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Numeric listing of working papers

Working Paper 121

Mortality experience of pensioners by industry classification for the period 2010 to 2017 (Issue date: 31/05/2019)

Working Paper 120

Final “IP06” claim inception rates for individual income protection (Issue date: 27/3/2019)

Working Paper 119 CMI Mortality Projections Model: CMI_2018 (v01 issue date: 07/03/2019; v02 issue date: 02/04/2019)
Working Paper 118 Mortality experience of pensioners for the period 2010 to 2017 (Issue date: 28/02/2019)
Working Paper 117

"All offices" experience of pension annuities in payment, 2011-2016 (Issue date: 01/02/2019)

Working Paper 116 The value of the period smoothing parameter, Sk1, in CMI_2018 (Issue date: 01/02/2019)
Working Paper 115

CMI Mortality Projections Model – Interim update (v01 issue date: 19/12/2018; v02 issue date 07/03/2019)

Working Paper 114

Consultation on the value of the period smoothing parameter, Sk (Issue date: 07/12/2018; response date: 18/01/2019)

Working Paper 113 Final “S3” Series mortality tables (Issue date: 05/12/2018)
Working Paper 112 Additional analyses of the experience of pension annuities in payment, 2011-2014 (Issue date: 02/11/2018; Reissue date: 01/02/2019)
Working Paper 111

Regular monitoring of England & Wales population mortality (Issue date: 23/10/2018; Response date: 30/11/2018)

Working Paper 110

Using the CMI Mortality Projections Model for assured lives (Issue date: 04/10/2018; Response date: 31/12/2018)

Working Paper 109 Proposed “IP06” claim inception rates for individual income protection (Issue date:11/07/2018; Response date: 30/09/2018)
Working Paper 108 Interim “all offices” experience of term assurances, 2011-2015 (Issue date: 08/06/2018; Response date: 12/07/2018).
Working Paper 107 Proposed graduations of the CMI SAPS 2009-2016 mortality experience based on data collected by 30 June 2017. (Issue date: 05/06/2018; Response date: 14/09/2018).
Working Paper 106

A proposed approach to closing off CMI mortality tables. (Issue date: 05/06/2018; Response date: 14/09/2018)

Working Paper 105 CMI Mortality Projections Model: CMI_2017 (v01 issue date: 01/03/2018; v02 issue date: 08/05/2018)
Working Paper 104

Mortality experience of pensioners for the period 2009 to 2016 (Issue date: 19/01/2018)

Working Paper 103 CMI Mortality Projections Model – Mid-year update (Issue date: 08/11/2017)
Working Paper 102 Income Protection experience by benefit amount band and policy duration, 2003-2010 (Issue date: 25/08/2017)
Working Paper 101 “All offices” experience of pension annuities in payment, 2011-2014 (Issue date: 27/07/2017; Reissue date: 01/02/2019)
Working Paper 100 A second report on high age mortality (Issue date: 30/06/2017)
Working Paper 99

CMI Mortality Projections Model: Software user guide (v01 issue date: 27/03/2017; v02 issue date: 08/11/2017)

Working Paper 98 CMI Mortality Projections Model: Methods (Issue date: 27/03/2017)
Working Paper 97

CMI Mortality Projections Model: CMI_2016 (v01 issue date: 27/03/2017; v02 issue date: 08/11/2017)

Working Paper 96 “All offices” individual Income Protection sickness experience for the 2007-2010 quadrennium  (Issue date:  17/03/2017)
Working Paper 95 Mortality experience of pensioners for the period 2008 to 2015 (Issue date: 22/02/2017)
Working Paper 94 Final "08" Series of accelerated critical illness and term mortality tables (Issue date:  27/01/2017)
Working Paper 93 CMI Mortality Projections Model: Consultation responses and plans for CMI_2016 (Issue date: 29/11/2016; Reissued: 02/12/2016)
Working Paper 92 Proposed “08” Series term mortality tables (Issue date:  07/10/2016; Response date: 30/11/2016
Working Paper 91 CMI Mortality Projections Model consultation - technical paper.  (Issue date: 31/08/2016)
Working Paper 90 CMI Mortality Projections Model consultation. (Issue date: 22/06/2016; Reissued 31/08/2016; Response date: 30/09/2016)
Working Paper 89 Proposed “08” Series accelerated critical illness tables (Issue date: 06/05/2016; Reissued: 07/10/2016; Response date: 30/11/2016)
Working Paper 88 Mortality experience of pensioners for the period 2007 to 2014 (Issue date: 24/02/2016)
Working Paper 87 Mortality experience of enhanced annuities in 2007-2010 (Issue date: 17/12/2015; Response date: N/A)
Working Paper 86 An investigation into the mortality experience by industry classification of pensioners of self-administered pension schemes (Issue date: 18/11/2015; Response date: N/A)
Working Paper 85 Working Paper 85: Initial report on the features of high age mortality (Issue date 16/10/2015)
Working Paper 84 The CMI Mortality Projections Model, CMI_2015  (Issue date 28/09/2015)
Working Paper 83 Recent mortality in England and Wales (Issue date 28/09/2015. Reissued 06/10/2015)

