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Searching for: researcher is "faculty and institute of actuaries"

Surveys listed in reverse order of publication date

Results 1-15 of 22. Go to page: 1  2  
Jump to : Feb 2008  Oct 2007  Jan 2006  Nov 2005  Oct 2005  Jan 2005  Nov 2004  Oct 2004  Sep 2004  Jun 2004  May 2004  Mar 2004  Sep 2003  Jun 2003  May 2003  Apr 2003  Feb 2003

Applying survival models to pensioner mortality data
Applying survival models to pensioner mortality data
Faculty and Institute of Actuaries
25 Feb 2008 United Kingdom Pensioners & Retirement
A report has been presented to the Faculty & Institute of Actuaries by Stephen Richards on the subject of applying survival models to data from insurance portfolios and pension schemes. In addition to the traditional actuarial risk-rating factors of age, gender and policy size, the study finds that using geodemographic models based on postcode provides a major boost in explaining risk variation. Geodemographic models can be better than models based on pension size in explaining socio-economic variation, says the report, but a model using both is usually better still.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Feb 2008 or click here (this link will not work in all circumstances). For further information about Perspective click here.

A74092A6   Click here to contact the authors.
 
Continuous Mortality Investigation - Self-administered Pension Schemes Mortality Committee
Working Paper 29
Faculty and Institute of Actuaries
1 Oct 2007 United Kingdom Scheme Issues & Trends
The Faculty and Institute of Actuaries (FIA) report gives an analysis of the mortality of male and female pensioners of self-administered schemes from 2000 to 2004, from data collected in June 2006.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Oct 2007 or click here (this link will not work in all circumstances). For further information about Perspective click here.

94394432   Click here to contact the authors.
 
Living With Mortality: Longevity Bonds and Other Mortality-Linked Securities
Living With Mortality: Longevity Bonds and Other Mortality-Linked Securities
Faculty and Institute of Actuaries
16 Jan 2006 United Kingdom Welfare Reform, Surpluses and Deficits, Scheme Issues & Trends, Savings, Pension Reform, Pensioners & Retirement, Long-term Care, Investment - General, Funding and Minimum Funding Requirement, Annuities and Income Drawdown, Accounting
This paper addresses the problem of longevity risk - the risk of uncertain aggregate mortality - and discusses the ways in which life assurers, annuity providers and pension plans can manage their exposure to this risk.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Jan 2006 or click here (this link will not work in all circumstances). For further information about Perspective click here.

EE316035   Click here to contact the authors.
 
Actuarial Profession urges actuaries and trustees to recognise new risk environment for pension schemes
Actuarial Profession publishes "Allowing for the Sponsor Covenant in Actuarial Advice"
Faculty and Institute of Actuaries
16 Nov 2005 United Kingdom Funding and Minimum Funding Requirement, Advisers, Surpluses and Deficits
A new Report commissioned by the Actuarial Profession’s Pensions Board and published by its Sponsor Covenant Working Party urges the Profession to incorporate formal assessments of the viability of sponsoring employers when advising on pension scheme funding. This would usually require the preparation of a third party assessment of the financial strength of the sponsoring employer (the "sponsor covenant").

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Nov 2005 or click here (this link will not work in all circumstances). For further information about Perspective click here.

5E3121EB   Click here to contact the authors.
 
The importance of year of birth in two-dimensional mortality data
Actuaries predict further improvements in mortality at older ages
Faculty and Institute of Actuaries
20 Oct 2005 United Kingdom Scheme Issues & Trends, Pensioners & Retirement, Advisers
A new research paper asserts that mortality at age 70 could fall by three quarters over the next 40 years (equivalent to an average improvement of 3.5% every year). This will have a significant impact on annuity business for life insurance companies and on final salary pension schemes - but the authors go on to emphasise the very considerable uncertainty in all projections of future mortality. The research finds that patterns of mortality vary by the year of birth. The authors propose a wide variety of potential drivers for this: lifetime cigarette consumption, nutrition, and exposure to infectious disease at early stages of life, including during pregnancy. The most rapid improvements in mortality have been for the generation born around 1931. Subsequent generations can expect to live longer, but it is the generation, or "cohort", born in 1931 and the few years before and after, which has consistently shown the greatest improvement.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Oct 2005 or click here (this link will not work in all circumstances). For further information about Perspective click here.

7C3092FB   Click here to contact the authors.
 
Public Expectations of Pensions Provision
Public Expectations of Pensions Provision
Faculty and Institute of Actuaries
Jan 2005
This research shows that there are clear class differences between middle and lower income earners in their attitudes to pensions provision, a distinction which the researcher says has profound implications for the way the government provides or regulates pensions for different social groups.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Jan 2005 or click here (this link will not work in all circumstances). For further information about Perspective click here.

