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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

  • Life Conference 2019

    The Convention Centre Dublin, Spencer Dock, North Wall Quay, Dublin 1
    20-22 November 2019
    Fully booked.

    The Life Conference is the premier event for professionals interested in life insurance.  Offering a wide range of workshops and plenary sessions it’s the perfect opportunity to discover what’s hot and current in life insurance ensuring you get up to date on the latest thinking and innovation whilst meeting and exchanging ideas with a broad range of professionals.

  • KSS event: Climate change, ESG and what it means for Insurers

    PwC Edinburgh, Atria 1, 144 Morrison St, Edinburgh
    2 December 2019

    Spaces available

    Speaker: Pallavi Konwar

    Pallavi has a background in banking and asset management as well as within government. She started her career at Wall Street in New York, where she worked for Citigroup on mortgage securitisations and collateral analysis. Before joining PwC, she worked within the Infrastructure UK team at HM Treasury. where she was responsible for contributing to the National Infrastructure Plan and reporting on the performance and delivery of nationally significant infrastructure projects.

  • Autumn Lecture 2019, London - Dr Kay Swinburne

    Lincoln's Inn The Treasury Office, London WC2A 3TL
    2 December 2019

    Spaces available

    We are delighted to announce that Dr Kay Swinburne will deliver this year’s lecture, "It’s not all about the numbers – regulatory challenges for UK financial services post-Brexit"

  • SIAS Event: Discount Rates are Flawed

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    3 December 2019

    Spaces available

    This talk will be given by Jon Spain who, as far back as 1983, has been working independently, trying to bring “long-term” back to UK actuarial thinking. His current focus is on discount rates (see discrate.com).

  • A Holistic Study into Cash flow Driven Investment

    Staple Inn, 4 High Holborn, Holborn, London WC1V 6DR, UK
    4 December 2019

    Spaces available

    Given that Cashflow Driven Investment strategy has attracted growing interests from pension funds and insurers at the backdrop of current market conditions and clients’ circumstances, the objective of this event is to gather thought leaders from asset managers, banks and insurers to offer attendees their perspectives and insights on main aspects of consideration when adopting this strategy.

  • Your Actuarial Career: Managing Career Breaks

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    5 December 2019

    Spaces available

    Maternity or paternity leave, sabbaticals to study or travel, managing care responsibilities or escaping unemployment – Join Chika Aghadiuno and a panel of IFoA guests including Liz Dimmock, Founder & CEO of Women Ahead (International), and Lee Faulkner, Financial Wellbeing Actuary, First Actuarial, to explore the issues around career breaks from the perspective of an employee and an employer.

  • Sessional Meeting - Silent Cyber Assessment Framework

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    9 December 2019

    Spaces available

    The (re)insurance industry is faced with a growing risk related to the development of information technology (IT). This growth is creating an increasingly digitally interconnected world with more and more dependence being placed on IT systems to manage processes. Note: Registration is from 17.30 in time for the sessional to begin at 18.00.

  • CPD Member Event in Shanghai, China

    Function Room, F39, S1 Fuson Group, the Bund Finance Centre, No.600 Zhongshang East 2nd Road, Huangpu District, Shanghai Chinese address：BFC外滩国际金融金融中心，S1复星集团,39层报告厅,上海中山东二路600号
    9 December 2019

    Spaces available

    The IFoA’s President-elect Tan Suee Chieh will visit Shanghai. We will host CPD and Awards Presenting event on Monday 9 December 2019. The event is part of Mr Tan’s first presidential trip to China.

  • Professional Skills Training - London (10 December 2019)

    Staple Inn, High Holborn, London WC1V 7QJ  
    10 December 2019

    Spaces available

    This event will be of interest to students and recently qualified actuaries.

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2019/2020.  The content and discussion at this session is particularly tailored to actuarial students and newly qualified actuaries working in any area and the format is interactive, so you should come along prepared to take part in the discussions with your peers.

  • IFoA Joint Member Event with the Sunshine Insurance Group, Beijing China

    Room TBC, Kuntai International Plaza, No.12, Chaowai Street, Chaoyang District, Beijing 地址：会议室待定，北京市朝阳区朝外大街乙12号1号楼昆泰国际大厦
    12 December 2019

    Spaces available

    The IFoA’s President-elect Tan Suee Chieh will visit Beijing. We will co-host CPD and Awards Presenting event with the Sunshine Insurance Group on Thursday 12 December 2019. The event is part of Mr Tan’s first presidential trip to China.

  • ARC Sessional Research Event: Drivers of Mortality - Risk Factors and Inequality

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    6 January 2020

    Spaces available

    The authors will focus on a large dataset obtained from the UK’s Office for National Statistics (ONS) and related sources. Data are available at the level of Lower Super Output Areas (LSOAs) – small geographical areas with, typically, 1000-2000 residents and include death counts, exposures and a significant number of socio-economic variables including the index of multiple deprivation (IMD).

