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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TPR Climate Change Guidance Consultation
17 August 2021
Louise Pryor, IFoA President, will chair this free-to-view session, in which Alex Darsley, TPR, Actuarial Regulatory Policy, will be discussing the regulator’s Climate Change Guidance Consultation, which is seeking views on new guidance designed to help trustees meet tougher standards of governance in relation to climate change ri -
September 2021 - Exam Preparation Techniques Webinar
23 August 2021.
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Internal audit is often the Cinderella of the audit world. It’s a regulatory requirement for insurance companies to have an internal audit function, so why not make it as useful as possible? This session will look at how to link an internal audit plan to the risk register, and how that helps audit committees and boards to spot problems and fix them. -
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.
Louise Pryor, IFoA President, will chair this free-to-view session, in which Alex Darsley, TPR, Actuarial Regulatory Policy, will be discussing the regulator’s 
Internal audit is often the Cinderella of the audit world. It’s a regulatory requirement for insurance companies to have an internal audit function, so why not make it as useful as possible? This session will look at how to link an internal audit plan to the risk register, and how that helps audit committees and boards to spot problems and fix them.
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.