Working Paper 82

The CMI format for heatmaps of mortality improvements. (Issue date 28/09/2015)
Working Paper 81 Final '08' Series annuities tables (Issue date 30/06/2015)

Working Paper 80

The release dates of future updates to the CMI Mortality Projections Model (issue date: 26/06/2015)
Working Paper 79 Consultation on the release date of future updates to the CMI Mortality Projections Model.  (Issue date: 16/03/2015; Response date: 16/04/2015)

Working Paper 78

Proposed '08' Series annuities tables (Issue date: 06/03/2015; Response date: 10/04/2015)

Working Paper 77

Report of the Graduation and Modelling Working Party (Issue date 06/03/2015)
Working Paper 76 Analysis of the mortality experience of pensioners of self-administered pension schemes for the period 2006-2013 based on data collected by 30 June 2014. (Issue date: 19/12/2014; Reissued: 22/01/2016; Response date: N/A)

Working Paper 75 

All-Offices Mortality and Critical Illness Experience for the 2007-2010 Quadrennium (Issue date: 03/12/2014; Reissued: 01/02/2016)

Working Paper 74

The CMI Mortality Projections Model, CMI_2014 (Issue date: 24/11/2014; Response date: N/A)
Working Paper 73 Analysis of the mortality experience of pensioners of self-administered pension schemes for the period 2005-2012 based on data collected by 30 June 2013. (Issue date: 24/07/2014)

Working Paper 72

Analysis of individual income protection experience, 1991-2009, by cause of sickness.  (Issue date:  17/04/2014; Response Date: N/A)
Working Paper 71 Graduations of the CMI SAPS 2004-2011 mortality experience based on data collected by 30 June 2012 - Final "S2" Series of Mortality Tables. (Issue date: 07/02/2014)

Working Paper 70

The All Offices annuity experience for the 2007-2010 quadrennium (Issue date: 18/10/2013; Response date: N/A)
Working Paper 69 The CMI Mortality Projections Model, CMI_2013, and feedback on the consultation on the future of the CMI Library of Mortality Projections and the CMI Mortality Projections Model. (Issue date: 13/09/2013; Response date: N/A)

Working Paper 68

Notes on statistical modelling of mortality and morbidity experience data (Issue date: 09/07/2013)
Working Paper 67 A revised approach for analysing CMI critical illness experience and restated results for accelerated business, 2003-2006 (Issue date: 10/05/2013)
Working Paper 66 Proposed graduations of the CMI SAPS 2004-2011 mortality experience based on data collected by 30 June 2012. (Issue date: 23/04/2013; Response date: 31/05/2013)
Working Paper 65 Analysis of the mortality experience of pensioners of self-administered pension schemes for the period 2004-2011. (Issue date: 23/04/2013)
Working Paper 64 Consultation on the future of the CMI Library of Mortality Projections and the CMI Mortality Projections Model (Issue date: 12/4/2013; Response date: 31/05/2013)

Working Paper 63

The CMI Mortality Projections Model, CMI_2012 (Issue date: 08/02/2013; Response date: N/A)
Working Paper 62 Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2003-2010 based on data collected by 30 June 2011 (Issue date: 25/05/2012)
Working Paper 61 An investigation into the mortality experience by industry classification of pensioners of self-administered pension schemes (Issue date: 10/05/2012)
Working paper 60 Sickness experience for individual income protection policies: experience for 2003-2006 compared with 1991-2002; results for 1991-2006 re-stated using IPM 1991-98 as the comparison basis (Issue date: 17/02/2012)
Working paper 59 Reporting sickness experience for the CMI individual income protection investigation: summary statement of revised methodology; description of updated format of results tables; and analysis of change in methodology and comparison basis (Issue date: 17/02/2012)

Working paper 58

Supplementary analyses to CMI critical illness diagnosis rates for accelerated business, 2003-2006

Working paper 57

CMI life office mortality 'per policy' results: consultation on the future format of results (Issue date: 30/9/2011; Response date: 30/11/2011)