  • SIAS Event: My Journey to Data Science, Big Data and AI

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    7 January 2020

    Spaces available

    Patrick Lee is an actuary who has made the transition to working in software architecture and artificial intelligence (AI). He holds Microsoft Professional qualifications in Data Science, Big Data and AI and is currently working towards a DevOps (the automation of software testing and deployment) qualification. He is a member of the IFoA Council and is also President of the Wessex Actuarial Society. He is also a member of the IFoA and the RSS's joint Data Science Focus Group and will talk on the ethical use of AI. 

  • NoCA event - The Matching Adjustment Calculation

    N/A
    10 January 2020

    Spaces available

    This presentation covers the detail for how the matching adjustment is calculated. A small simple example spreadsheet is provided and discussed in detail.

    For actuaries wanting to get more involved with the matching adjustment, this is the opportunity to get a detailed description of the mechanics involved. This includes cashflows derisking, PRA tests as well as hypothecation.

    The presentation is provided by James Sharpe who has worked on a number of matching adjustment calculations with several firms.

  • IFoA Volunteer Recognition Reception

    Staple Inn, 4 High Holborn, Holborn, London WC1V 6DR, UK
    15 January 2020

    Spaces available

    As a thank you to all our Institute and Faculty of Actuaries (IFoA) volunteers, you are invited to join us at Staple Inn Hall, for an evening of drinks, canapes and networking, in London.

    IFoA President, John Taylor, will be attending and will make a speech

    If you support the IFoA as a volunteer (member or non-member), or in any other role, and you are going to be in London on 15 January, please book your place and join us at this reception.

     

  • Professional Skills Training - London (16 January 2020)

    Staple Inn, High Holborn, London WC1V 7QJ
    16 January 2020

    Spaces available

    A Trusted Profession

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2019/2020.  This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • Sessional Meeting - Operational Risk Dependencies

    Royal College of Physicians of Edinburgh 9 Queen St Edinburgh EH2 1JQ
    20 January 2020

    Spaces available

    The Operational Risk Working Party aims to assist actuaries and others in the modelling and management of operational risk. One of the key challenges in modelling operational risk is the modelling of dependencies between operational risks, and between operational and non-operational risks such as market, credit and insurance risk. Their paper seeks to assist in this regard, and help develop good practice in setting assumptions and modelling operational risk dependencies. 

  • Professional Skills Training - Edinburgh (23 January 2020)

    IFoA (Edinburgh), Level 2, Exchange Crescent 7 Conference Square Edinburgh EH3 8RA
    23 January 2020

    Spaces available

    A Trusted Profession

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2019/2020.  This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • KSS event in Glasgow: Public Sector Pensions

    Hymans Robertson, Glasgow 20 Waterloo St, Glasgow
    30 January 2020

    Spaces available

    – the unappreciated key assumption, the resulting unsustainable promises, the unmanaged risk and the unrecognised debt? 

    Speaker: Allan Martin

    Come to your local KSS meeting to discover your future tax paying liability, the massive intergenerational transfer you are making and consider your professional public interest undertaking.

  • ARC Sessional Research Event

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    3 February 2020

    Spaces available

    This sessional will be delivered by members of the research team working on the ARC “Big Health & Actuarial Data’ research programme, led by Professor Elena Kulinskaya (University of East Anglia).

  • Professional Skills Training - London (11 February 2020)

    Staple Inn, High Holborn, London WC1V 7QJ         
    11 February 2020

    Spaces available

    A Trusted Profession

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2019/2020.  This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • Sessional: Impact of E-cigarettes Working Party

    Royal College of Physicians, 9 Queen St, Edinburgh EH2 1JQ
    24 February 2020

    Spaces available

    This sessional meeting will be of direct interest to actuaries and others working in the in the Health and Care, Life or Pensions sectors or indeed actuaries with an interest in morbidity or mortality. Note: Registration is from 17.30 in time for the sessional to begin at 18.00.

  • Professional Skills Training - Edinburgh (25 February 2020)

    IFoA (Edinburgh), Level 2, Exchange Crescent 7 Conference Square Edinburgh EH3 8RA
    25 February 2020

    Spaces available

    A Trusted Profession

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2019/2020.  This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Pensions, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

  • IFoA Asia Conference 2020, Kuala Lumpur

    CCEC Nexus, 7, Jalan Kerinchi, Bangsar South, 59200 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur, Malaysia
    24-25 June 2020
    Spaces available

    The sixth annual Asia Conference once again offers a prestigious line-up of home and international speakers discussing the insurance and financial industry’s innovation and change in Asia. This year's conference in Kuala Lumpur will be hosted by Tan Suee Chieh, IFoA’s first Asian President. He will also make his Presidential address at this conference and will expand on the important elements of IFoA’s new strategy. 

    Additionally, this landmark conference will showcase how the IFoA is reinventing itself to support its members to succeed and thrive in a digital age, within traditional businesses and beyond, as a global organisation. 

    No tot be missed by international industry players, opinion formers, academic and industry leaders, actuaries and non-actuaries.