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Relevant programme outputs from the second phase of the Optimising Future Pension Plans programme.
Title          

Type of output

Date Authors/ Speakers
2023 outputs      

Heterogeneous membership in decumulation only CDC plans

Webinar 

Slides

March 2023 Catherine Donnelly
Heterogeneity among new entrants to a pooled annuity fund

Preprint paper 

March 2023  Catherine Donnelly
Joint Life Income in a Pooled Annuity Fund

Preprint paper 

January 2023  Catherine Donnelly and Xin Zhang
2022 outputs      
The performance of a CDC pension scheme against alternative pension schemes

Webinar

Slides

Q&A

December 2022 Catherine Donnelly
Model risks in a CDC pension scheme Preprint paper November 2022 Catherine Donnelly

How does Royal Mail's CDC scheme 'smooth' pensions?

Webinar

Slides

Blog post

September 2022 Catherine Donnelly
Inter-generational cross-subsidies in the UK’s first CDC pension scheme

Preprint paper 

September 2022  Catherine Donnelly
Investment risk-sharing  Webinar for the Society of Actuaries in Ireland  July 2022  Catherine Donnelly
Sharing investment risk or longevity risk, which would you choose and why? Presentation at IFoA conference  June 2022  Catherine Donnelly
Practical analysis of a pooled annuity fund with integrated bequest Preprint paper  June 2022  Catherine Donnelly
Tontines  Online session for IFOA Life Board’s Research Subcommittee  June 2022  Catherine Donnelly
Decumulation of pension savings: pooled annuity funds as a better, greener alternative  Presentation at 3d IMA Conference on Mathematics in Finance  June 2022  Catherine Donnelly
Pooled annuity fund and investment risk-sharing Online session for the US Academy of Actuaries March 2022 Catherine Donnelly

The next generation of CDC pensions? Analysing a post-retirement retirement vehicle. 

Webinar  March 2022 Catherine Donnelly, Andres Barajas-Paz and John Taylor

The next generation of CDC pensions? Analysing a post-retirement retirement vehicle. 

Webinar  February 2022 Catherine Donnelly and Leah Evans
2021 outputs         
IFoA Pensions Board - presentation followed by discussion with Pension Board members Presentation  November 2021 Catherine Donnelly
Pooled annuity funds: a solution to the decumulation crisis, Notre-Dame University, Lebanon Webinar November 2021 Catherine Donnelly
Pooled annuity funds: a solution to the decumulation crisis, Center for Financial and Actuarial Mathematics, University of Minnesota Webinar October 2021 Catherine Donnelly
Pooled annuity funds: a solution to the decumulation crisis, Waterloo Actuarial Science Seminar Webinar September 2021 Catherine Donnelly
The Great Risk Transfer, Round-table discussion  Panellist  September 2021 Catherine Donnelly

Pooled annuity funds: a solution to the decumulation crisis, Actuarial Teachers and Researchers Conference 2021, University Colleage Dublin 

Webinar  June 2021 Catherine Donnelly
Pooled annuity funds: a solution to the decumulation crisis, Faculty of Actuaries Students' Society (FASS ) Webinar  May 2021 Catherine Donnelly

Tontines: an innovative answer to the decumulation crisis, Westminster & City "Rethinking Retirement Income" conference

Webinar

January 2021

Catherine Donnelly

Staying the course: how pooled annuity funds are proving an attractive alternative, The Actuary

Article  May 2021 Thomas Bernhardt and Catherine Donnelly
Pooling longevity for a better retirement income: how many people are needed? at the University of Nebraska-Lincoln Snell seminar series Presentation April 2021

Catherine Donnelly

Pooling longevity for a better retirement income: How many people are needed? at the University of York/Yorkshire Actuarial Society seminar series Presentation March 2021 Catherine Donnelly
Are tontines the solution to the decumulation conundrum?, Mallow Street Article September 2020 Sandre Wolf
Quantifying the trade-off between income stability and the number of members in a pooled annuity fund Preprint 
doi:10.1017/asb.2020.33
August 2020 Thomas Bernhardt and Catherine Donnelly

 

 

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