Working paper 56

CMI life office mortality 'per policy' results: the initial methodology and format (Issue date: 30/9/2011)

Working paper 55

The CMI Mortality Projections Model, CMI_2011 (Issue date: 16/09/2011)

Working paper 54

Advancing the release date of the CMI Mortality Projections Model (Issue date: 04/08/2011; Response date: 09/09/2011)

Working paper 53

An initial investigation into rates of mortality improvement for pensioners of self-administered pension schemes (Issue date: 22/07/2011)

Working paper 52

Cause-specific CMI critical illness diagnosis rates for accelerated business, 2003-2006 (Issue date: 15/06/2011)

Working paper 51

Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2002-2009 based on data collected by 30 June 2010 (Issue date: 20/05/2011)

Working paper 50

CMI critical illness diagnosis rates for accelerated business 2003-2006 (Issue date: 24/01/2011)

Working paper 49

The CMI Mortality Projections Model, 'CMI_2010' (Issue date: 23/11/2010; Response date: n/a)

Working paper 48

An overview of the sickness inception and termination rate graduations (Issue date: 30/07/2010)
Working paper 47 The graduation of sickness rates for the CMI individual income protection experience for males 1991-98 of males, occupational class 1 (Issue date: 30/07/2010)

Working paper 46

Background papers on the analysis of CMI individual income protection claim records (Issue date: 30/07/2010)

Working paper 45

Consultation on the proposed methodology for the analysis of CMI 'per-policy' mortality data (Issue date: 30/04/2010)
Working paper 44 Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2001-2008 based on data collected by 30 June 2009 (Issue date: 01/04/2010)

Working paper 43

CMI critical illness diagnosis rates for accelerated business 1999-2004 (Issue date: 12/02/2010)

Working paper 42

CMI life office mortality experience 2003-2006 (Issue date: 10/12/2009)

Working paper 41

CMI Mortality Projections Model - feedback on consultation and issue of 'CMI_2009' (Issue date: 25/11/2009)

Working paper 40

Changes to the coding guide for CMI per-policy data (Issue date: 17/08/2009)

Working paper 39

A prototype mortality projections model: Part two - a detailed analysis (Issue date: 7/07/2009)

Working paper 38

A prototype mortality projections model: Part one - an outline of the proposed approach (Issue date: 19/06/2009)

Working paper 37

Version 1.1 of the CMI library of mortality projections (Issue date: 13/03/2009)
Working paper 36 The mortality of impaired assured lives: Report on 1995-2006 experience and consultation on the future of the investigation (Issue date: 14/01/2009)
Working paper 35 The graduations of the CMI self-administered pension schemes 2000-2006 mortality experience: Final "S1" series of mortality tables (Issue date: 31/10/2008)
Working paper 34 Methodology and assumptions used for CMI self-administered pension schemes mortality experience analyses (Issue date: 31/10/2008)

Working paper 33

A new methodology for analysing CMI critical illness experience (Issue date: 23/07/2008)
Working papers 31 and 32 Analysis and proposed graduations of the CMI SAPS 2000-2006 mortality experience based on data collected to 30 June 2007 (Issue date: 08/01/2008)
Working paper 30 and the Library of mortality projections The CMI Library of mortality projections (Issue date: 23/11/2007)
Working paper 29 An analysis of the results of the mortality of male and female pensioners of self-administered pension schemes for the period 2000 to 2004 based on data collected by 30 June 2006 (Issue date: 01/10/2007)

Working paper 28

Progress towards an improved methodology for analysing CMI critical illness experience (Issue date: 27/07/2007)

Working paper 27

The "library" of mortality projections (Issue date: 11/07/2007)

Working paper 26

Extensions to younger ages of the "00" series pensioner tables of mortality (Issue date: 20/04/2007)

Working paper 25

Stochastic projection methodologies: Lee-Carter model features, example results and implications (Issue date: 03/04/2007)

Working paper 24

Sickness experience 1999-2002 for group income protection policies (Issue date: 13/12/2006)

Working paper 23

Analysis of individual income protection experience by cause of disability (Issue date: 09/08/2006)

Working papers 21 and 22

The graduation of the CMI 1999-2002 mortality experience: final "00" series mortality tables (Issue date: 01/08/2006)
Working paper 20 Stochastic projection methodologies: further progress and P-Spline model features, example results and implication (Issue date: 05/04/2006)

Working paper 19

Per-policy data submission (Issue date: 21/12/2005)