CB27654F   Click here to contact the authors.
 
Continuous Mortality Investigation
Mortality of male pensioners of self administered pension schemes
Faculty and Institute of Actuaries
Nov 2004 United Kingdom Miscellaneous
The data in this research covers a period from calendar year 2000 to 2002. There are over 2.35 million years of "exposed to" risk, with amounts exposed exceeding £11.88 billion. The data is derived from 99 schemes and covers 50,951 male deaths and 34,565 female deaths.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Nov 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

102683A2   Click here to contact the authors.
 
Consumers’ Attitude to Risk
Summary of research undertaken at the University of Warwick
Faculty and Institute of Actuaries
Nov 2004 United Kingdom Miscellaneous
This research shows that product providers, companies and financial advisers can push people into behaving in a way that is expected to maximise their financial welfare. This is the first time that serious experimental research has been done into consumers’ understanding of financial risk in the UK and the researcher says the conclusions make disturbing reading.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Nov 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

1D266665   Click here to contact the authors.
 
Report of the Professional Competence Task Force
Report of the Professional Competence Task Foce
Faculty and Institute of Actuaries
Oct 2004 United Kingdom Advisers
The Professional Competence Task Force, established by the Professional Affairs Board and the Education and CPD Board, has published its report for consultation with members. The proposals have at their heart the arrangements for revalidation of professional competence. Related to these are proposals for Continuous Professional Development.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Oct 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

772622D7   Click here to contact the authors.
 
Myners review of the governance of life mutuals
Response to the consultation paper
Faculty and Institute of Actuaries
Sep 2004 United Kingdom Miscellaneous
In March 2004, Ruth Kelly, then Financial Secretary to the Treasury, announced that Paul Myners would lead a review of the governance of life mutuals. A consultation paper was published in July and the this is the Actuarial profession's response.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Sep 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

3626112E   Click here to contact the authors.
 
Continuous Mortality Investigation Reports
Mortality Rates
Faculty and Institute of Actuaries
Sep 2004 United Kingdom Miscellaneous
This report analyses the features of the improving mortality that has been witnessed in recent years. The overall trend to improvement is now established and expected but the features vary for different classes of policy and the rate at which mortality will continue to improve (or not) into the future is more difficult to predict.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Sep 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

A126072F   Click here to contact the authors.
 
Response to the Morris Review
Actuarial profession's response to the Morris Review
Faculty and Institute of Actuaries
Sep 2004
In this submission to Sir Derek Morris’s review of the Actuarial Profession the authors say that actuaries would be willing to compete if called upon to do so in the post Morris era. However, the submission also emphasises that regulators will want the security of knowing that someone suitable is carrying out the work. The profession therefore warns that others authorised to perform the tasks would need to be controlled by the establishment of recognised bodies which determine appropriate qualifications and standards for alternative practitioners.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Sep 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

F12570A0   Click here to contact the authors.
 
Mean Reversion
Insurance company solvency standards
Faculty and Institute of Actuaries
Jun 2004 United Kingdom Investment - General
According to this report, siren voices telling regulators to water down insurance company solvency standards when markets get tough is cold comfort for policyholders. The researchers point out that research does seem to support the regulators’ stance: evidence suggests that a bounce back is more likely after a fall than further decline.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Jun 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

2D24105E   Click here to contact the authors.
 
Institutional Demand For Investment Classes – Is There A Supply Problem?
The demand for bonds by pension funds
Faculty and Institute of Actuaries
Jun 2004 United Kingdom Investment - General
According to this report, the increasing maturity of occupational pension funds, many of which are now closed to new members, means there is a huge demand for bonds as they adjust their investment holdings to reflect this. The researchers say that pension funds still hold too many equities and too few bonds and the only solution is to continue selling equities and buying bonds.

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> Jun 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

5F2409E4   Click here to contact the authors.
 
More Babies? Who needs them?
Projections and impact of birthrate data
Faculty and Institute of Actuaries
May 2004 WORLDWIDE Miscellaneous
This study makes new projections based on as yet unpublished data that demonstrates graphically what a sizeable impact changes in the birthrate can have on the total size and age profile of the population. This will in turn have important long term social implications for the UK, in terms of pension, social security and healthcare costs. 

More details are generally available exclusively to subscribers of Perspective, the electronic pensions legal & regulatory information and news service. To read the summary, subscribers should launch Perspective and navigate via the Table of Documents to PensionSurveys >> May 2004 or click here (this link will not work in all circumstances). For further information about Perspective click here.

A42311E3   Click here to contact the authors.
 

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