|
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 |
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ARC Webinar Series 2021: Modelling cancer risk: regional and socioeconomic disparities
30 September 2021
Cancer incidence and mortality vary by region and socioeconomic status. Modelling the structure development and trends of cancer risk is important for insurance purposes and can impact pricing and reserving in related health insurance fields such as critical illness insurance and care provision. -
Sustainability Series: What will COP26 mean for investment?
6 October 2021
A panel discussion with investment representatives discussing the impact of investment on climate change and vice versa.This event is part of The Road to Glasgow: IFoA’s Sustainability Thought Leadership Series which will provide a platform for prominent contributors so that our members and others can understand the perspectives of a wide range of parties interested in the climate debate.
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Climate change is one of the greatest risks facing our world today. Addressing it will require multi-faceted solutions. Through this panel session, we will explore the different levers that can be used to meet net-zero targets including climate science and data, government engagement, and mobilising green finance.
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Sustainability Series: Climate Justice and Future Generations
12 October 2021How governments and societies collectively respond to the climate crisis is increasingly being analysed through the lens of intergenerational fairness. Our expert panel will assess and explore the extent to which inter-generous fairness is being considered in climate policies, the lessons from those countries who are leading the way on fairness and justice in climate interventions, and more. -
The Growth Mindset for Actuaries
13 October 2021 - 8 December 2021This 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.
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Sustainability Series: Opportunities for Insurers
14 October 2021 -
The climate crisis and the degradation of our planet will affect societies everywhere. How we address these threats will require solutions that transcend borders. As a global profession, the actuarial community is well-placed to consider and propose effective risk management solutions to help manage the climate crisis.
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What next for Mental Health in Insurance?
1 December 2021
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.
Cancer incidence and mortality vary by region and socioeconomic status. Modelling the structure development and trends of cancer risk is important for insurance purposes and can impact pricing and reserving in related health insurance fields such as critical illness insurance and care provision.
A panel discussion with investment representatives discussing the impact of investment on climate change and vice versa.
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.