Working paper 18

1999-2002 critical illness experience: feedback on Working paper 14 and future work (Issue date: 01/12/2005)
Working paper 17

Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2000 to 2003 (Issue date: 11/10/2005)

Working paper 16

The graduation of the CMI 1999-2002 mortality experience: proposed annuitant and pensioner graduations (Issue date: 28/09/2005)

Working paper 15

Projecting future mortality: towards a proposal for a stochastic methodology (Issue date: 20/07/2005)

Working paper 14

Methodology underlying the 1999-2002 CMI critical illness experience investigation (Issue date: 05/05/2005)

Working paper 13

Draft mortality investigation coding guide (Issue date: 27/04/2005)
Working paper 12 The graduation of the CMI 1999-2002 mortality experience: feedback on Working paper 8 and proposed assured lives graduations (Issue date: 11/04/2005)

Working paper 11

Responses to Working Paper 3 (Issue date: 26/01/2005)

Working paper 10

The mortality of impaired assured lives, 1991-2002 (Issue date: 08/11/2004)
Working paper 9 An analysis of the preliminary results of the mortality of male pensioners of self-administered pension schemes for the period 2000 to 2002 as reported in Working paper 4. (Issue date: 17/11/2004)

Working paper 8

Considerations for the graduation of the 1999-2002 mortality experience (Issue date: 20/08/2004)

Working papers 5, 6 and 7

New graduations of income protection termination experience (Issue date: 07/05/2004)
Working paper 4 Report on the preliminary results of an analysis into the mortality experience of pensioners of self-administered pension schemes for the period 2000 to 2002 (Issue date: 17/03/2004)

Working paper 3

Projecting future mortality: a discussion paper (Issue date: 12/03/2004)
Working paper 2 Responses to the draft report entitled A proposed interim basis for adjusting the 92 series mortality projections for cohort effects and further commentary thereon. (Issue date: 10/12/2002)

Working paper 1

An interim basis for adjusting the 92 series mortality projections for cohort effects. (Issue date: 10/12/2002)

 

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Events calendar

  • Pensions Conference 2019

    Bristol Marriott Hotel City Centre, 2 Lower Castle Street, Old Market, Bristol, BS1 3AD
    18-19 June 2019
    Spaces available

    Five plenaries and 13 workshops cover current topics and industry trends in the Pension sector with the opportunity to develop your network at the pre-conference evening dinner (18 June).  There is also a day ticket option available for the 19 June. 

  • KSS event – FinTech and The Actuarial Profession

    EY, Atria One, 144 Morrison Street, Edinburgh
    19 June 2019

    Spaces available

    This KSS talk from FinTech Scotland's CEO will explore the mission to create an integrated Fintech ecosystem through provision of funding, support, infrastructure and talent that recognises and responds to the needs of all stakeholders - and the overarching aim for Scotland to be one of the top 5 Fintech global leaders by 2020.

    To book your place, please email Barry_Shannon@standardlife.com 

  • Current Issues in General Insurance (CIGI) 2019

    Inmarsat, 99 City Road, London, EC1Y 1BJ
    19 June 2019

    Fully booked.

    CIGI is a well-established one-day seminar designed to increase awareness and encourage discussion on a variety of topical issues across the general insurance industry. 

    There will be an excellent and diverse line-up of speakers to provide a variety of perspectives and challenge covering technical and professional areas. 

  • Cass Event – New Thinking about Deferred Annuities

    Cass Business School, Executive Education Facilities 200 Aldersgate St, London EC1A 4HD
    25 June 2019

    Spaces available

    Our motivation for discussing this important subject comes from some exciting recent research which has analysed the impact of behavioural factors on the decision to purchase an annuity. This work has shown that behavioural factors can explain the well-known low demand for immediate annuities but this research also identifies an important opportunity in relation to deferred annuities (DA). The research suggests that these factors lead to positive incentives to purchase a DA and that, for longer deferred periods, a DA could be an attractive product for both consumers and insurers.

  • IFoA/SAS Joint Professional Skills Training – Singapore

    Room 903, NTUC Centre, Level 9, One Marina Boulevard, Singapore 018989
    25 June 2019

    Spaces available

    The Institute and Faculty of Actuaries (IFoA) and Singapore Actuarial Society (SAS) are organising a joint Professional Skills Training (PST) in Singapore. 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.

  • Webinar Series: Risk and Investment Conference 2019, 26 June

    These are online webinar events.
    26 June 2019

    Spaces available

    The IFoA’s Risk Management and Finance and Investment Boards are delighted to host a series of webinars covering a range of topical and trending topics ranging from climate related risks to Brexit.

