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Pensions: research outputs and policy briefings

An overview of IFoA and ARC publications and presentations relating to pensions.

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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

Population Structure and Asset Values

 Research paper 14 June 2018 S. Bonnar, L. Curtis, M. Leon-Ledesma, J. Oberoi, K. Rybczynski, M. Zhou

Graphical model approaches

 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

  • Asia Conference Webinar Series

    Webinars
    7 September 2020 - 25 September 2020

    Spaces available

    There will be a prestigious line-up of international speakers discussing the insurance and financial industry’s innovation and change in Asia.  The conference will take place throughout September via an online platform. The webinars consist of plenary speaking sessions and a series of workshop sessions including Life, GI, Data Science, Sustainability, Risk Management and Investment.

    This will be the perfect opportunity for you to discover,ask questions and be at the forefront of current and developing actuarial/financial topics and trends in Asia.

     

  • Personal and Professional Lifelong Learning – Supporting CPD Co-ordinators and Others

    Webinar
    23 September 2020

    Spaces available

    This free 90 minute webinar is designed to support the IFoA CPD Co-ordinators, and others, involved in supporting our members to achieve their CPD requirements. 

    The programme will include an overview of the new CPD Scheme; specifically sharing with you key messages to support you implement and embrace the new CPD Scheme for our members within your organisation and regional community; how to arrange a reflective practice discussion; and an interactive reflective practice discussion learning exercise.  In addition, delegates will gain information about accessing, and making the most of the IFoA event Toolkits which you can make use of to run your own in-house events and events for regional communities. 

  • Asia Conference Webinar: The Role of Data Science in Customer-centric Insurance

    Webinar
    23 September 2020

    Spaces available

    16.00-17.00 GMT+8

    Consumer expectations are changing Insurance. The Royal Commission in Australia, Design Obligations in the UK, the insurtech ecosystem, and digital-first consumers demanding personalised solutions will all revolutionise how insurance looks like in the future.

  • Asia Conference Webinar: Ageing/Mortality Panel Session

    Webinar
    24 September 2020

    Spaces available

    12.00-13.00 GMT+8

    This presenter / panel workshop hybrid will be anchored by two presentations examining the socioeconomic, medical and technological factors that will have a significant impact on mortality and our pricing over the next 20 years and beyond. It will also discuss whether significant mortality improvement will continue in Asia or whether varying experience of low improvements or deterioration. 

  • Asia Conference:The C-Ross Phase II and its Potential Impact on Chinese Market

    Webinar
    25 September 2020

    Spaces available

    12.00-13.00 GMT+8

    This presentation aims to provides an overview of the reformation of current Chinese regulatory solvency regime, how industry coping with the new normal after pandemic time and how the reformation of the regulation could help the insurance industry gets back on its feet as well as coming back to the “protection” core value for the policyholders. The presentation would include:

  • Asia Conference:Changes of China’s 2nd set Standardized CI definitions and Mortality Table

    Webinar
    25 September 2020

    Spaces available

    16.00-17.00 (GMT+8) | 09.00-10.00 (BST)

    The basic data of China’s 2nd Critical Illness Mortality Table covers 2000+ products in Chinese market, including about 340 million insurance policies and 5.1 million claimants. Presenter will give the audience a general understanding including but not limited to the following contents:

  • Autumn Lecture 2020: Professor Elroy Dimson

    Online webinar
    14 October 2020

    Spaces available

    Many individuals and institutions have a long-term focus, and invest funds for the benefit of future generations. Their strategy should reflect their long horizon. University endowments are one of the oldest classes of institutional investor, and I will present the first study of the management of these endowments over the very long term.

  • GIRO Conference 2020 Webinar Series

    Available to watch globally in November.
    02-13 November 2020
    Spaces available

    This year's GIRO has been re-designed as a virtual conference to offer members and non-members the opportunity to get up to date content from leading experts in the general insurance field via online webinars. All sessions will be recorded and made available to purchase and re-watch post-event on the IFoA's GI Online Learning Resource area.

  • Autumn Pensions Webinar: Cash is King - What next for CDI?

    Webinar
    4 December 2020

    Spaces available

    Cash-flow driven investing is a game-changer for DB pension funds navigating their end-game. Suitable for sponsors who want to reduce risks on their balance sheets. And for trustees, it shifts the focus to providing greater certainty of returns, managing funding level volatility and ensuring they have enough income to pay cash-flow requirements.

  • Autumn Pensions Webinar: Impact of Dividends

    Webinar
    8 December 2020

    Spaces available

    The talk will provide an understanding of the priorities and relationships between deficit reduction contributions, in the context of wider scheme funding, and different types of value outflow from the employer based on the working party’s recently published report.