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Numeric listing of working papers

Working Paper 158 Mortality experience of pensioners for the period 2013 to 2020 (Issue date: 24/11/2021)
Working Paper 157 Plans for CMI_2021 (Issue date: 23/11/2021)
Working Paper 156 Working paper 156: Impact of COVID-19 on Income Protection business – qualitative analysis (Issue date: 12/11/2021)
Working Paper 155 Mortality experience of enhanced annuities in 2011-2019 and indicative analysis of experience to 30 June 2020 (Issue date: 15/10/2021)
Working Paper 154 Final “16” Series term assurance mortality and accelerated critical illness tables (Issue Date: 31/08/2021)
Working Paper 153

CMI Model benchmarking survey results (Issue date: 30/06/2021)

Working Paper 152

“All offices” experience of term assurances for 2015-2018 and 2019 plus indicative analysis of experience to mid-2020 (Issue date: 29/06/2021)

Working Paper 151

Accelerated critical illness experience by cause of claim, 2015-2018 (Issue Date: 11/06/2021)

Working Paper 150

Proposed “16” Series term assurance mortality and accelerated critical illness tables (Issue Date: 30/04/2021; Response date: 30/06/2021)

Working Paper 149    Changes to analysis methodology for the CMI Income Protection Investigation and the impact of past data issues (Issue date: 28/4/2021)
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, v03 issue date: 28/4/2021)

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; v02 issue date: 29/04/2021; v03 issue date: 29/06/2021)

Working Paper 131

Proposed “IP11” claim inception and termination rates for individual income protection (Issue date: 29/4/2020, v03 issue date: 28/4/2021; 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)

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 (v01 issue date: 13/12/2019, v02 issue date: 28/01/2020, v03 issue date: 14/12/2020)

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, v03 issue date: 28/4/2021)

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)

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

  • The Growth Mindset for Actuaries

    13 October 2021 - 8 December 2021

    Fully booked.

    This practical course is aimed at actuaries at any stage of their career who want to develop their own growth mindset and apply it to their work setting and personal or professional lifelong learning. The content of the course builds on the lecture given by Dr Helen Wright on Growth Mindset as part of the President’s 2021 Lecture series, and will be delivered over a period of 2 months, from mid-October to early December.

  • Spaces available

    The role of actuaries within the health sector varies considerably from one country to another, due to differences in the local evolution of health systems and the funding models for health services. 

  • Spaces available

    This paper outlines key frameworks for reserving validation and techniques employed. Many companies lack an embedded reserve validation framework and validation is viewed as piecemeal and unstructured.  The paper outlines a case study demonstrating how successful machine learning techniques will become and then goes on to discuss implications.  The paper explores common validation approaches and their role in enhancing governance and confidence.

  • Spaces available

    Content will be aimed at all actuaries looking to understand the issues surrounding mental health in insurance and in particular those looking to ensure products and processes widen access for, and are most useful to, those experiencing periods of poor mental health.
     

  • Spaces available

    The IFoA Policy Briefing 'Can we help consumers avoid running out of money in retirement' examined the benefits of blending a lifetime annuity with income drawdown. Panellists, including providers and advisers, will look at the market practicalities of taking the actuarial theory through into the core advice propositions used by IFAs and Fund Managers. They will share a number of practical issues such as investment consequences before and after retirement and the level of annuity that is appropriate and answer questions from the audience.

  • Speech from the Governor of the Bank of England, Andrew Bailey

    Lincoln's Inn The Treasury Office, London WC2A 3TL
    1 December 2021

    The IFoA is pleased to be hosting the Governor of the Bank of England, Andrew Bailey, to deliver a speech on delivering policyholder protection in insurance regulation.

    The speech will be presented to an in-person audience, and simultaneously live-streamed, at 14.00 on Wednesday 1st December.

  • The Many Faces of Bias

    2 December 2021

    Spaces available

    This webinar looks at the many types of biases, both conscious and unconscious and the impacts they can have in the workplace.  Raising our own awareness and understanding of the issues can help us avoid the pitfalls of unconscious bias in particular.  We’ve all heard the phrase ‘office banter’ but are we sure that’s how those on the receiving end perceive it and is it ok to go along with it?

  • Spaces available

    Actuaries need to take action now - but how?  With a focus on climate change, this session will provide informed insight to enable you to improve your knowledge and understanding of the issues involved, demonstrate how it will impact advice to your clients, and highlight prospective opportunities for actuaries within pensions and wider fields.

  • Spaces available

    Pension scams have become more prevalent as a result of the pandemic, and Trustees have increased responsibilities to protect members, which means that actuaries need to be in a position to provide advice in this area. Our specialist panel will include a professional trustee, an IFA and head administrator, two of whom are members of PASA.

  • Spaces available

    The covid-19 pandemic creates a challenge for actuaries analysing experience data that includes mortality shocks.  To address this we present a methodology for modelling portfolio mortality data that offers local flexibility in the time dimension.  The approach permits the identification of seasonal variation, mortality shocks and late-reported deaths.  The methodology also allows actuaries to measure portfolio-specific mortality improvements.  Results are given for a mature annuity portfolio in the UK

  • Spaces available

    In this webinar, the authors of the 2021 Brian Hey prize winning paper present a new deep learning model called the LocalGLMnet. While deep learning models lead to very competitive regression models, often outperforming classical statistical models such as generalized linear models, the disadvantage is that deep learning solutions are difficult to interpret and explain, and variable selection is not easily possible.

  • Spaces available

    The dominant underwriting approach is a mix between rule-based engines and traditional underwriting. Applications are first assessed by automated rule-based engines which typically are capable of processing only simple applications. The remaining applications are reviewed by underwriters or referred to the reinsurers. This research aims to construct predictive machine learning models for complicated applications that cannot be processed by rule-based engines.

  • Spaces available

    With the Pension Schemes Act 2021 requiring a long term strategy from Trustees and sponsors, choosing a pensions endgame strategy has become even more critical. However, it is important that the endgame options available are adequately assessed before choosing one. With an ever-increasing array of creative and innovative options available, this decision may not be straightforward.