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Numeric listing of working papers

Working Paper 119 CMI Mortality Projections Model: CMI_2018 (Issue date: 07/03/2019)
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 (Issue date: 01/02/2019)
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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  • Data Science: Opportunities for Actuaries

    The IFoA's first virtual event   
    26 February 2019 - 29 March 2019

    Spaces available

    The IFoA are launching their first virtual conference on the topic of Data Science, that is free to attend. This is an exciting and forward thinking move to reach members all over the world and to share knowledge and discuss developments and techniques within data science.

  • WCA event – The cost and value of pensions

    Woolf College Lecture Theatre Canterbury CT2 7BQ
    27 March 2019

    Spaces available

    The cost of pensions is a regular source of debate. But how should pensions be valued? And how has this value changed over times? Paul Sweeting will discuss how these questions can be answered, and their relevance to the current pensions issues.

    To book please email Mark Heller M.Heller@kent.ac.uk

  • SIAS Event: Mortality Improvements Outlook 2019+

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    2 April 2019

    Spaces available

    The CMI Mortality Projections Committee will lead a discussion on mortality projections and how they can be modelled in CMI_2018, including:

    • Recent mortality, and how current improvements vary between different population
    • Long-term prospects for mortality improvements
    • The pace of convergence to the long-term rate

  • Webinar – So You Want to be a NED?

    WEBINAR After registration, you will receive an email confirmation with details on how to access the webinar from your PC, laptop, tablet or mobile.
    3 April 2019

    Spaces available

    Are you considering becoming a NED? Join our facilitated webinar where a panel of experienced NEDs will discuss:

    How you can get started • What qualities and skills are needed to be a NED • What learning and development requirements do you need • Where you can find the necessary resources to build your skills • How a NED role can expand your thinking • How it can enrich your working experience and career • The benefits to being a NED

  • UK Bodily Injury Claims Settlement Framework

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

    Spaces available

    Amid significant UK political uncertainty, the bodily injury settlement framework has continued to make progress. At the time of the Ogden discount rate change of early 2017 and throughout that year, Staple Inn was host to a set of events to discuss the changes and the subsequent MOJ review.

  • Professional Skills Training - London (16 April 19)

    Staple Inn Hall, High Holborn London WC1V 7QJ
    16 April 2019

    Fully booked.

    Please register here to join the wait list

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019.  This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • TIGI 2019 (Technical Issues in General Insurance)

    Royal College of Physicians, 11 St Andrews Place, Regent's Park, London, NW1 4LE
    25-26 April 2019
    Spaces available

    This General Insurance CPD offering has been changed from former years of individual one day seminars to include individual sessions for IFRS 17, Pricing, Capital Modelling and Reserving over a two-day event  packaged as Technical Issues in General Insurance, providing attendees with a varied program . The event is suitable for anyone who works, or are interested, in these areas.

  • IFoA Asia Conference 2019, Chengdu

    Crowne Plaza Chengdu Panda Garden, Poly Park 198, No. 1980 ShuLong Avenue,Xindu District, Chengdu
    09-10 May 2019
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    IfoA Logo for eventsOffering a diverse selection of plenary sessions and cross-practice workshops, the annual Asia Conference is the perfect opportunity to discover and discuss current and developing actuarial topics in Asia, whilst providing excellent opportunity to grow your network of contacts.

  • CILA 2019

    30 Euston Square, London NW1 2FB
    14 May 2019

    Spaces available

    CILA is one of the pre-eminent events in the annual Life calendar. It is aimed at practicing life actuaries from life offices, consulting firms and other employers of actuaries. It will also be of interest to all those who work in or advise on, the life assurance market in the UK and Europe.

  • KSS event – Bulk Annuity Market Update

    Willis Towers Watson 2 Lochrin Square, 96 Fountainbridge, Edinburgh EH3 9QA
    15 May 2019

    Spaces available

    This KSS talk will give a bulk annuity market update over 2018 and for 2019 and beyond.  The presenters will also consider bulk annuity options as part of pension scheme de-risking strategies, and how pension schemes can best prepare when requesting a quote in order to achieve a favourable outcome. To book please email Dawn.Neil@willistowerswatson.com.

  • KSS event – Bulk Annuity Market Update

    Willis Towers Watson 2 West Regent Street Glasgow G2 1RW
    16 May 2019

    Spaces available

    This KSS talk will give a bulk annuity market update over 2018 and for 2019 and beyond. The presenters will also consider bulk annuity options as part of pension scheme de-risking strategies, and how pension schemes can best prepare when requesting a quote in order to achieve a favourable outcome. To book a place please email Dawn.Neil@willistowerswatson.com

  • Risk and Investment Conference 2019

    Amba Hotel, Charing Cross, Strand, London WC2N 5HX
    20-21 May 2019
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    This year's Risk and Investment Conference will be taking place at Amba Hotel, Charing Cross, London.

    To book your place click here.

     

  • Sessional Research Event - Saving for Retirement: Rules of Thumb

    Staple Inn Hall, High Holborn London WC1V 7QJ
    20 May 2019

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    How much does the average person need to save over a full working life to provide a decent retirement income? We call this the Lifetime Pension Contribution (LPC) and have attempted to quantify it.

  • NED Event: Behavioural Finance and Boards

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    18 June 2019

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    Substantial work has been undertaken in the field of behavioural finance to explore the psychological factors affecting investment decisions made by individuals.  In contrast, “behavioural” factors (such as politics or human psychology) affecting decisions and actions made by institutional investors, such as insurers or pension schemes, are less understood.

  • Pensions Conference 2019

    Bristol Marriott Hotel City Centre, 2 Lower Castle Street, Old Market, Bristol, BS1 3AD
    18-19 June 2019
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    Covering current topics and industry trends, the conference also includes a pre-conference evening dinner (18 June) giving you the opportunity to develop your network. 

  • Current Issues in General Insurance (CIGI) 2019

    Inmarsat, 99 City Road, London, EC1Y 1BJ
    19 June 2019

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    CIGI will provide an excellent and diverse line-up of speakers, each providing their insight and knowledge on a range of topics.  The programme will be broad in nature, so will be of most value to those with some experience in the industry. 

  • SIAS: The Impact of Air Pollution on Health and Life Expectancy

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

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    Air pollution has gained increasing attention lately. Nicola Oliver, head of longevity and mortality research for Medical Intelligence, will discuss not only the impacts of air pollution on health and life expectancy but also how as an industry we should be addressing it.