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Research Outputs

An overview of publications, presentations and press articles relating to this research programme

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Title

Type of output

Date

Authors

Actuarial and Financial Mathematical Conference 2019: How much to put in a tontine? Presentation Feb, 2019 T. Bernhard, 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
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 event | 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

  • Data Science: Opportunities for Actuaries

    The IFoA's first virtual event   
    26 February 2019 - 28 February 2019

    Spaces available

    The IFoA are launching their first virtual conference on the topic of Data Science, that is free to attend. This is an exciting and forward thinking move to reach members all over the world and to share knowledge and discuss developments and techniques within data science.

  • Leicester Actuarial Science Society presents the 5th Annual Worshipful Company of Actuaries Lecture

    The University of Leicester, Ken Edwards Lecture Theatre 3 (see map and directions)
    27 February 2019

    Spaces available

    IFoA President-Elect, John Taylor will discuss his work on 'robo advice' and the implications of technology for the future of the profession, but also his thoughts about the immediate priorities for the actuarial profession based on his first year with the Presidential Team. 

    The Worshipful Company of Actuaries will also be explaining their work and presenting two prizes: one each to the best performing 2nd year and 3rd year BSc Mathematics and Actuarial Science student at the University during the session.

  • ARC: ERM Results Launch Event

    Staple inn Hall, High Holborn, London, WC1V 7QJ
    28 February 2019

    Fully booked.

     

    This event is now full. We do operate a waiting system for this event should there become availability, which you can register for here and be added to the waitlist. We will email everyone on the waiting list nearer the time to confirm whether there is availability for them to attend.

     

  • Actuaries Rock event – What happened at GIRO?

    Gibraltar Financial Services Commission P O Box 940 Suite 3, Ground Floor Atlantic Suites Europort Avenue GX11 - 1AA Gibraltar
    28 February 2019

    Spaces available

    This event is run by Actuaries Rock, the regional society for actuaries in Gibraltar. To register please email:  kmorgan@gfsc.gi 

  • SIAS Event: Challenges and Opportunities for Actuaries Working in Data Science

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    4 March 2019

    Spaces available

    This talk will present examples of the use of data science in the General Insurance and Health and Care practice areas. It will highlight some of the opportunities and challenges for actuaries in using the latest data science techniques in these fields.

    1. Lisa Balboa will present on using predictive analytics to improve health care forecasting.
    2. Alexander Hanks will present a practical example of training a neural network to fit curves to general insurance claims data.
  • Highlights of the Life Conference 2018 - London

    Ect Venues, 200 Aldersgate, St. Pauls, London EC1A 4HD
    5 March 2019

    Spaces available

    IFoA event AllThis event will cover the highlights from the Life Conference 2018 held in Liverpool. The Conference Committee has reviewed session feedback and has put together a high-quality technical programme featuring the best sessions from the Life Conference 2018.  Book now to ensure your place.

  • Life and F&I One Day Workshop

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    11 March 2019

    Spaces available

    IFoA Event Logo AllThis cross-practice event for Life actuaries and those in finance and investments roles offers high-quality CPD with a series of thought-provoking presentations covering economics and financial markets, responsible investment, CMA review outcome, FCA requirements, asset analytics, and much more.

  • Spring Lecture 2019, Edinburgh - Sir John Curtice

    Royal College of Physicians, 9 Queen St, Edinburgh EH2 1JQ
    13 March 2019

    Fully booked.

    In conjunction with the Scottish BoardEdinburgh is now full. However, you can still register here to view the event live online, allowing those who cannot attend in person to stream the lecture to their computer, laptop, tablet, and phones wherever they are in the world. 
    We do operate a waiting system for each of the Edinburgh and London venues should there be availability, which you can register for here and be added to the waitlist. We will email everyone on the waiting list nearer the time to confirm whether there is availability for them to attend.
  • Spring Lecture 2019, Live stream at Staple Inn - Professor Sir John Curtice

    Staple Inn, High Holborn, London, WC1V 7QJ
    13 March 2019

    Fully booked.

     
    In conjunction with the Scottish BoardFollowing the popularity of this year’s Spring Lecture, delivered by Professor Sir John Curtice, an additional venue has been sourced for Members to attend a London Livestream event at the Lloyd's building. Please register here. Alternatively, you can still register here  to view the event live online, allowing those who cannot attend in person to stream the lecture to their computer, laptop, tablet, and phones wherever they are in the world. 
     
  • Sessional Meeting: Investment risk for long term investors - risk measurement approaches

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    18 March 2019

    Spaces available

    The term ‘investment risk’ is often used loosely, and frequently confused with the notion of short term price volatility, particularly for equity instruments. For the long term investor, however, what is most apposite is the ability to meet future real cash flows as they become due.

  • KSS event – Index Based Longevity Hedging

    Royal London St Andrew House, 1 Thistle St, Edinburgh EH2 1DG
    18 March 2019

    Spaces available

    This KSS talk on Index Based Longevity Hedging  -  The Dutch Experience and implications for the UK market will cover the structure of deals to date in the Dutch market; the challenges in determining the Solvency 2 capital treatment for such deals and the work done by the Longevity Risk Transfer Working Party of the Dutch Insurance Association; a proposal for a method for quantification of Basis Risk based on a recent paper “Basis Risk in Index Based Longevity Hedges: A Guide for Longevity Hedgers” by Cairns & El Boukfaoui, and implications for the future, both in terms

  • Highlights of the Life Conference 2018 - Edinburgh

    Apex Grassmarket Hotel, 31-35 Grassmarket, Edinburgh EH1 2HS
    19 March 2019

    Spaces available

    This event will cover the highlights from the Life Conference 2018 held in Liverpool. The Conference Committee has reviewed session feedback and has put together a high-quality technical programme featuring the best sessions from the Life Conference 2018.  Book now to ensure your place.

