2011) | |
| CMI life office mortality 'per policy' results: the initial methodology and format (Issue date: 30/9/2011) | |
| 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) | |
| An initial investigation into rates of mortality improvement for pensioners of self-administered pension schemes (Issue date: 22/07/2011) | |
| Cause-specific CMI critical illness diagnosis rates for accelerated business, 2003-2006 (Issue date: 15/06/2011) | |
| 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) | |
| CMI critical illness diagnosis rates for accelerated business 2003-2006 (Issue date: 24/01/2011) | |
| The CMI Mortality Projections Model, 'CMI_2010' (Issue date: 23/11/2010; Response date: n/a) | |
| 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) |
| Background papers on the analysis of CMI individual income protection claim records (Issue date: 30/07/2010) | |
| 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) |
| CMI critical illness diagnosis rates for accelerated business 1999-2004 (Issue date: 12/02/2010) | |
| CMI life office mortality experience 2003-2006 (Issue date: 10/12/2009) | |
| CMI Mortality Projections Model - feedback on consultation and issue of 'CMI_2009' (Issue date: 25/11/2009) | |
| Changes to the coding guide for CMI per-policy data (Issue date: 17/08/2009) | |
| 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 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) |
| 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) |
| Progress towards an improved methodology for analysing CMI critical illness experience (Issue date: 27/07/2007) | |
| The "library" of mortality projections (Issue date: 11/07/2007) | |
| Extensions to younger ages of the "00" series pensioner tables of mortality (Issue date: 20/04/2007) | |
| Stochastic projection methodologies: Lee-Carter model features, example results and implications (Issue date: 03/04/2007) | |
| Sickness experience 1999-2002 for group income protection policies (Issue date: 13/12/2006) | |
| Analysis of individual income protection experience by cause of disability (Issue date: 09/08/2006) | |
| 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) |
| Per-policy data submission (Issue date: 21/12/2005) | |
| 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) |
| The graduation of the CMI 1999-2002 mortality experience: proposed annuitant and pensioner graduations (Issue date: 28/09/2005) | |
| Projecting future mortality: towards a proposal for a stochastic methodology (Issue date: 20/07/2005) | |
| Methodology underlying the 1999-2002 CMI critical illness experience investigation (Issue date: 05/05/2005) | |
| 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) |
| Responses to Working Paper 3 (Issue date: 26/01/2005) | |
| 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) |
| Considerations for the graduation of the 1999-2002 mortality experience (Issue date: 20/08/2004) | |
| 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) |
| 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) |
| An interim basis for adjusting the 92 series mortality projections for cohort effects. (Issue date: 10/12/2002) |
Contact Details
If you have any questions about the CMI please email
Filter or search events
Events calendar
-
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'. -
Professional Skills Training Webinar - 21 April 2021
21 April 2021
Climate-Related Risk - This free to view webinar on Climate-Related Risk is the first in a series focusing on some of the ‘Hotspots’ identified in the JFAR Risk Perspective bringing the Risk Perspective to life with practical illustrations and insights from subject experts from the IFoA and other Regulators -
Recent decades have seen institutions, such as employers and financial services, give people more choice and flexibility, but these freedoms have come with more responsibilities. Individuals are now responsible for managing more of their own financial risks, from ensuring they put enough money into their pension to securing affordable protection to be financially resilient.
-
Actuarial Innovation in the COVID-19 era
This event is online.26 April 2021 - 7 May 2021
Join us for this brand new IFoA webinar weries comprising of a fortnight of webinars, panel sessions and a hackathon, that showcase the range of ways in which the actuarial profession has added value, in the public interest, to the understanding and management of the current and future pandemics through insight and learning. -
This event is now temporarily closed on Monday 26 April, but the session will be repeated on Tuesday 27 April, 09.00-10.30. Please click here to register your place.
Actuaries have a lot to offer biodiversity management over the next decade as the world develops more depth to its response to this global challenge. This sessional offers an opportunity to learn about this emergent risk, to contribute to our thinking as a profession and help us develop the next steps forward.
-
Europe Town Hall
28 April 2021
IFoA Immediate Past President John Taylor would like to invite you to the Institute and Faculty of Actuaries’ (IFoA) virtual Europe Town Hall, hosted by John Taylor with IFoA Council Members Alan Rae, Jennifer Hartley, Maribel Vasquez Flores and IFoA Chief Executive, Stephen Mann.
-
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 -
Finance & Investment Virtual Conference 2021
Available to watch globally in May.10-12 May 2021
This year's Finance and Investment Virtual Conference takes on the timely theme of ‘resilience’, something we have all learnt a lot more about in the last year! Our diverse range of talks will explore the theme of resilience in a variety of ways including in building robust investment portfolios, in the incorporation of ESG factors, in govern -
Wearables in insurance: a win-win opportunity
14 May 2021
This talk will explore the potential benefits that wearable tech can bring to health & protection insurers and their customers. The traditional approach of integrating wearables into insurance has largely focused on measuring steps and using rewards-based incentive programs to encourage more activity. -
Join us for this talk with Professor Sir Adrian Smith as part of the 'Dr Patrick Poon Presidential Speaker Series'. Professor Smith joined The Alan Turing Institute as Institute Director and Chief Executive in September 2018. In November 2020, he became President of the Royal Society, in addition to his leadership of the Turing. He is also a member of the government's AI Council, which helps boost AI growth in the UK and promote its adoption and ethical use in businesses and organisations across the country. He received a knighthood in the 2011 New Year Honours list. -
CILA 2021
Available to watch globally in May.19-21 May 2021
We continue to live in a world of global uncertainty. Survival depends on our ability to simultaneously navigate through the diverse root-causes, ranging from: the consequences of Climate Change; on-going financial consequences of the COVID pandemic; or self-imposed changes in regulatory requirements and accounting standards. -
Pensions Conference 2021
Online webinar series16-22 June 2021
Welcome to the programme for our 2nd Virtual Pensions Conference. This year's conference features 11 webinars offering members and non-members the opportunity to get up to date content from leading experts in the pension industry. There will also be opportunity to ask questions and contribute to the discussion.
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 '
Climate-Related Risk - This free to view webinar on Climate-Related Risk is the first in a series focusing on some of the ‘Hotspots’ identified in the 
Join us for this brand new IFoA webinar weries comprising of a fortnight of webinars, panel sessions and a 
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
This talk will explore the potential benefits that wearable tech can bring to health & protection insurers and their customers. The traditional approach of integrating wearables into insurance has largely focused on measuring steps and using rewards-based incentive programs to encourage more activity.
Join us for this talk with Professor Sir Adrian Smith as part of the 'Dr Patrick Poon Presidential Speaker Series'. Professor Smith joined The Alan Turing Institute as Institute Director and Chief Executive in September 2018. In November 2020, he became President of the Royal Society, in addition to his leadership of the Turing. He is also a member of the government's AI Council, which helps boost AI growth in the UK and promote its adoption and ethical use in businesses and organisations across the country. He received a knighthood in the 2011 New Year Honours list.
Welcome to the programme for our 2nd Virtual Pensions Conference. This year's conference features 11 webinars offering members and non-members the opportunity to get up to date content from leading experts in the pension industry. There will also be opportunity to ask questions and contribute to the discussion.