Key research outputs
|
Title |
Type of output |
Date |
Authors |
|---|---|---|---|
| Modern tontine with bequest: innovation in pooled annuity products - accepted for publication in Insurance: Mathematics and Economics | 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 |
| Research paper | 14 June 2018 | S. Bonnar, L. Curtis, M. Leon-Ledesma, J. Oberoi, K. Rybczynski, M. Zhou | |
| Research paper | 23 May 2019 | Jaideep S. Oberoi, Aniketh Pittea and Pradip Tapadar | |
Policy briefings
| Title | Type of output | Date | Authors |
|---|---|---|---|
| Retirement adequacy: an open goal | Briefing | 23 July 2018 | IFoA |
| Retirement Readiness: Survey report from Australia, the UK and the USA |
Briefing |
11 October 2017 | IFoA |
| Can we help consumers avoid running out of money in retirement? |
Briefing |
25 April 2018 | IFoA |
| Intergenerational Fairness Bulletin: Issue 2 – Retirement |
Briefing |
31 May 2017 | IFoA |
Other outputs
|
Title |
Type of output |
Date |
Authors |
|---|---|---|---|
| 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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Events calendar
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Actuarial Innovation in the COVID-19 era
This event is online.26 April 2021 - 7 May 2021
Join us for this brand new IFoA webinar weries comprising of a fortnight of webinars, panel sessions and a hackathon, that showcase the range of ways in which the actuarial profession has added value, in the public interest, to the understanding and management of the current and future pandemics through insight and learning. -
This event is also repeated on Tuesday 27 April, 09.00-10.30. Please click here to register your place if Tuesday is your preferred choice.
Actuaries have a lot to offer biodiversity management over the next decade as the world develops more depth to its response to this global challenge. This sessional offers an opportunity to learn about this emergent risk, to contribute to our thinking as a profession and help us develop the next steps forward.
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Europe Town Hall
28 April 2021
IFoA Immediate Past President John Taylor would like to invite you to the Institute and Faculty of Actuaries’ (IFoA) virtual Europe Town Hall, hosted by John Taylor with IFoA Council Members Alan Rae, Jennifer Hartley, Maribel Vasquez Flores and IFoA Chief Executive, Stephen Mann.
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Mis-estimation risk is a key element of demographic risk, and past work has focused on mis-estimation risk on a run-off basis. However, this does not meet the requirements of regulatory regimes like Solvency II, which demands that capital requirements are set through the prism of a finite horizon like one year. This paper presents a value-at-risk approach to mis-estimation risk suitable for Solvency II work -
Finance & Investment Virtual Conference 2021
Available to watch globally in May.10-12 May 2021
This year's Finance and Investment Virtual Conference takes on the timely theme of ‘resilience’, something we have all learnt a lot more about in the last year! Our diverse range of talks will explore the theme of resilience in a variety of ways including in building robust investment portfolios, in the incorporation of ESG factors, in govern -
Wearables in insurance: a win-win opportunity
14 May 2021
This talk will explore the potential benefits that wearable tech can bring to health & protection insurers and their customers. The traditional approach of integrating wearables into insurance has largely focused on measuring steps and using rewards-based incentive programs to encourage more activity. -
Join us for this talk with Professor Sir Adrian Smith as part of the 'Dr Patrick Poon Presidential Speaker Series'. Professor Smith joined The Alan Turing Institute as Institute Director and Chief Executive in September 2018. In November 2020, he became President of the Royal Society, in addition to his leadership of the Turing. He is also a member of the government's AI Council, which helps boost AI growth in the UK and promote its adoption and ethical use in businesses and organisations across the country. He received a knighthood in the 2011 New Year Honours list. -
General Insurance Spring Conference 2021 webinar series
Online conference19-25 May 2021
The General Insurance (GI) Spring Conference is a result of the General Insurance Lifelong Learning Committee (GILL) combining this year’s 'Current Issues in General Insurance' (CIGI) and 'Technical Issues in General Insurance' (TIGI) conferences into a virtual webinar series over 19 – 25 May that will be available to watch online globally. -
CILA 2021
Available to watch globally in May.19-21 May 2021
We continue to live in a world of global uncertainty. Survival depends on our ability to simultaneously navigate through the diverse root-causes, ranging from: the consequences of Climate Change; on-going financial consequences of the COVID pandemic; or self-imposed changes in regulatory requirements and accounting standards. -
This is a free webinar on the consultation on changes to the Practising Certificates (PC) Scheme.
The proposals come from a recent review of the PC Scheme which was the first substantive look at the IFoA’s approach to the requirements and process for PCs since 2010. It responds directly to feedback received on how the current scheme works especially that received from members and PC Holders.
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Pensions Conference 2021
Online webinar series16-22 June 2021
Welcome to the programme for our 2nd Virtual Pensions Conference. This year's conference features 11 webinars offering members and non-members the opportunity to get up to date content from leading experts in the pension industry. There will also be opportunity to ask questions and contribute to the discussion. -
Annual General Meeting 2021
24 June 2021Given our commitment to the safety of our members and employees, and as the easing of restrictions in respect of COVID-19 cannot be guaranteed at this point in time, we have decided to hold our AGM virtually again this year.
The Business of the AGM
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This is a free webinar on the consultation on changes to the Practising Certificates (PC) Scheme.The proposals come from a recent review of the PC Scheme which was the first substantive look at the IFoA’s approach to the requirements and process for PCs since 2010. It responds directly to feedback received on how the current scheme works especially that received from members and PC Holders.
Join us for this brand new IFoA webinar weries comprising of a fortnight of webinars, panel sessions and a 
Mis-estimation risk is a key element of demographic risk, and past work has focused on mis-estimation risk on a run-off basis. However, this does not meet the requirements of regulatory regimes like Solvency II, which demands that capital requirements are set through the prism of a finite horizon like one year. This paper presents a value-at-risk approach to mis-estimation risk suitable for Solvency II work
This talk will explore the potential benefits that wearable tech can bring to health & protection insurers and their customers. The traditional approach of integrating wearables into insurance has largely focused on measuring steps and using rewards-based incentive programs to encourage more activity.
Join us for this talk with Professor Sir Adrian Smith as part of the 'Dr Patrick Poon Presidential Speaker Series'. Professor Smith joined The Alan Turing Institute as Institute Director and Chief Executive in September 2018. In November 2020, he became President of the Royal Society, in addition to his leadership of the Turing. He is also a member of the government's AI Council, which helps boost AI growth in the UK and promote its adoption and ethical use in businesses and organisations across the country. He received a knighthood in the 2011 New Year Honours list.
The General Insurance (GI) Spring Conference is a result of the General Insurance Lifelong Learning Committee (GILL) combining this year’s 'Current Issues in General Insurance' (CIGI) and 'Technical Issues in General Insurance' (TIGI) conferences into a virtual webinar series over 19 – 25 May that will be available to watch online globally.
Welcome to the programme for our 2nd Virtual Pensions Conference. This year's conference features 11 webinars offering members and non-members the opportunity to get up to date content from leading experts in the pension industry. There will also be opportunity to ask questions and contribute to the discussion.
This is a free webinar on the consultation on changes to the Practising Certificates (PC) Scheme.