  • KSS event - FinTech and The Actuarial Profession

    Barnett Waddingham 163 West George Street, Glasgow, G2 2JJ
    20 March 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.

  • IFoA’s Diversity Advisory Group: The Power of Deep Listening

    Aviva, The Agora, Level 2B, St Helens, 1 Undershaft,  London EC3P 3DQ
    21 March 2019

    Spaces available

    8th March is International Women’s Day. The IFoA’s Diversity Advisory Group will be facilitating a session later in March as part of this celebration. Subject to availability. All members are welcomed. Please contact Susan Hunter Jones (susan.hunterjones@aviva.com) to register for the session.

  • Professional Skills Training - Edinburgh (26 March 19)

    IFoA (Edinburgh), Level 2, Exchange Crescent 7 Conference Square Edinburgh EH3 8RA
    26 March 2019

    Spaces available

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019.  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.

  • Professional Skills Training - London (16 April 19)

    Staple Inn Hall, High Holborn London WC1V 7QJ
    16 April 2019

    Fully booked.

    Please register here to join the wait list

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019.  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.

  • TIGI 2019 (Technical Issues in General Insurance)

    Royal College of Physicians, 11 St Andrews Place, Regent's Park, London, NW1 4LE
    25-26 April 2019
    Spaces available

    This General Insurance CPD offering has been changed from former years of individual one day seminars to include individual sessions for IFRS 17, Pricing, Capital Modelling and Reserving over a two-day event  packaged as Technical Issues in General Insurance, providing attendees with a varied program . The event is suitable for anyone who works, or are interested, in these areas.

  • Professional Skills Training - Edinburgh (30 April 19)

    IFoA (Edinburgh), Level 2, Exchange Crescent 7 Conference Square Edinburgh EH3 8RA
    30 April 2019

    Spaces available

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019.  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 2019, Chengdu

    Crowne Plaza Chengdu Panda Garden, Poly Park 198, No. 1980 ShuLong Avenue,Xindu District, Chengdu
    09-10 May 2019
    Spaces available

    IfoA Logo for eventsOffering a diverse selection of plenary sessions and cross-practice workshops, the annual Asia Conference is the perfect opportunity to discover and discuss current and developing actuarial topics in Asia, whilst providing excellent opportunity to grow your network of contacts.

  • CILA 2019

    30 Euston Square, London NW1 2FB
    14 May 2019

    Spaces available

    CILA is one of the pre-eminent events in the annual Life calendar. It is aimed at practicing life actuaries from life offices, consulting firms and other employers of actuaries. It will also be of interest to all those who work in or advise on, the life assurance market in the UK and Europe.

  • KSS event – Bulk Annuity Market Update

    Willis Towers Watson 2 Lochrin Square, 96 Fountainbridge, Edinburgh EH3 9QA
    15 May 2019

    Spaces available

    This KSS talk will give a bulk annuity market update over 2018 and for 2019 and beyond.  The presenters will also consider bulk annuity options as part of pension scheme de-risking strategies, and how pension schemes can best prepare when requesting a quote in order to achieve a favourable outcome. To book please email Dawn.Neil@willistowerswatson.com.

  • KSS event – Bulk Annuity Market Update

    Willis Towers Watson 2 West Regent Street Glasgow G2 1RW
    16 May 2019

    Spaces available

    This KSS talk will give a bulk annuity market update over 2018 and for 2019 and beyond. The presenters will also consider bulk annuity options as part of pension scheme de-risking strategies, and how pension schemes can best prepare when requesting a quote in order to achieve a favourable outcome. To book a place please email Dawn.Neil@willistowerswatson.com

  • Risk and Investment one day Conference 2019

    Amba Hotel, Charing Cross, Strand, London WC2N 5HX
    20-21 May 2019
    Spaces available

    This year's Risk and Investment Conference will be taking place at Amba Hotel, Charing Cross, London.

    To book your place click here.

     

  • Sessional Research Event - Saving for Retirement: Rules of Thumb

    Staple Inn Hall, High Holborn London WC1V 7QJ
    20 May 2019

    Spaces available

    How much does the average person need to save over a full working life to provide a decent retirement income? We call this the Lifetime Pension Contribution (LPC) and have attempted to quantify it.

  • Professional Skills Training - London (12 June 19)

    Staple Inn Hall, High Holborn London WC1V 7QJ
    12 June 2019

    Spaces available

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019.  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.

  • NED Event: Behavioural Finance and Boards

    Staple Inn Hall, High Holborn, London, WC1V 7QJ
    18 June 2019

    Spaces available

    Substantial work has been undertaken in the field of behavioural finance to explore the psychological factors affecting investment decisions made by individuals.  In contrast, “behavioural” factors (such as politics or human psychology) affecting decisions and actions made by institutional investors, such as insurers or pension schemes, are less understood.

  • Pensions Conference 2019

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

    This year's Pensions Conference will be taking place at the Bristol Marriott City Centre.

  • Current Issues in General Insurance (CIGI) 2019

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

    Spaces available

    CIGI will provide an excellent and diverse line-up of speakers, each providing their insight and knowledge on a range of topics.  The programme will be broad in nature, so will be of most value to those with some experience in the industry. 

  • Professional Skills Training - London (25 June 19)

    Staple Inn Hall, High Holborn London WC1V 7QJ
    25 June 2019

    Spaces available

    A 2 hour CPD event designed to meet the IFoA’s Stage 3 Professional Skills Training under the IFoA’s CPD Scheme 2018/2019. 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.