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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

  • 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 will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • KSS event in Stirling: Public Sector Pensions

    M&G Prudential, Stirling Craigforth Campus, Stirling
    30 January 2020

    Spaces available

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

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • KSS event in Edinburgh: Public Sector Pensions

    Hymans Robertson 1, Exchange Place, Semple St, Edinburgh
    30 January 2020

    Spaces available

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

    Speaker: Allan Martin will present this talk on 30 January in Glasgow, Stirling and Edinburgh. If you wish to register for another location please return to the Events Calendar.

  • The Great Risk Transfer – Breakfast briefing and launch event

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

    Fully booked.

     

    Launch of the IFoA’s 2020 thought leadership campaign The Great Risk Transfer. The campaign will examine the trend of the transfer of risk from institutions to individuals, and how people can be better equipped to manage the financial risks they now face. At this breakfast event the IFoA will launch a call for evidence on this topic.

  • Joint IFoA and SOAT Professional Skills Training event - Bangkok

    Thai Life Insurance PCL, 13th Floor, Meeting Room 13/2, 123 Ratchadaphisek Road, Din Daeng, Bangkok 10400, Thailand  
    7 February 2020

    Spaces available

    This session is jointly organised by the Institute and Faculty of Actuaries (IFoA) and the Society of Actuaries of Thailand (SOAT).

    Video case studies will be selected from the IFoA’s 2019/2020 online content which covers a range of topics under an overarching theme of “A Trusted Profession”. This session is suitable for actuaries working in any area (i.e. it is not specifically aimed at Life, GI or any other technical discipline) and is interactive, so you should come along prepared to take part in the discussions.

     

  • Cyber Risk Event

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

    Spaces available

    What do good cyber practices look like and, to what extent, can we as an industry implement these operationally and recognise these for underwriting?

  • KSS event: Where now for pensions?

    Royal London Group, 1 Thistle Street, Edinburgh, EH2 1DG
    18 February 2020

    Spaces available

    With a single party government at Westminster holding a comfortable majority, and with the first phase of Brexit complete, the potential for radical reforms of the pensions landscape is increased. 

    Former Pensions Minister Steve Webb discusses what changes we can expect to see in pensions including in state pensions, pension tax relief, automatic enrolment and the workplace pension landscape.

  • 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.

  • Spaces available

    Investors globally are embracing ESG but what does this involve and can ESG be measured? Louise Dudley, Global Equity Portfolio Manager at Hermes Investment Management will outline the taxonomy often used when talking about ESG (exclusion, screening, engagement, sustainable, impact, responsible investing), talk about the importance of stewardship and engagement, and showcase evidence to the question as to whether ESG adds va

  • KSS event: How is Scotland’s population changing and what are the implications?

    New Register House, 3 West Register Street, Edinburgh
    5 March 2020

    Spaces available

    The National Records of Scotland (NRS) collects, preserves and produces information about Scotland's people and history to inform current and future generations - work that underpins the fabric of Scottish society and tells the story of our nation. This KSS talk will explore the following and other areas impacting Scotland’s changing population, and assess the potential implications of the changes:

  • Highlights of the Life Conference 2019 - London

    America Square Conference Centre, 17, One Crosswall, America Square, London EC3N 2LB  
    11 March 2020

    Spaces available

    This event will cover the highlights from last year's Life Conference 2019 held in Dublin. The Conference Committee has reviewed session feedback and has put together a high-quality technical programme featuring the best-reviewed sessions from the conference. Book now to ensure your place.

  • Board agenda: Why Responsible Investing, ESG, and Climate Change matters to Pension Funds, Companies

    Staple Inn, 4 High Holborn, Holborn, London. WC1V 6DR, UK
    19 March 2020

    Spaces available

    Recent years have seen ESG, Climate Change, and Responsible Investing thrust onto the corporate agenda in every boardroom. The same also be said for pension funds. Expectations of how companies should respond are high and NEDs on Boards are expected to adapt and adjust their guidance to companies accordingly. What does this mean for Actuaries serving as NEDs and Trustees?

  • KSS event: A Cashless Society- Benefits, Risks, Issues and Developments

    Deloitte, 4th Floor, Saltire Court, 20 Castle Terrace
    19 March 2020

    Spaces available

    Speaker: Iain Collier, Chair of the CSWP

    The talk will look to cover the following: Progression towards a Cashless Society • Developments home and overseas • Benefits, Risks and Issues • Crypto Currencies and Central Bank Digital Currencies.

    There will be an extended Q&A session at the end of the event.

  • Spring Lecture 2020, Edinburgh - Vicky Pryce

    Assembly Rooms, 54 George St, Edinburgh EH2 2LR
    25 March 2020

    Spaces available

    What next in Economic Policy? Please join us for our annual Spring Lecture presented by Vicky Pryce in Edinburgh. Vicky is Chief Economic Adviser and a board member at the Centre for Economics and Business Research (CEBR).

  • Spring Lecture 2020: Live Streaming at Staple Inn - Vicky Pryce

    Staple Inn Hall, High Holborn, London, WC1 V 7QJ
    25 March 2020

    Spaces available

    This event will be live streamed from Edinburgh. 

    What next in Economic Policy? Please join us for our annual Spring Lecture presented by Vicky Pryce in Edinburgh. Vicky is Chief Economic Adviser and a board member at the Centre for Economics and Business Research (CEBR).

  • Spring Lecture 2020: Live Streaming

    Webinar
    25 March 2020

    Spaces available

    What next in Economic Policy? Please join us on 25 March 2020 for the live stream of our annual Spring Lecture presented by Vicky Pryce in Edinburgh. Vicky is Chief Economic Adviser and a board member at the Centre for Economics and Business Research (CEBR).

  • SIAS Event: CMI Update

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    1 April 2020

    Spaces available

    Following the release of the updated CMI Mortality Projection Model, CMI_2019, the CMI Mortality Projections Committee will lead a discussion on future mortality improvements.

  • Finance and Investment Conference 2020

    Royal College of Physicians, 11 St Andrews Pl, London NW1 4LE
    05-05 May 2020
    Spaces available

    Join us at this year’s Finance and Investment Conference in London that will focus on ESG. The environmental, social and governance (ESG) space is growing rapidly and increasingly moving centre stage. In many cases, it is now an essential part of policy and central to the way stakeholders make decisions for the long term to ensure retention of clients, manage risk better, and ensure more economically efficient and sustainable investment returns.

    ESG factors cover a wide range of areas reflecting how vital consideration of these factors are part of wider systemic risks.

  • 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

    Join us at the IFoA Asia Conference 2020 at CCEC Nexus, Kuala Lumpur where intellectual thought leaders, senior industry players, opinion formers, academics, actuaries and non-actuaries from across Asia and beyond are expected to attend. This year's landmark conference promises to an exciting one as our first Asian President-elect, Tan Suee Chieh will, as newly appointed president of the IFoA, use his presidential address to highlight the two key pillars of the IFoA’s emerging strategy:

    • the reinvention of the profession in terms of its skillsets and mind-sets so that we can thrive in an increasing range of domains in a digital age;
    • the widening application of actuarial science in achieving social impact and sustainability goals.

    We are also delighted to announce that the Honourable Mr. Lim Guan Eng, Minister of Finance, Malaysia, will be the guest of honour at this year's conference.

    Early bird registration is now open until 1 March.  10% group discounts are offered to a minimum of six IFoA members booking in a single transaction.  Limited spaces are available, so please sign-up early to avoid disappointment.