An overview of publications, presentations and press articles relating to this research programme
|
Title |
Type of output |
Date |
Authors |
|---|---|---|---|
|
Research paper |
October 2020 |
T. Bernhardt, C. Donnelly. |
|
| Modern tontine with bequest: innovation in pooled annuity products - accepted for publication in Insurance: Mathematics and Economics. Associated R code can be accessed here. | Research paper | April, 2019 | T. Bernhardt, C. Donnelly, |
| 20th Global Conference of Actuaries, Mumbai 2019: workshop | Presentation | Mar, 2019 |
J.P. Nielsen |
|
Choice of Benchmark when forecasting long-term stock returns - submitted to Annals of Operational Research |
Research paper | Dec, 2018 | I. Kyriakou, P. Mousavi, J. P. Nielsen, M. Scholz |
| Actuarial and Financial Mathematical Conference 2019: How much to put in a tontine? | Presentation | Feb, 2019 | T. Bernhard, C. Donnelly |
| SFRA Workshop: Simplifying Retirement | Presentation | Feb, 2019 | C. Donnelly |
| IFoA Life Conference 2018 workshop: Key insights in deculmulation strategies | Presentation | Nov, 2018 | T. Bernhardt, C. Donnelly |
| 21st Century Retirement: Modern Tontines | Webinar | Oct, 2018 |
C. Donnelly |
| Pooling Pensioners' Resources - The Actuary | Article | Sept, 2018 | C. Donnelly |
| Communication and Personal Selection of a pension saver's financial risk - Accepted for publication in the European Journal of Operational Research | Paper | Sept, 2018 | J. P. Nielsen. R. Gerrard, M. Hiabu, I. Kyriakou |
| Workshop at the IFoA | Key insights in decumulation strategies | Presentation | Sept, 2018 | T. Bernhardt |
| Workshop at the IFoA | Investment risk-sharing | Presentation | Sept, 2018 | C. Donnelly |
| IFoA Pensions Conference | Can Modern Tontines invigorate pensions? | Presentation | June, 2018 | C. Donnelly |
| International Congress of Actuaries | Simplifying Retirement by Aligning Communication with Retirement Outcomes | Presentation | June, 2018 | C. Donnelly |
| A State of the Art Report on Investment Risk Sharing | Paper | May, 2018 | R. Chehab, C. Donnelly |
| Workshop at the Belgium Institute of Actuaries | Methods of Pooling Longevity Risk | Presentation | May, 2018 | C. Donnelly |
| ARC Sessional event | Self-selection and risk sharing in a modern world of life-long annuities | Presentation | May, 2018 | R. Gerrard, M. Hiabu, I. Kyriakou, J. P. Nielsen |
| ARC Sessional paper | Self-selection and risk sharing in a modern world of life-long annuities - Accepted for publication in the BAJ | Paper | May, 2018 | R. Gerrard, M. Hiabu, I. Kyriakou, J. P. Nielsen |
| A State of the Art Report on Pension Decumulation Strategies | Paper | April, 2018 | T. Bernhardt, C. Donnelly |
| Annual Risk and Stochastics Conference at LSE | Reinventing the life annuity | Presentation | April, 2018 | C. Donnelly |
|
Choice of Benchmark When Forecasting Long-term Stock Returns - Submitted to the Annals of Operational Research |
Paper | November, 2018 |
Ioannis Kyriakou, Parastoo Mousavi, Jens Perch Nielsen, Michael Scholz |
| A customer-focused investment product (a Knowledge Sharing Scotland event at Heriot-Watt University, Edinburgh) | Presentation | December, 2017 | Donnelly, C. |
| Long term investment and longevity risk for pension modelling (Annual research programme workshop) | Presentation | December, 2017 | Nielsen, J.P., Sperlich, S. |
| What will my income be in retirement? (ANU faculty seminar, Canberra) | Presentation | November, 2017 | Donnelly, C. |
| What can we do to improve private pension outcomes? (ANU RSFAS summer research camp, Canberra) | Presentation | November, 2017 | Donnelly, C. |
| How much will I have to live on in retirement' (workshop at the IFoA Life Conference 2017, Birmingham) | Presentation | November, 2017 | Bernhardt, T., Chehab, R. |
| Capitalising on pensions freedoms: reinventing the life annuity (Royal Statistical Society, London) | Presentation | November, 2017 | Donnelly, C. |
| Self Selection of Financial Risk (IAA Life Colloquium, Barcelona) | Presentation | November, 2017 | Nielsen, J.P |
| Simplifying retirement (Zurich-Hannover Workshop on Insurance and Financial Mathematics 2017) | Presentation | November, 2017 |
Donnelly, C. |
| Minimising Longevity and Investment Risk, while Optimising Future Pension Plans (IAA Life Conference) | Plenary | October, 2017 | Nielsen, J.P. |
|
What is the future of pensions? (21st International Congress of Insurance: Mathematics and Economics) |
Presentation | July, 2017 |
Donnelly, C. |
| Communication and Self Control of a Pension Saver's Risk (ATRC 2017) | Presentation |
July, 2017 |
Hiabu, M. |
| Communication and Self Control of a Pension Saver's Risk (IFoA’s Risk Investment and Pensions Conference 2017) | Workshop | June, 2017 | Nielsen, J.P., Hiabu, M. |
| Communication and self control of a pension saver's financial risk | Webinar | June, 2017 | Nielsen, J.P. |
| Communication and Self Control of a Pension Saver's Risk (Seminar at Cass Business School) | Seminar | May, 2017 | Hiabu, M. |
| Dynamic long-term return models to be used for pension products (Seminar at Cass Business School | Seminar | May, 2017 | Scholz, M. |
|
Facing up to longevity with old actuarial methods: a comparison of pooled funds and income tontines (accepted for publication in Geneve Papers) |
Publication | April, 2017 | Brautigam, M., Guillen, M., Nielsen, J.P. |
|
Product options for enhanced retirement income (accepted for publication in the BAJ) |
Publication | January, 2017 | Donnelly, C., Young, J. |
|
Implementing individual savings' decisions for retirement with bounds on wealth (accepted for publication in the ASTIN bulletin) |
Publication | January, 2017 | Donnelly, C., Guillen, M., Nielsen, J.P., Perez-Marin, A.M. |
| Keeping the benefits but not the guarantees (CILA conference 2016) | Presentation | May, 2016 |
Donnelly, C. |
|
Improved Nonparametric Estimation of the Sharpe Ratio (9th International Conference of the ERCIM WG on Computational and Methodological Statistics) |
Presentation | November, 2016 | Scholz, M |
Events calendar
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