  • AGM and Presidential Address 2019 + Volunteer and Member Drinks Reception

    The Hub  Castlehill Edinburgh EH1 2NE
    26 June 2019

    Spaces available

    Notice is hereby given that the ANNUAL GENERAL MEETING of the INSTITUTE AND FACULTY OF ACTUARIES will be held at The Hub, Edinburgh on Wednesday 26 June 2019 at 16.30 (Preceded by tea from 16.00) and followed by a PRESIDENTIAL ADDRESS given by John Taylor.

  • IFAM event - Actuarial Teachers’ & Researchers’ Conference 2019

    Institute for Financial and Actuarial Mathematics Department of Mathematical  Sciences The University of Liverpool Mathematical Sciences Building Peach Street Liverpool, L69 7ZL
    27 June 2019 - 29 June 2019

    Spaces available

    The Institute for Financial and Actuarial Mathematics (IFAM) at the University of Liverpool is pleased to host the 2019 Actuarial Teachers’ and Researchers’ Conference from 27-28 June 2019. This annual two-day event has been running annually now for many years, each time hosted by a different university, and provides all those interested in actuarial research and education a great opportunity to share their ideas and catch up on the latest developments.

  • IFoA/ASM Joint Professional Skills Training – Kuala Lumpur

    Menara AIA, Auditorium, 99 Jalan Ampang, 50450, Kuala Lumpur
    28 June 2019

    Spaces available

    The Institute and Faculty of Actuaries (IFoA) and Actuarial Society of Malaysia (ASM) are organising a joint Professional Skills Training (PST) in Kuala Lumpur. 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.

  • SIAS: The Impact of Air Pollution on Health and Life Expectancy

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    2 July 2019

    Spaces available

    Air pollution has gained increasing attention lately. Nicola Oliver, head of longevity and mortality research for Medical Intelligence, will discuss not only the impacts of air pollution on health and life expectancy but also how as an industry we should be addressing it.

  • Spaces available

    The actuarial profession has much to offer the world of banking. In this webinar actuaries with experience in various fields of banking will talk about the opportunities there are in banking; describing the actuarial aspects of the work they do as well as other roles within their area of banking.

  • Implications of 2019 IFRS 17 Exposure Draft

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    24 July 2019

    Spaces available

    Towards the end of June, the International Accounting Standards Board (IASB) is expected to publish an Exposure Draft (ED) of limited changes to its insurance contracts standard IFRS 17, effective date 2022. To help IFoA members, the IFoA’s cross-practice Financial Reporting Group (FRG) is hosting an event at Staple Inn covering these developments. 

    For more information on the FRG please visit this webpage

  • KSS event – The Regulatory Perspective

    Deloitte Saltire Court 20 Castle Terrace Edinburgh EH1 2EG
    5 September 2019

    Spaces available

    This KSS talk, presented by the FCA Head of Department in Scotland, will focus on the following 3 main areas:

    • FCA business plan priorities
    • The future of regulation
    • FCA Engagement in Scotland
  • Sessional Research Event - Risk Margin Working Party

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

    Spaces available

    For life insurers in the UK, the risk margin is one of the most controversial aspects of the Solvency II regime. Following its implementation, the risk margin came under considerable criticism for being too large and too sensitive to interest rate movements. These criticisms are particularly valid for annuity business – such business is of great significance to the national system for retirement provision. This criticism has led to political interest, and the risk margin was a major element of the Treasury Committee inquiry into Solvency II.

  • GIRO Conference 2019

    EICC, The Exchange, 150 Morrison St, Edinburgh EH3 8EE
    24-26 September 2019
    Spaces available

    GIRO is attended annually by over 800 delegates and speakers who are keen to discuss key topics such as Pricing, Reserving, Modelling and the future of the insurance industry. GIRO 2018 was a huge success and we have opened bookings early for what we hope will be another brilliant conference at the EICC in Edinburgh this year. 

     

  • Life Conference 2019

    The Convention Centre Dublin, Spencer Dock, North Wall Quay, Dublin 1
    20-22 November 2019
    Spaces available

    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.

  • Autumn Lecture 2019, London - Rt Hon Nicky Morgan MP

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

    Spaces available

    The IFoA is pleased to announce that this year’s Autumn Lecture will feature the Rt Hon Nicky Morgan MP as its guest speaker.  Nicky has previously served as Financial Secretary to the Treasury and Minister for Women. She now chairs the Treasury Select Committee whose remit is to examine the expenditure, administration and policy of HM Treasury, along with all of its agencies and associated bodies.