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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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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The importance of biodiversity for finance, business and policy is being increasingly recognised. While many studies highlight the overall economic impact that biodiversity loss could have, it is much more difficult to quantify and understand the particular impact that is may have on individual businesses or communities. The management and measurement of these risks is a field where actuaries are well placed to contribute. -
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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GIRO 2021 Webinar Series
Online8 November 2021 - 19 November 2021
Join leading experts to discuss key issues, emerging ideas and new research across the general insurance sector. -
Proposals for changes to the regulatory framework on climate change and sustainability
11 November 2021This is a free webinar with an expert panel providing their views on the ongoing IFoA consultation for proposals regarding changes to the regulatory framework on climate change and sustainability.
The regulatory consultation sets out, for feedback some proposed approaches that the IFoA are considering in relation to charter commitments under the UK’s Green Finance Education Charter (GFEC) and the regulatory framework, including the Actuaries’ Code.
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Life 2021 Webinar Series
Online22 November 2021 - 26 November 2021
Join leading experts to discuss key issues, emerging ideas, and new research across the Life insurance sector. -
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.
The importance of biodiversity for finance, business and policy is being increasingly recognised. While many studies highlight the overall economic impact that biodiversity loss could have, it is much more difficult to quantify and understand the particular impact that is may have on individual businesses or communities. The management and measurement of these risks is a field where actuaries are well placed to contribute.
Join leading experts to discuss key issues, emerging ideas and new research across the general insurance sector.
Join leading experts to discuss key issues, emerging ideas, and new research across the Life insurance sector.
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.